CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 24-Aug-2007

Day Change Summary
	Previous	Current
	23-Aug-2007	24-Aug-2007	Change	Change %	Previous Week
Open	1.3598	1.3669	0.0071	0.5%	1.3504
High	1.3607	1.3712	0.0105	0.8%	1.3712
Low	1.3590	1.3664	0.0074	0.5%	1.3500
Close	1.3591	1.3707	0.0116	0.9%	1.3707
Range	0.0017	0.0048	0.0031	182.4%	0.0212
ATR	0.0060	0.0064	0.0004	7.4%	0.0000
Volume	809	616	-193	-23.9%	4,462

Daily Pivots for day following 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3838	1.3821	1.3733
R3	1.3790	1.3773	1.3720
R2	1.3742	1.3742	1.3716
R1	1.3725	1.3725	1.3711	1.3734
PP	1.3694	1.3694	1.3694	1.3699
S1	1.3677	1.3677	1.3703	1.3686
S2	1.3646	1.3646	1.3698
S3	1.3598	1.3629	1.3694
S4	1.3550	1.3581	1.3681

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4276	1.4203	1.3824
R3	1.4064	1.3991	1.3765
R2	1.3852	1.3852	1.3746
R1	1.3779	1.3779	1.3726	1.3816
PP	1.3640	1.3640	1.3640	1.3658
S1	1.3567	1.3567	1.3688	1.3604
S2	1.3428	1.3428	1.3668
S3	1.3216	1.3355	1.3649
S4	1.3004	1.3143	1.3590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3712	1.3500	0.0212	1.5%	0.0032	0.2%	98%	True	False	892
10	1.3712	1.3430	0.0282	2.1%	0.0036	0.3%	98%	True	False	926
20	1.3870	1.3430	0.0440	3.2%	0.0032	0.2%	63%	False	False	782
40	1.3905	1.3430	0.0475	3.5%	0.0029	0.2%	58%	False	False	527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3916
2.618	1.3838
1.618	1.3790
1.000	1.3760
0.618	1.3742
HIGH	1.3712
0.618	1.3694
0.500	1.3688
0.382	1.3682
LOW	1.3664
0.618	1.3634
1.000	1.3616
1.618	1.3586
2.618	1.3538
4.250	1.3460

Fisher Pivots for day following 24-Aug-2007
Pivot	1 day	3 day
R1	1.3701	1.3680
PP	1.3694	1.3653
S1	1.3688	1.3626

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These figures are updated between 7pm and 10pm EST after a trading day.

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