CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 29-Nov-2007

Day Change Summary
	Previous	Current
	28-Nov-2007	29-Nov-2007	Change	Change %	Previous Week
Open	1.4755	1.4747	-0.0008	-0.1%	1.4685
High	1.4865	1.4787	-0.0078	-0.5%	1.4851
Low	1.4754	1.4734	-0.0020	-0.1%	1.4654
Close	1.4864	1.4758	-0.0106	-0.7%	1.4838
Range	0.0111	0.0053	-0.0058	-52.3%	0.0197
ATR	0.0078	0.0082	0.0004	4.7%	0.0000
Volume	169,397	218,113	48,716	28.8%	606,044

Daily Pivots for day following 29-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4919	1.4891	1.4787
R3	1.4866	1.4838	1.4773
R2	1.4813	1.4813	1.4768
R1	1.4785	1.4785	1.4763	1.4799
PP	1.4760	1.4760	1.4760	1.4767
S1	1.4732	1.4732	1.4753	1.4746
S2	1.4707	1.4707	1.4748
S3	1.4654	1.4679	1.4743
S4	1.4601	1.4626	1.4729

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.5372	1.5302	1.4946
R3	1.5175	1.5105	1.4892
R2	1.4978	1.4978	1.4874
R1	1.4908	1.4908	1.4856	1.4943
PP	1.4781	1.4781	1.4781	1.4799
S1	1.4711	1.4711	1.4820	1.4746
S2	1.4584	1.4584	1.4802
S3	1.4387	1.4514	1.4784
S4	1.4190	1.4317	1.4730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4913	1.4734	0.0179	1.2%	0.0066	0.4%	13%	False	True	165,796
10	1.4913	1.4613	0.0300	2.0%	0.0053	0.4%	48%	False	False	149,933
20	1.4913	1.4413	0.0500	3.4%	0.0055	0.4%	69%	False	False	156,215
40	1.4913	1.4047	0.0866	5.9%	0.0060	0.4%	82%	False	False	158,810
60	1.4913	1.3690	0.1223	8.3%	0.0058	0.4%	87%	False	False	144,837
80	1.4913	1.3430	0.1483	10.0%	0.0054	0.4%	90%	False	False	109,037
100	1.4913	1.3430	0.1483	10.0%	0.0048	0.3%	90%	False	False	87,308
120	1.4913	1.3382	0.1531	10.4%	0.0043	0.3%	90%	False	False	72,779

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5012
2.618	1.4926
1.618	1.4873
1.000	1.4840
0.618	1.4820
HIGH	1.4787
0.618	1.4767
0.500	1.4761
0.382	1.4754
LOW	1.4734
0.618	1.4701
1.000	1.4681
1.618	1.4648
2.618	1.4595
4.250	1.4509

Fisher Pivots for day following 29-Nov-2007
Pivot	1 day	3 day
R1	1.4761	1.4824
PP	1.4760	1.4802
S1	1.4759	1.4780

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

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