CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 04-Dec-2007

Day Change Summary
	Previous	Current
	03-Dec-2007	04-Dec-2007	Change	Change %	Previous Week
Open	1.4676	1.4751	0.0075	0.5%	1.4854
High	1.4679	1.4770	0.0091	0.6%	1.4913
Low	1.4653	1.4744	0.0091	0.6%	1.4637
Close	1.4676	1.4770	0.0094	0.6%	1.4643
Range	0.0026	0.0026	0.0000	0.0%	0.0276
ATR	0.0083	0.0083	0.0001	1.0%	0.0000
Volume	203,176	128,454	-74,722	-36.8%	868,695

Daily Pivots for day following 04-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4839	1.4831	1.4784
R3	1.4813	1.4805	1.4777
R2	1.4787	1.4787	1.4775
R1	1.4779	1.4779	1.4772	1.4783
PP	1.4761	1.4761	1.4761	1.4764
S1	1.4753	1.4753	1.4768	1.4757
S2	1.4735	1.4735	1.4765
S3	1.4709	1.4727	1.4763
S4	1.4683	1.4701	1.4756

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.5559	1.5377	1.4795
R3	1.5283	1.5101	1.4719
R2	1.5007	1.5007	1.4694
R1	1.4825	1.4825	1.4668	1.4778
PP	1.4731	1.4731	1.4731	1.4708
S1	1.4549	1.4549	1.4618	1.4502
S2	1.4455	1.4455	1.4592
S3	1.4179	1.4273	1.4567
S4	1.3903	1.3997	1.4491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4865	1.4637	0.0228	1.5%	0.0072	0.5%	58%	False	False	176,239
10	1.4913	1.4637	0.0276	1.9%	0.0060	0.4%	48%	False	False	163,565
20	1.4913	1.4548	0.0365	2.5%	0.0056	0.4%	61%	False	False	152,223
40	1.4913	1.4047	0.0866	5.9%	0.0057	0.4%	83%	False	False	162,863
60	1.4913	1.3852	0.1061	7.2%	0.0059	0.4%	87%	False	False	152,155
80	1.4913	1.3430	0.1483	10.0%	0.0055	0.4%	90%	False	False	115,173
100	1.4913	1.3430	0.1483	10.0%	0.0050	0.3%	90%	False	False	92,230
120	1.4913	1.3430	0.1483	10.0%	0.0044	0.3%	90%	False	False	76,892

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.4881
2.618	1.4838
1.618	1.4812
1.000	1.4796
0.618	1.4786
HIGH	1.4770
0.618	1.4760
0.500	1.4757
0.382	1.4754
LOW	1.4744
0.618	1.4728
1.000	1.4718
1.618	1.4702
2.618	1.4676
4.250	1.4634

Fisher Pivots for day following 04-Dec-2007
Pivot	1 day	3 day
R1	1.4766	1.4749
PP	1.4761	1.4729
S1	1.4757	1.4708

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

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