CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 07-Dec-2007

Day Change Summary
	Previous	Current
	06-Dec-2007	07-Dec-2007	Change	Change %	Previous Week
Open	1.4560	1.4644	0.0084	0.6%	1.4676
High	1.4655	1.4674	0.0019	0.1%	1.4770
Low	1.4560	1.4615	0.0055	0.4%	1.4560
Close	1.4637	1.4657	0.0020	0.1%	1.4657
Range	0.0095	0.0059	-0.0036	-37.9%	0.0210
ATR	0.0089	0.0087	-0.0002	-2.4%	0.0000
Volume	202,661	200,007	-2,654	-1.3%	894,811

Daily Pivots for day following 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4826	1.4800	1.4689
R3	1.4767	1.4741	1.4673
R2	1.4708	1.4708	1.4668
R1	1.4682	1.4682	1.4662	1.4695
PP	1.4649	1.4649	1.4649	1.4655
S1	1.4623	1.4623	1.4652	1.4636
S2	1.4590	1.4590	1.4646
S3	1.4531	1.4564	1.4641
S4	1.4472	1.4505	1.4625

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.5292	1.5185	1.4773
R3	1.5082	1.4975	1.4715
R2	1.4872	1.4872	1.4696
R1	1.4765	1.4765	1.4676	1.4714
PP	1.4662	1.4662	1.4662	1.4637
S1	1.4555	1.4555	1.4638	1.4504
S2	1.4452	1.4452	1.4619
S3	1.4242	1.4345	1.4599
S4	1.4032	1.4135	1.4542

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4770	1.4560	0.0210	1.4%	0.0063	0.4%	46%	False	False	178,962
10	1.4913	1.4560	0.0353	2.4%	0.0075	0.5%	27%	False	False	176,350
20	1.4913	1.4560	0.0353	2.4%	0.0061	0.4%	27%	False	False	154,150
40	1.4913	1.4140	0.0773	5.3%	0.0058	0.4%	67%	False	False	163,590
60	1.4913	1.3878	0.1035	7.1%	0.0061	0.4%	75%	False	False	158,329
80	1.4913	1.3430	0.1483	10.1%	0.0057	0.4%	83%	False	False	122,177
100	1.4913	1.3430	0.1483	10.1%	0.0052	0.4%	83%	False	False	97,855
120	1.4913	1.3430	0.1483	10.1%	0.0047	0.3%	83%	False	False	81,582

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	1.4925
2.618	1.4828
1.618	1.4769
1.000	1.4733
0.618	1.4710
HIGH	1.4674
0.618	1.4651
0.500	1.4645
0.382	1.4638
LOW	1.4615
0.618	1.4579
1.000	1.4556
1.618	1.4520
2.618	1.4461
4.250	1.4364

Fisher Pivots for day following 07-Dec-2007
Pivot	1 day	3 day
R1	1.4653	1.4651
PP	1.4649	1.4645
S1	1.4645	1.4639

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

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