CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	1.4718	1.4681	-0.0037	-0.3%	1.4676
High	1.4735	1.4714	-0.0021	-0.1%	1.4770
Low	1.4708	1.4666	-0.0042	-0.3%	1.4560
Close	1.4714	1.4675	-0.0039	-0.3%	1.4657
Range	0.0027	0.0048	0.0021	77.8%	0.0210
ATR	0.0087	0.0084	-0.0003	-3.2%	0.0000
Volume	131,279	110,404	-20,875	-15.9%	894,811

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4829	1.4800	1.4701
R3	1.4781	1.4752	1.4688
R2	1.4733	1.4733	1.4684
R1	1.4704	1.4704	1.4679	1.4695
PP	1.4685	1.4685	1.4685	1.4680
S1	1.4656	1.4656	1.4671	1.4647
S2	1.4637	1.4637	1.4666
S3	1.4589	1.4608	1.4662
S4	1.4541	1.4560	1.4649

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	1.4735	1.4560	0.0175	1.2%	0.0068	0.5%	66%	False	False	160,972
10	1.4865	1.4560	0.0305	2.1%	0.0070	0.5%	38%	False	False	168,606
20	1.4913	1.4560	0.0353	2.4%	0.0059	0.4%	33%	False	False	155,563
40	1.4913	1.4140	0.0773	5.3%	0.0057	0.4%	69%	False	False	159,511
60	1.4913	1.3893	0.1020	7.0%	0.0061	0.4%	77%	False	False	156,165
80	1.4913	1.3500	0.1413	9.6%	0.0057	0.4%	83%	False	False	125,174
100	1.4913	1.3430	0.1483	10.1%	0.0052	0.4%	84%	False	False	100,268
120	1.4913	1.3430	0.1483	10.1%	0.0047	0.3%	84%	False	False	83,595

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4918
2.618	1.4840
1.618	1.4792
1.000	1.4762
0.618	1.4744
HIGH	1.4714
0.618	1.4696
0.500	1.4690
0.382	1.4684
LOW	1.4666
0.618	1.4636
1.000	1.4618
1.618	1.4588
2.618	1.4540
4.250	1.4462

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	1.4690	1.4675
PP	1.4685	1.4675
S1	1.4680	1.4675

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

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