CME Euro FX Future March 2008

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

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	1.3819	1.3851	0.0032	0.2%	1.3717
High	1.3819	1.3851	0.0032	0.2%	1.3717
Low	1.3819	1.3851	0.0032	0.2%	1.3690
Close	1.3819	1.3851	0.0032	0.2%	1.3711
Range
ATR	0.0035	0.0034	0.0000	-0.5%	0.0000
Volume	2	1	-1	-50.0%	17

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3851	1.3851	1.3851
R3	1.3851	1.3851	1.3851
R2	1.3851	1.3851	1.3851
R1	1.3851	1.3851	1.3851	1.3851
PP	1.3851	1.3851	1.3851	1.3851
S1	1.3851	1.3851	1.3851	1.3851
S2	1.3851	1.3851	1.3851
S3	1.3851	1.3851	1.3851
S4	1.3851	1.3851	1.3851

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3787	1.3776	1.3726
R3	1.3760	1.3749	1.3718
R2	1.3733	1.3733	1.3716
R1	1.3722	1.3722	1.3713	1.3714
PP	1.3706	1.3706	1.3706	1.3702
S1	1.3695	1.3695	1.3709	1.3687
S2	1.3679	1.3679	1.3706
S3	1.3652	1.3668	1.3704
S4	1.3625	1.3641	1.3696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3851	1.3690	0.0161	1.2%	0.0000	0.0%	100%	True	False	2
10	1.3851	1.3526	0.0325	2.3%	0.0000	0.0%	100%	True	False	2

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.3851
2.618	1.3851
1.618	1.3851
1.000	1.3851
0.618	1.3851
HIGH	1.3851
0.618	1.3851
0.500	1.3851
0.382	1.3851
LOW	1.3851
0.618	1.3851
1.000	1.3851
1.618	1.3851
2.618	1.3851
4.250	1.3851

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	1.3851	1.3828
PP	1.3851	1.3805
S1	1.3851	1.3782

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

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