CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary Previous Current 13-Aug-2007 14-Aug-2007 Change Change % Previous Week Open 1.3697 1.3607 -0.0090 -0.7% 1.3864 High 1.3697 1.3610 -0.0087 -0.6% 1.3865 Low 1.3694 1.3610 -0.0084 -0.6% 1.3752 Close 1.3687 1.3607 -0.0080 -0.6% 1.3765 Range 0.0003 0.0000 -0.0003 -100.0% 0.0113 ATR 0.0042 0.0044 0.0003 6.0% 0.0000 Volume 0 8 8 19
Daily Pivots for day following 14-Aug-2007 Classic Woodie Camarilla DeMark R4 1.3609 1.3608 1.3607 R3 1.3609 1.3608 1.3607 R2 1.3609 1.3609 1.3607 R1 1.3608 1.3608 1.3607 1.3607 PP 1.3609 1.3609 1.3609 1.3609 S1 1.3608 1.3608 1.3607 1.3607 S2 1.3609 1.3609 1.3607 S3 1.3609 1.3608 1.3607 S4 1.3609 1.3608 1.3607	Weekly Pivots for week ending 10-Aug-2007 Classic Woodie Camarilla DeMark R4 1.4133 1.4062 1.3827 R3 1.4020 1.3949 1.3796 R2 1.3907 1.3907 1.3786 R1 1.3836 1.3836 1.3775 1.3815 PP 1.3794 1.3794 1.3794 1.3784 S1 1.3723 1.3723 1.3755 1.3702 S2 1.3681 1.3681 1.3744 S3 1.3568 1.3610 1.3734 S4 1.3455 1.3497 1.3703
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3865 1.3610 0.0255 1.9% 0.0001 0.0% -1% False True 4 10 1.3872 1.3610 0.0262 1.9% 0.0000 0.0% -1% False True 4 20 1.3911 1.3610 0.0301 2.2% 0.0000 0.0% -1% False True 4
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3610 2.618 1.3610 1.618 1.3610 1.000 1.3610 0.618 1.3610 HIGH 1.3610 0.618 1.3610 0.500 1.3610 0.382 1.3610 LOW 1.3610 0.618 1.3610 1.000 1.3610 1.618 1.3610 2.618 1.3610 4.250 1.3610
Fisher Pivots for day following 14-Aug-2007 Pivot 1 day 3 day R1 1.3610 1.3688 PP 1.3609 1.3661 S1 1.3608 1.3634

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