CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary Previous Current 14-Aug-2007 15-Aug-2007 Change Change % Previous Week Open 1.3607 1.3524 -0.0083 -0.6% 1.3864 High 1.3610 1.3530 -0.0080 -0.6% 1.3865 Low 1.3610 1.3530 -0.0080 -0.6% 1.3752 Close 1.3607 1.3524 -0.0083 -0.6% 1.3765 Range ATR 0.0044 0.0047 0.0002 5.3% 0.0000 Volume 8 23 15 187.5% 19
Daily Pivots for day following 15-Aug-2007 Classic Woodie Camarilla DeMark R4 1.3528 1.3526 1.3524 R3 1.3528 1.3526 1.3524 R2 1.3528 1.3528 1.3524 R1 1.3526 1.3526 1.3524 1.3524 PP 1.3528 1.3528 1.3528 1.3527 S1 1.3526 1.3526 1.3524 1.3524 S2 1.3528 1.3528 1.3524 S3 1.3528 1.3526 1.3524 S4 1.3528 1.3526 1.3524	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 1.3765 1.3530 0.0235 1.7% 0.0001 0.0% -3% False True 8 10 1.3872 1.3530 0.0342 2.5% 0.0000 0.0% -2% False True 6 20 1.3911 1.3530 0.0381 2.8% 0.0000 0.0% -2% False True 5 40 1.3911 1.3495 0.0416 3.1% 0.0001 0.0% 7% False False 3
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 -0.0001	Fibonacci Retracements and Extensions 4.250 1.3530 2.618 1.3530 1.618 1.3530 1.000 1.3530 0.618 1.3530 HIGH 1.3530 0.618 1.3530 0.500 1.3530 0.382 1.3530 LOW 1.3530 0.618 1.3530 1.000 1.3530 1.618 1.3530 2.618 1.3530 4.250 1.3530
Fisher Pivots for day following 15-Aug-2007 Pivot 1 day 3 day R1 1.3530 1.3614 PP 1.3528 1.3584 S1 1.3526 1.3554

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