CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary Previous Current 22-Aug-2007 23-Aug-2007 Change Change % Previous Week Open 1.3584 1.3608 0.0024 0.2% 1.3697 High 1.3584 1.3608 0.0024 0.2% 1.3697 Low 1.3584 1.3608 0.0024 0.2% 1.3464 Close 1.3584 1.3608 0.0024 0.2% 1.3530 Range ATR 0.0045 0.0043 -0.0001 -3.3% 0.0000 Volume 38 13 -25 -65.8% 45
Daily Pivots for day following 23-Aug-2007 Classic Woodie Camarilla DeMark R4 1.3608 1.3608 1.3608 R3 1.3608 1.3608 1.3608 R2 1.3608 1.3608 1.3608 R1 1.3608 1.3608 1.3608 1.3608 PP 1.3608 1.3608 1.3608 1.3608 S1 1.3608 1.3608 1.3608 1.3608 S2 1.3608 1.3608 1.3608 S3 1.3608 1.3608 1.3608 S4 1.3608 1.3608 1.3608	Weekly Pivots for week ending 17-Aug-2007 Classic Woodie Camarilla DeMark R4 1.4263 1.4129 1.3658 R3 1.4030 1.3896 1.3594 R2 1.3797 1.3797 1.3573 R1 1.3663 1.3663 1.3551 1.3614 PP 1.3564 1.3564 1.3564 1.3539 S1 1.3430 1.3430 1.3509 1.3381 S2 1.3331 1.3331 1.3487 S3 1.3098 1.3197 1.3466 S4 1.2865 1.2964 1.3402
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3608 1.3520 0.0088 0.6% 0.0000 0.0% 100% True False 18 10 1.3765 1.3464 0.0301 2.2% 0.0000 0.0% 48% False False 13 20 1.3872 1.3464 0.0408 3.0% 0.0000 0.0% 35% False False 9 40 1.3911 1.3464 0.0447 3.3% 0.0000 0.0% 32% False False 5
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 1.3608 2.618 1.3608 1.618 1.3608 1.000 1.3608 0.618 1.3608 HIGH 1.3608 0.618 1.3608 0.500 1.3608 0.382 1.3608 LOW 1.3608 0.618 1.3608 1.000 1.3608 1.618 1.3608 2.618 1.3608 4.250 1.3608
Fisher Pivots for day following 23-Aug-2007 Pivot 1 day 3 day R1 1.3608 1.3593 PP 1.3608 1.3579 S1 1.3608 1.3564

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