CME Euro FX Future March 2008

Trading Metrics calculated at close of trading on 24-Aug-2007

Day Change Summary
	Previous	Current
	23-Aug-2007	24-Aug-2007	Change	Change %	Previous Week
Open	1.3608	1.3725	0.0117	0.9%	1.3534
High	1.3608	1.3725	0.0117	0.9%	1.3725
Low	1.3608	1.3725	0.0117	0.9%	1.3520
Close	1.3608	1.3724	0.0116	0.9%	1.3724
Range
ATR	0.0043	0.0049	0.0005	12.1%	0.0000
Volume	13	0	-13	-100.0%	78

Daily Pivots for day following 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3725	1.3724	1.3724
R3	1.3725	1.3724	1.3724
R2	1.3725	1.3725	1.3724
R1	1.3724	1.3724	1.3724	1.3725
PP	1.3725	1.3725	1.3725	1.3725
S1	1.3724	1.3724	1.3724	1.3725
S2	1.3725	1.3725	1.3724
S3	1.3725	1.3724	1.3724
S4	1.3725	1.3724	1.3724

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4271	1.4203	1.3837
R3	1.4066	1.3998	1.3780
R2	1.3861	1.3861	1.3762
R1	1.3793	1.3793	1.3743	1.3827
PP	1.3656	1.3656	1.3656	1.3674
S1	1.3588	1.3588	1.3705	1.3622
S2	1.3451	1.3451	1.3686
S3	1.3246	1.3383	1.3668
S4	1.3041	1.3178	1.3611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3725	1.3520	0.0205	1.5%	0.0000	0.0%	100%	True	False	15
10	1.3725	1.3464	0.0261	1.9%	0.0000	0.0%	100%	True	False	12
20	1.3872	1.3464	0.0408	3.0%	0.0000	0.0%	64%	False	False	9
40	1.3911	1.3464	0.0447	3.3%	0.0000	0.0%	58%	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	1.3725
2.618	1.3725
1.618	1.3725
1.000	1.3725
0.618	1.3725
HIGH	1.3725
0.618	1.3725
0.500	1.3725
0.382	1.3725
LOW	1.3725
0.618	1.3725
1.000	1.3725
1.618	1.3725
2.618	1.3725
4.250	1.3725

Fisher Pivots for day following 24-Aug-2007
Pivot	1 day	3 day
R1	1.3725	1.3701
PP	1.3725	1.3678
S1	1.3724	1.3655

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

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