CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary Previous Current 06-Sep-2007 07-Sep-2007 Change Change % Previous Week Open 1.3741 1.3818 0.0077 0.6% 1.3673 High 1.3741 1.3820 0.0079 0.6% 1.3820 Low 1.3741 1.3820 0.0079 0.6% 1.3673 Close 1.3741 1.3818 0.0077 0.6% 1.3818 Range ATR 0.0040 0.0043 0.0003 6.8% 0.0000 Volume 18 2 -16 -88.9% 66
Daily Pivots for day following 07-Sep-2007 Classic Woodie Camarilla DeMark R4 1.3819 1.3819 1.3818 R3 1.3819 1.3819 1.3818 R2 1.3819 1.3819 1.3818 R1 1.3819 1.3819 1.3818 1.3818 PP 1.3819 1.3819 1.3819 1.3819 S1 1.3819 1.3819 1.3818 1.3818 S2 1.3819 1.3819 1.3818 S3 1.3819 1.3819 1.3818 S4 1.3819 1.3819 1.3818	Weekly Pivots for week ending 07-Sep-2007 Classic Woodie Camarilla DeMark R4 1.4211 1.4162 1.3899 R3 1.4064 1.4015 1.3858 R2 1.3917 1.3917 1.3845 R1 1.3868 1.3868 1.3831 1.3893 PP 1.3770 1.3770 1.3770 1.3783 S1 1.3721 1.3721 1.3805 1.3746 S2 1.3623 1.3623 1.3791 S3 1.3476 1.3574 1.3778 S4 1.3329 1.3427 1.3737
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3820 1.3673 0.0147 1.1% 0.0002 0.0% 99% True False 14 10 1.3820 1.3671 0.0149 1.1% 0.0004 0.0% 99% True False 9 20 1.3820 1.3464 0.0356 2.6% 0.0002 0.0% 99% True False 11 40 1.3911 1.3464 0.0447 3.2% 0.0001 0.0% 79% False False 7
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 1.3820 2.618 1.3820 1.618 1.3820 1.000 1.3820 0.618 1.3820 HIGH 1.3820 0.618 1.3820 0.500 1.3820 0.382 1.3820 LOW 1.3820 0.618 1.3820 1.000 1.3820 1.618 1.3820 2.618 1.3820 4.250 1.3820
Fisher Pivots for day following 07-Sep-2007 Pivot 1 day 3 day R1 1.3820 1.3802 PP 1.3819 1.3786 S1 1.3819 1.3770

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