CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary Previous Current 07-Sep-2007 10-Sep-2007 Change Change % Previous Week Open 1.3818 1.3854 0.0036 0.3% 1.3673 High 1.3820 1.3841 0.0021 0.2% 1.3820 Low 1.3820 1.3841 0.0021 0.2% 1.3673 Close 1.3818 1.3854 0.0036 0.3% 1.3818 Range ATR 0.0043 0.0042 -0.0001 -3.3% 0.0000 Volume 2 15 13 650.0% 66
Daily Pivots for day following 10-Sep-2007 Classic Woodie Camarilla DeMark R4 1.3845 1.3850 1.3854 R3 1.3845 1.3850 1.3854 R2 1.3845 1.3845 1.3854 R1 1.3850 1.3850 1.3854 1.3854 PP 1.3845 1.3845 1.3845 1.3848 S1 1.3850 1.3850 1.3854 1.3854 S2 1.3845 1.3845 1.3854 S3 1.3845 1.3850 1.3854 S4 1.3845 1.3850 1.3854	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 1.3841 1.3673 0.0168 1.2% 0.0002 0.0% 108% True False 16 10 1.3841 1.3671 0.0170 1.2% 0.0004 0.0% 108% True False 11 20 1.3841 1.3464 0.0377 2.7% 0.0002 0.0% 103% True False 11 40 1.3911 1.3464 0.0447 3.2% 0.0001 0.0% 87% False False 8
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 1.3841 2.618 1.3841 1.618 1.3841 1.000 1.3841 0.618 1.3841 HIGH 1.3841 0.618 1.3841 0.500 1.3841 0.382 1.3841 LOW 1.3841 0.618 1.3841 1.000 1.3841 1.618 1.3841 2.618 1.3841 4.250 1.3841
Fisher Pivots for day following 10-Sep-2007 Pivot 1 day 3 day R1 1.3850 1.3833 PP 1.3845 1.3812 S1 1.3841 1.3791

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