CME Euro FX Future March 2008

Trading Metrics calculated at close of trading on 29-Oct-2007

Day Change Summary
	Previous	Current
	26-Oct-2007	29-Oct-2007	Change	Change %	Previous Week
Open	1.4403	1.4409	0.0006	0.0%	1.4218
High	1.4405	1.4442	0.0037	0.3%	1.4405
Low	1.4388	1.4399	0.0011	0.1%	1.4158
Close	1.4403	1.4442	0.0039	0.3%	1.4403
Range	0.0017	0.0043	0.0026	152.9%	0.0247
ATR	0.0068	0.0066	-0.0002	-2.6%	0.0000
Volume	1,802	727	-1,075	-59.7%	5,251

Daily Pivots for day following 29-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4557	1.4542	1.4466
R3	1.4514	1.4499	1.4454
R2	1.4471	1.4471	1.4450
R1	1.4456	1.4456	1.4446	1.4464
PP	1.4428	1.4428	1.4428	1.4431
S1	1.4413	1.4413	1.4438	1.4421
S2	1.4385	1.4385	1.4434
S3	1.4342	1.4370	1.4430
S4	1.4299	1.4327	1.4418

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.5063	1.4980	1.4539
R3	1.4816	1.4733	1.4471
R2	1.4569	1.4569	1.4448
R1	1.4486	1.4486	1.4426	1.4528
PP	1.4322	1.4322	1.4322	1.4343
S1	1.4239	1.4239	1.4380	1.4281
S2	1.4075	1.4075	1.4358
S3	1.3828	1.3992	1.4335
S4	1.3581	1.3745	1.4267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4442	1.4232	0.0210	1.5%	0.0031	0.2%	100%	True	False	1,009
10	1.4442	1.4158	0.0284	2.0%	0.0036	0.2%	100%	True	False	776
20	1.4442	1.4079	0.0363	2.5%	0.0038	0.3%	100%	True	False	566
40	1.4442	1.3673	0.0769	5.3%	0.0030	0.2%	100%	True	False	368
60	1.4442	1.3464	0.0978	6.8%	0.0020	0.1%	100%	True	False	248
80	1.4442	1.3464	0.0978	6.8%	0.0015	0.1%	100%	True	False	187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4625
2.618	1.4555
1.618	1.4512
1.000	1.4485
0.618	1.4469
HIGH	1.4442
0.618	1.4426
0.500	1.4421
0.382	1.4415
LOW	1.4399
0.618	1.4372
1.000	1.4356
1.618	1.4329
2.618	1.4286
4.250	1.4216

Fisher Pivots for day following 29-Oct-2007
Pivot	1 day	3 day
R1	1.4435	1.4421
PP	1.4428	1.4399
S1	1.4421	1.4378

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

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