CME Euro FX Future March 2008

Trading Metrics calculated at close of trading on 25-Feb-2008

Day Change Summary
	Previous	Current
	22-Feb-2008	25-Feb-2008	Change	Change %	Previous Week
Open	1.4835	1.4811	-0.0024	-0.2%	1.4731
High	1.4853	1.4835	-0.0018	-0.1%	1.4853
Low	1.4787	1.4800	0.0013	0.1%	1.4606
Close	1.4817	1.4815	-0.0002	0.0%	1.4817
Range	0.0066	0.0035	-0.0031	-47.0%	0.0247
ATR	0.0097	0.0093	-0.0004	-4.6%	0.0000
Volume	182,821	131,394	-51,427	-28.1%	689,321

Daily Pivots for day following 25-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4922	1.4903	1.4834
R3	1.4887	1.4868	1.4825
R2	1.4852	1.4852	1.4821
R1	1.4833	1.4833	1.4818	1.4843
PP	1.4817	1.4817	1.4817	1.4821
S1	1.4798	1.4798	1.4812	1.4808
S2	1.4782	1.4782	1.4809
S3	1.4747	1.4763	1.4805
S4	1.4712	1.4728	1.4796

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5500	1.5405	1.4953
R3	1.5253	1.5158	1.4885
R2	1.5006	1.5006	1.4862
R1	1.4911	1.4911	1.4840	1.4959
PP	1.4759	1.4759	1.4759	1.4782
S1	1.4664	1.4664	1.4794	1.4712
S2	1.4512	1.4512	1.4772
S3	1.4265	1.4417	1.4749
S4	1.4018	1.4170	1.4681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4853	1.4606	0.0247	1.7%	0.0069	0.5%	85%	False	False	164,143
10	1.4853	1.4467	0.0386	2.6%	0.0064	0.4%	90%	False	False	150,256
20	1.4930	1.4432	0.0498	3.4%	0.0074	0.5%	77%	False	False	156,029
40	1.4930	1.4432	0.0498	3.4%	0.0087	0.6%	77%	False	False	160,128
60	1.4930	1.4327	0.0603	4.1%	0.0078	0.5%	81%	False	False	130,774
80	1.4930	1.4327	0.0603	4.1%	0.0065	0.4%	81%	False	False	98,443
100	1.4930	1.4079	0.0851	5.7%	0.0059	0.4%	86%	False	False	78,866
120	1.4930	1.3673	0.1257	8.5%	0.0053	0.4%	91%	False	False	65,745

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4984
2.618	1.4927
1.618	1.4892
1.000	1.4870
0.618	1.4857
HIGH	1.4835
0.618	1.4822
0.500	1.4818
0.382	1.4813
LOW	1.4800
0.618	1.4778
1.000	1.4765
1.618	1.4743
2.618	1.4708
4.250	1.4651

Fisher Pivots for day following 25-Feb-2008
Pivot	1 day	3 day
R1	1.4818	1.4806
PP	1.4817	1.4796
S1	1.4816	1.4787

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

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