CME Euro FX Future June 2008

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Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary Previous Current 10-Jan-2008 11-Jan-2008 Change Change % Previous Week Open 1.4756 1.4748 -0.0008 -0.1% 1.4682 High 1.4756 1.4748 -0.0008 -0.1% 1.4756 Low 1.4756 1.4748 -0.0008 -0.1% 1.4633 Close 1.4768 1.4748 -0.0020 -0.1% 1.4748 Range ATR 0.0073 0.0069 -0.0004 -5.2% 0.0000 Volume 255 222 -33 -12.9% 1,129
Daily Pivots for day following 11-Jan-2008 Classic Woodie Camarilla DeMark R4 1.4748 1.4748 1.4748 R3 1.4748 1.4748 1.4748 R2 1.4748 1.4748 1.4748 R1 1.4748 1.4748 1.4748 1.4748 PP 1.4748 1.4748 1.4748 1.4748 S1 1.4748 1.4748 1.4748 1.4748 S2 1.4748 1.4748 1.4748 S3 1.4748 1.4748 1.4748 S4 1.4748 1.4748 1.4748	Weekly Pivots for week ending 11-Jan-2008 Classic Woodie Camarilla DeMark R4 1.5081 1.5038 1.4816 R3 1.4958 1.4915 1.4782 R2 1.4835 1.4835 1.4771 R1 1.4792 1.4792 1.4759 1.4814 PP 1.4712 1.4712 1.4712 1.4723 S1 1.4669 1.4669 1.4737 1.4691 S2 1.4589 1.4589 1.4725 S3 1.4466 1.4546 1.4714 S4 1.4343 1.4423 1.4680
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4756 1.4633 0.0123 0.8% 0.0000 0.0% 93% False False 225 10 1.4775 1.4585 0.0190 1.3% 0.0008 0.1% 86% False False 358 20 1.4775 1.4335 0.0440 3.0% 0.0019 0.1% 94% False False 231
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.4748 2.618 1.4748 1.618 1.4748 1.000 1.4748 0.618 1.4748 HIGH 1.4748 0.618 1.4748 0.500 1.4748 0.382 1.4748 LOW 1.4748 0.618 1.4748 1.000 1.4748 1.618 1.4748 2.618 1.4748 4.250 1.4748
Fisher Pivots for day following 11-Jan-2008 Pivot 1 day 3 day R1 1.4748 1.4730 PP 1.4748 1.4712 S1 1.4748 1.4695

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