CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 14-Jan-2008

Day Change Summary
	Previous	Current
	11-Jan-2008	14-Jan-2008	Change	Change %	Previous Week
Open	1.4748	1.4833	0.0085	0.6%	1.4682
High	1.4748	1.4842	0.0094	0.6%	1.4756
Low	1.4748	1.4832	0.0084	0.6%	1.4633
Close	1.4748	1.4835	0.0087	0.6%	1.4748
Range	0.0000	0.0010	0.0010		0.0123
ATR	0.0069	0.0071	0.0002	2.5%	0.0000
Volume	222	122	-100	-45.0%	1,129

Daily Pivots for day following 14-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4866	1.4861	1.4841
R3	1.4856	1.4851	1.4838
R2	1.4846	1.4846	1.4837
R1	1.4841	1.4841	1.4836	1.4844
PP	1.4836	1.4836	1.4836	1.4838
S1	1.4831	1.4831	1.4834	1.4834
S2	1.4826	1.4826	1.4833
S3	1.4816	1.4821	1.4832
S4	1.4806	1.4811	1.4830

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	1.4842	1.4633	0.0209	1.4%	0.0002	0.0%	97%	True	False	181
10	1.4842	1.4585	0.0257	1.7%	0.0009	0.1%	97%	True	False	363
20	1.4842	1.4335	0.0507	3.4%	0.0016	0.1%	99%	True	False	232

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	0.0000
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4885
2.618	1.4868
1.618	1.4858
1.000	1.4852
0.618	1.4848
HIGH	1.4842
0.618	1.4838
0.500	1.4837
0.382	1.4836
LOW	1.4832
0.618	1.4826
1.000	1.4822
1.618	1.4816
2.618	1.4806
4.250	1.4790

Fisher Pivots for day following 14-Jan-2008
Pivot	1 day	3 day
R1	1.4837	1.4822
PP	1.4836	1.4808
S1	1.4836	1.4795

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

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