CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 16-Jan-2008

Day Change Summary
	Previous	Current
	15-Jan-2008	16-Jan-2008	Change	Change %	Previous Week
Open	1.4798	1.4790	-0.0008	-0.1%	1.4682
High	1.4860	1.4790	-0.0070	-0.5%	1.4756
Low	1.4795	1.4575	-0.0220	-1.5%	1.4633
Close	1.4798	1.4627	-0.0171	-1.2%	1.4748
Range	0.0065	0.0215	0.0150	230.8%	0.0123
ATR	0.0071	0.0082	0.0011	15.4%	0.0000
Volume	371	914	543	146.4%	1,129

Daily Pivots for day following 16-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5309	1.5183	1.4745
R3	1.5094	1.4968	1.4686
R2	1.4879	1.4879	1.4666
R1	1.4753	1.4753	1.4647	1.4709
PP	1.4664	1.4664	1.4664	1.4642
S1	1.4538	1.4538	1.4607	1.4494
S2	1.4449	1.4449	1.4588
S3	1.4234	1.4323	1.4568
S4	1.4019	1.4108	1.4509

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	1.4860	1.4575	0.0285	1.9%	0.0058	0.4%	18%	False	True	376
10	1.4860	1.4575	0.0285	1.9%	0.0034	0.2%	18%	False	True	278
20	1.4860	1.4335	0.0525	3.6%	0.0028	0.2%	56%	False	False	286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1.5704
2.618	1.5353
1.618	1.5138
1.000	1.5005
0.618	1.4923
HIGH	1.4790
0.618	1.4708
0.500	1.4683
0.382	1.4657
LOW	1.4575
0.618	1.4442
1.000	1.4360
1.618	1.4227
2.618	1.4012
4.250	1.3661

Fisher Pivots for day following 16-Jan-2008
Pivot	1 day	3 day
R1	1.4683	1.4718
PP	1.4664	1.4687
S1	1.4646	1.4657

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

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