CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	1.4790	1.4640	-0.0150	-1.0%	1.4682
High	1.4790	1.4675	-0.0115	-0.8%	1.4756
Low	1.4575	1.4630	0.0055	0.4%	1.4633
Close	1.4627	1.4640	0.0013	0.1%	1.4748
Range	0.0215	0.0045	-0.0170	-79.1%	0.0123
ATR	0.0082	0.0079	-0.0002	-2.9%	0.0000
Volume	914	1,020	106	11.6%	1,129

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4783	1.4757	1.4665
R3	1.4738	1.4712	1.4652
R2	1.4693	1.4693	1.4648
R1	1.4667	1.4667	1.4644	1.4663
PP	1.4648	1.4648	1.4648	1.4646
S1	1.4622	1.4622	1.4636	1.4618
S2	1.4603	1.4603	1.4632
S3	1.4558	1.4577	1.4628
S4	1.4513	1.4532	1.4615

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%	0.0067	0.5%	23%	False	False	529
10	1.4860	1.4575	0.0285	1.9%	0.0035	0.2%	23%	False	False	372
20	1.4860	1.4335	0.0525	3.6%	0.0029	0.2%	58%	False	False	333

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4866
2.618	1.4793
1.618	1.4748
1.000	1.4720
0.618	1.4703
HIGH	1.4675
0.618	1.4658
0.500	1.4653
0.382	1.4647
LOW	1.4630
0.618	1.4602
1.000	1.4585
1.618	1.4557
2.618	1.4512
4.250	1.4439

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	1.4653	1.4718
PP	1.4648	1.4692
S1	1.4644	1.4666

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

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