CME Euro FX Future June 2008

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Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary Previous Current 23-Jan-2008 24-Jan-2008 Change Change % Previous Week Open 1.4528 1.4675 0.0147 1.0% 1.4833 High 1.4520 1.4675 0.0155 1.1% 1.4860 Low 1.4495 1.4675 0.0180 1.2% 1.4575 Close 1.4529 1.4697 0.0168 1.2% 1.4588 Range 0.0025 0.0000 -0.0025 -100.0% 0.0285 ATR 0.0078 0.0083 0.0005 6.1% 0.0000 Volume 1,008 2,062 1,054 104.6% 3,079
Daily Pivots for day following 24-Jan-2008 Classic Woodie Camarilla DeMark R4 1.4682 1.4690 1.4697 R3 1.4682 1.4690 1.4697 R2 1.4682 1.4682 1.4697 R1 1.4690 1.4690 1.4697 1.4686 PP 1.4682 1.4682 1.4682 1.4681 S1 1.4690 1.4690 1.4697 1.4686 S2 1.4682 1.4682 1.4697 S3 1.4682 1.4690 1.4697 S4 1.4682 1.4690 1.4697	Weekly Pivots for week ending 18-Jan-2008 Classic Woodie Camarilla DeMark R4 1.5529 1.5344 1.4745 R3 1.5244 1.5059 1.4666 R2 1.4959 1.4959 1.4640 R1 1.4774 1.4774 1.4614 1.4724 PP 1.4674 1.4674 1.4674 1.4650 S1 1.4489 1.4489 1.4562 1.4439 S2 1.4389 1.4389 1.4536 S3 1.4104 1.4204 1.4510 S4 1.3819 1.3919 1.4431
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4675 1.4490 0.0185 1.3% 0.0044 0.3% 112% True False 1,047 10 1.4860 1.4490 0.0370 2.5% 0.0051 0.3% 56% False False 712 20 1.4860 1.4490 0.0370 2.5% 0.0034 0.2% 56% False False 514
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1.4675 2.618 1.4675 1.618 1.4675 1.000 1.4675 0.618 1.4675 HIGH 1.4675 0.618 1.4675 0.500 1.4675 0.382 1.4675 LOW 1.4675 0.618 1.4675 1.000 1.4675 1.618 1.4675 2.618 1.4675 4.250 1.4675
Fisher Pivots for day following 24-Jan-2008 Pivot 1 day 3 day R1 1.4690 1.4659 PP 1.4682 1.4621 S1 1.4675 1.4583

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