CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 25-Jan-2008

Day Change Summary
	Previous	Current
	24-Jan-2008	25-Jan-2008	Change	Change %	Previous Week
Open	1.4675	1.4605	-0.0070	-0.5%	1.4490
High	1.4675	1.4660	-0.0015	-0.1%	1.4675
Low	1.4675	1.4605	-0.0070	-0.5%	1.4490
Close	1.4697	1.4614	-0.0083	-0.6%	1.4614
Range	0.0000	0.0055	0.0055		0.0185
ATR	0.0083	0.0084	0.0001	0.7%	0.0000
Volume	2,062	707	-1,355	-65.7%	4,274

Daily Pivots for day following 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4791	1.4758	1.4644
R3	1.4736	1.4703	1.4629
R2	1.4681	1.4681	1.4624
R1	1.4648	1.4648	1.4619	1.4665
PP	1.4626	1.4626	1.4626	1.4635
S1	1.4593	1.4593	1.4609	1.4610
S2	1.4571	1.4571	1.4604
S3	1.4516	1.4538	1.4599
S4	1.4461	1.4483	1.4584

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5148	1.5066	1.4716
R3	1.4963	1.4881	1.4665
R2	1.4778	1.4778	1.4648
R1	1.4696	1.4696	1.4631	1.4737
PP	1.4593	1.4593	1.4593	1.4614
S1	1.4511	1.4511	1.4597	1.4552
S2	1.4408	1.4408	1.4580
S3	1.4223	1.4326	1.4563
S4	1.4038	1.4141	1.4512

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%	0.0046	0.3%	67%	False	False	985
10	1.4860	1.4490	0.0370	2.5%	0.0057	0.4%	34%	False	False	757
20	1.4860	1.4490	0.0370	2.5%	0.0035	0.2%	34%	False	False	548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4894
2.618	1.4804
1.618	1.4749
1.000	1.4715
0.618	1.4694
HIGH	1.4660
0.618	1.4639
0.500	1.4633
0.382	1.4626
LOW	1.4605
0.618	1.4571
1.000	1.4550
1.618	1.4516
2.618	1.4461
4.250	1.4371

Fisher Pivots for day following 25-Jan-2008
Pivot	1 day	3 day
R1	1.4633	1.4604
PP	1.4626	1.4595
S1	1.4620	1.4585

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

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