CME Euro FX Future June 2008

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Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary Previous Current 25-Jan-2008 28-Jan-2008 Change Change % Previous Week Open 1.4605 1.4713 0.0108 0.7% 1.4490 High 1.4660 1.4713 0.0053 0.4% 1.4675 Low 1.4605 1.4713 0.0108 0.7% 1.4490 Close 1.4614 1.4713 0.0099 0.7% 1.4614 Range 0.0055 0.0000 -0.0055 -100.0% 0.0185 ATR 0.0084 0.0085 0.0001 1.3% 0.0000 Volume 707 683 -24 -3.4% 4,274
Daily Pivots for day following 28-Jan-2008 Classic Woodie Camarilla DeMark R4 1.4713 1.4713 1.4713 R3 1.4713 1.4713 1.4713 R2 1.4713 1.4713 1.4713 R1 1.4713 1.4713 1.4713 1.4713 PP 1.4713 1.4713 1.4713 1.4713 S1 1.4713 1.4713 1.4713 1.4713 S2 1.4713 1.4713 1.4713 S3 1.4713 1.4713 1.4713 S4 1.4713 1.4713 1.4713	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 1.4713 1.4490 0.0223 1.5% 0.0032 0.2% 100% True False 991 10 1.4860 1.4490 0.0370 2.5% 0.0057 0.4% 60% False False 803 20 1.4860 1.4490 0.0370 2.5% 0.0032 0.2% 60% False False 580
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 2 trading days	Fibonacci Retracements and Extensions 4.250 1.4713 2.618 1.4713 1.618 1.4713 1.000 1.4713 0.618 1.4713 HIGH 1.4713 0.618 1.4713 0.500 1.4713 0.382 1.4713 LOW 1.4713 0.618 1.4713 1.000 1.4713 1.618 1.4713 2.618 1.4713 4.250 1.4713
Fisher Pivots for day following 28-Jan-2008 Pivot 1 day 3 day R1 1.4713 1.4695 PP 1.4713 1.4677 S1 1.4713 1.4659

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