CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 06-Feb-2008

Day Change Summary
	Previous	Current
	05-Feb-2008	06-Feb-2008	Change	Change %	Previous Week
Open	1.4586	1.4585	-0.0001	0.0%	1.4713
High	1.4625	1.4597	-0.0028	-0.2%	1.4825
Low	1.4565	1.4560	-0.0005	0.0%	1.4680
Close	1.4586	1.4562	-0.0024	-0.2%	1.4739
Range	0.0060	0.0037	-0.0023	-38.3%	0.0145
ATR	0.0087	0.0083	-0.0004	-4.1%	0.0000
Volume	235	521	286	121.7%	4,460

Daily Pivots for day following 06-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4684	1.4660	1.4582
R3	1.4647	1.4623	1.4572
R2	1.4610	1.4610	1.4569
R1	1.4586	1.4586	1.4565	1.4580
PP	1.4573	1.4573	1.4573	1.4570
S1	1.4549	1.4549	1.4559	1.4543
S2	1.4536	1.4536	1.4555
S3	1.4499	1.4512	1.4552
S4	1.4462	1.4475	1.4542

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5183	1.5106	1.4819
R3	1.5038	1.4961	1.4779
R2	1.4893	1.4893	1.4766
R1	1.4816	1.4816	1.4752	1.4855
PP	1.4748	1.4748	1.4748	1.4767
S1	1.4671	1.4671	1.4726	1.4710
S2	1.4603	1.4603	1.4712
S3	1.4458	1.4526	1.4699
S4	1.4313	1.4381	1.4659

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4798	1.4560	0.0238	1.6%	0.0039	0.3%	1%	False	True	323
10	1.4825	1.4560	0.0265	1.8%	0.0027	0.2%	1%	False	True	822
20	1.4860	1.4490	0.0370	2.5%	0.0039	0.3%	19%	False	False	673
40	1.4860	1.4335	0.0525	3.6%	0.0029	0.2%	43%	False	False	442

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	1.4754
2.618	1.4694
1.618	1.4657
1.000	1.4634
0.618	1.4620
HIGH	1.4597
0.618	1.4583
0.500	1.4579
0.382	1.4574
LOW	1.4560
0.618	1.4537
1.000	1.4523
1.618	1.4500
2.618	1.4463
4.250	1.4403

Fisher Pivots for day following 06-Feb-2008
Pivot	1 day	3 day
R1	1.4579	1.4665
PP	1.4573	1.4631
S1	1.4568	1.4596

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

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