CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 15-Feb-2008

Day Change Summary
	Previous	Current
	14-Feb-2008	15-Feb-2008	Change	Change %	Previous Week
Open	1.4580	1.4607	0.0027	0.2%	1.4429
High	1.4580	1.4640	0.0060	0.4%	1.4640
Low	1.4520	1.4610	0.0090	0.6%	1.4429
Close	1.4571	1.4607	0.0036	0.2%	1.4607
Range	0.0060	0.0030	-0.0030	-50.0%	0.0211
ATR	0.0080	0.0079	-0.0001	-1.0%	0.0000
Volume	239	488	249	104.2%	1,789

Daily Pivots for day following 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4709	1.4688	1.4624
R3	1.4679	1.4658	1.4615
R2	1.4649	1.4649	1.4613
R1	1.4628	1.4628	1.4610	1.4622
PP	1.4619	1.4619	1.4619	1.4616
S1	1.4598	1.4598	1.4604	1.4592
S2	1.4589	1.4589	1.4602
S3	1.4559	1.4568	1.4599
S4	1.4529	1.4538	1.4591

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5192	1.5110	1.4723
R3	1.4981	1.4899	1.4665
R2	1.4770	1.4770	1.4646
R1	1.4688	1.4688	1.4626	1.4729
PP	1.4559	1.4559	1.4559	1.4579
S1	1.4477	1.4477	1.4588	1.4518
S2	1.4348	1.4348	1.4568
S3	1.4137	1.4266	1.4549
S4	1.3926	1.4055	1.4491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4640	1.4429	0.0211	1.4%	0.0035	0.2%	84%	True	False	357
10	1.4770	1.4395	0.0375	2.6%	0.0040	0.3%	57%	False	False	380
20	1.4825	1.4395	0.0430	2.9%	0.0036	0.2%	49%	False	False	659
40	1.4860	1.4335	0.0525	3.6%	0.0033	0.2%	52%	False	False	496

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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4768
2.618	1.4719
1.618	1.4689
1.000	1.4670
0.618	1.4659
HIGH	1.4640
0.618	1.4629
0.500	1.4625
0.382	1.4621
LOW	1.4610
0.618	1.4591
1.000	1.4580
1.618	1.4561
2.618	1.4531
4.250	1.4483

Fisher Pivots for day following 15-Feb-2008
Pivot	1 day	3 day
R1	1.4625	1.4591
PP	1.4619	1.4576
S1	1.4613	1.4560

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

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