CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 20-Feb-2008

Day Change Summary
	Previous	Current
	19-Feb-2008	20-Feb-2008	Change	Change %	Previous Week
Open	1.4667	1.4594	-0.0073	-0.5%	1.4429
High	1.4685	1.4662	-0.0023	-0.2%	1.4640
Low	1.4667	1.4580	-0.0087	-0.6%	1.4429
Close	1.4672	1.4657	-0.0015	-0.1%	1.4607
Range	0.0018	0.0082	0.0064	355.6%	0.0211
ATR	0.0079	0.0080	0.0001	1.2%	0.0000
Volume	1,253	1,098	-155	-12.4%	1,789

Daily Pivots for day following 20-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4879	1.4850	1.4702
R3	1.4797	1.4768	1.4680
R2	1.4715	1.4715	1.4672
R1	1.4686	1.4686	1.4665	1.4701
PP	1.4633	1.4633	1.4633	1.4640
S1	1.4604	1.4604	1.4649	1.4619
S2	1.4551	1.4551	1.4642
S3	1.4469	1.4522	1.4634
S4	1.4387	1.4440	1.4612

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	1.4685	1.4480	0.0205	1.4%	0.0046	0.3%	86%	False	False	683
10	1.4685	1.4395	0.0290	2.0%	0.0041	0.3%	90%	False	False	568
20	1.4825	1.4395	0.0430	2.9%	0.0034	0.2%	61%	False	False	719
40	1.4860	1.4357	0.0503	3.4%	0.0034	0.2%	60%	False	False	546

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.5011
2.618	1.4877
1.618	1.4795
1.000	1.4744
0.618	1.4713
HIGH	1.4662
0.618	1.4631
0.500	1.4621
0.382	1.4611
LOW	1.4580
0.618	1.4529
1.000	1.4498
1.618	1.4447
2.618	1.4365
4.250	1.4232

Fisher Pivots for day following 20-Feb-2008
Pivot	1 day	3 day
R1	1.4645	1.4649
PP	1.4633	1.4641
S1	1.4621	1.4633

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

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