CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 22-Feb-2008

Day Change Summary
	Previous	Current
	21-Feb-2008	22-Feb-2008	Change	Change %	Previous Week
Open	1.4758	1.4766	0.0008	0.1%	1.4667
High	1.4765	1.4795	0.0030	0.2%	1.4795
Low	1.4675	1.4765	0.0090	0.6%	1.4580
Close	1.4758	1.4766	0.0008	0.1%	1.4766
Range	0.0090	0.0030	-0.0060	-66.7%	0.0215
ATR	0.0082	0.0079	-0.0003	-3.9%	0.0000
Volume	1,121	789	-332	-29.6%	4,261

Daily Pivots for day following 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4865	1.4846	1.4783
R3	1.4835	1.4816	1.4774
R2	1.4805	1.4805	1.4772
R1	1.4786	1.4786	1.4769	1.4781
PP	1.4775	1.4775	1.4775	1.4773
S1	1.4756	1.4756	1.4763	1.4751
S2	1.4745	1.4745	1.4761
S3	1.4715	1.4726	1.4758
S4	1.4685	1.4696	1.4750

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5359	1.5277	1.4884
R3	1.5144	1.5062	1.4825
R2	1.4929	1.4929	1.4805
R1	1.4847	1.4847	1.4786	1.4888
PP	1.4714	1.4714	1.4714	1.4734
S1	1.4632	1.4632	1.4746	1.4673
S2	1.4499	1.4499	1.4727
S3	1.4284	1.4417	1.4707
S4	1.4069	1.4202	1.4648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4795	1.4580	0.0215	1.5%	0.0050	0.3%	87%	True	False	949
10	1.4795	1.4429	0.0366	2.5%	0.0042	0.3%	92%	True	False	676
20	1.4825	1.4395	0.0430	2.9%	0.0038	0.3%	86%	False	False	661
40	1.4860	1.4395	0.0465	3.1%	0.0036	0.2%	80%	False	False	588

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	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4923
2.618	1.4874
1.618	1.4844
1.000	1.4825
0.618	1.4814
HIGH	1.4795
0.618	1.4784
0.500	1.4780
0.382	1.4776
LOW	1.4765
0.618	1.4746
1.000	1.4735
1.618	1.4716
2.618	1.4686
4.250	1.4638

Fisher Pivots for day following 22-Feb-2008
Pivot	1 day	3 day
R1	1.4780	1.4740
PP	1.4775	1.4714
S1	1.4771	1.4688

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

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