CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 27-Feb-2008

Day Change Summary
	Previous	Current
	26-Feb-2008	27-Feb-2008	Change	Change %	Previous Week
Open	1.4822	1.4990	0.0168	1.1%	1.4667
High	1.4914	1.5075	0.0161	1.1%	1.4795
Low	1.4822	1.4965	0.0143	1.0%	1.4580
Close	1.4911	1.5061	0.0150	1.0%	1.4766
Range	0.0092	0.0110	0.0018	19.6%	0.0215
ATR	0.0080	0.0086	0.0006	7.5%	0.0000
Volume	492	1,280	788	160.2%	4,261

Daily Pivots for day following 27-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5364	1.5322	1.5122
R3	1.5254	1.5212	1.5091
R2	1.5144	1.5144	1.5081
R1	1.5102	1.5102	1.5071	1.5123
PP	1.5034	1.5034	1.5034	1.5044
S1	1.4992	1.4992	1.5051	1.5013
S2	1.4924	1.4924	1.5041
S3	1.4814	1.4882	1.5031
S4	1.4704	1.4772	1.5001

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	1.5075	1.4675	0.0400	2.7%	0.0069	0.5%	97%	True	False	976
10	1.5075	1.4480	0.0595	4.0%	0.0058	0.4%	98%	True	False	830
20	1.5075	1.4395	0.0680	4.5%	0.0046	0.3%	98%	True	False	697
40	1.5075	1.4395	0.0680	4.5%	0.0039	0.3%	98%	True	False	659

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	0.0006
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.5543
2.618	1.5363
1.618	1.5253
1.000	1.5185
0.618	1.5143
HIGH	1.5075
0.618	1.5033
0.500	1.5020
0.382	1.5007
LOW	1.4965
0.618	1.4897
1.000	1.4855
1.618	1.4787
2.618	1.4677
4.250	1.4498

Fisher Pivots for day following 27-Feb-2008
Pivot	1 day	3 day
R1	1.5047	1.5012
PP	1.5034	1.4964
S1	1.5020	1.4915

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

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