CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 05-Mar-2008

Day Change Summary
	Previous	Current
	04-Mar-2008	05-Mar-2008	Change	Change %	Previous Week
Open	1.5154	1.5140	-0.0014	-0.1%	1.4765
High	1.5170	1.5236	0.0066	0.4%	1.5166
Low	1.5133	1.5140	0.0007	0.0%	1.4755
Close	1.5146	1.5202	0.0056	0.4%	1.5132
Range	0.0037	0.0096	0.0059	159.5%	0.0411
ATR	0.0082	0.0083	0.0001	1.2%	0.0000
Volume	3,522	4,244	722	20.5%	11,656

Daily Pivots for day following 05-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5481	1.5437	1.5255
R3	1.5385	1.5341	1.5228
R2	1.5289	1.5289	1.5220
R1	1.5245	1.5245	1.5211	1.5267
PP	1.5193	1.5193	1.5193	1.5204
S1	1.5149	1.5149	1.5193	1.5171
S2	1.5097	1.5097	1.5184
S3	1.5001	1.5053	1.5176
S4	1.4905	1.4957	1.5149

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6251	1.6102	1.5358
R3	1.5840	1.5691	1.5245
R2	1.5429	1.5429	1.5207
R1	1.5280	1.5280	1.5170	1.5355
PP	1.5018	1.5018	1.5018	1.5055
S1	1.4869	1.4869	1.5094	1.4944
S2	1.4607	1.4607	1.5057
S3	1.4196	1.4458	1.5019
S4	1.3785	1.4047	1.4906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5236	1.5077	0.0159	1.0%	0.0072	0.5%	79%	True	False	3,516
10	1.5236	1.4675	0.0561	3.7%	0.0071	0.5%	94%	True	False	2,246
20	1.5236	1.4395	0.0841	5.5%	0.0056	0.4%	96%	True	False	1,407
40	1.5236	1.4395	0.0841	5.5%	0.0047	0.3%	96%	True	False	1,030
60	1.5236	1.4335	0.0901	5.9%	0.0038	0.2%	96%	True	False	756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5644
2.618	1.5487
1.618	1.5391
1.000	1.5332
0.618	1.5295
HIGH	1.5236
0.618	1.5199
0.500	1.5188
0.382	1.5177
LOW	1.5140
0.618	1.5081
1.000	1.5044
1.618	1.4985
2.618	1.4889
4.250	1.4732

Fisher Pivots for day following 05-Mar-2008
Pivot	1 day	3 day
R1	1.5197	1.5192
PP	1.5193	1.5181
S1	1.5188	1.5171

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

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