CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 10-Jun-2008

Day Change Summary
	Previous	Current
	09-Jun-2008	10-Jun-2008	Change	Change %	Previous Week
Open	1.5776	1.5523	-0.0253	-1.6%	1.5507
High	1.5776	1.5530	-0.0246	-1.6%	1.5766
Low	1.5620	1.5440	-0.0180	-1.2%	1.5361
Close	1.5646	1.5443	-0.0203	-1.3%	1.5759
Range	0.0156	0.0090	-0.0066	-42.3%	0.0405
ATR	0.0126	0.0131	0.0006	4.6%	0.0000
Volume	249,458	314,873	65,415	26.2%	1,293,301

Daily Pivots for day following 10-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5741	1.5682	1.5493
R3	1.5651	1.5592	1.5468
R2	1.5561	1.5561	1.5460
R1	1.5502	1.5502	1.5451	1.5487
PP	1.5471	1.5471	1.5471	1.5463
S1	1.5412	1.5412	1.5435	1.5397
S2	1.5381	1.5381	1.5427
S3	1.5291	1.5322	1.5418
S4	1.5201	1.5232	1.5394

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6844	1.6706	1.5982
R3	1.6439	1.6301	1.5870
R2	1.6034	1.6034	1.5833
R1	1.5896	1.5896	1.5796	1.5965
PP	1.5629	1.5629	1.5629	1.5663
S1	1.5491	1.5491	1.5722	1.5560
S2	1.5224	1.5224	1.5685
S3	1.4819	1.5086	1.5648
S4	1.4414	1.4681	1.5536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5776	1.5361	0.0415	2.7%	0.0139	0.9%	20%	False	False	297,663
10	1.5776	1.5361	0.0415	2.7%	0.0122	0.8%	20%	False	False	255,699
20	1.5776	1.5361	0.0415	2.7%	0.0098	0.6%	20%	False	False	233,608
40	1.5984	1.5288	0.0696	4.5%	0.0092	0.6%	22%	False	False	229,204
60	1.5984	1.5288	0.0696	4.5%	0.0093	0.6%	22%	False	False	216,801
80	1.5984	1.4580	0.1404	9.1%	0.0089	0.6%	61%	False	False	168,950
100	1.5984	1.4395	0.1589	10.3%	0.0078	0.5%	66%	False	False	135,297
120	1.5984	1.4335	0.1649	10.7%	0.0070	0.5%	67%	False	False	112,795

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5913
2.618	1.5766
1.618	1.5676
1.000	1.5620
0.618	1.5586
HIGH	1.5530
0.618	1.5496
0.500	1.5485
0.382	1.5474
LOW	1.5440
0.618	1.5384
1.000	1.5350
1.618	1.5294
2.618	1.5204
4.250	1.5058

Fisher Pivots for day following 10-Jun-2008
Pivot	1 day	3 day
R1	1.5485	1.5608
PP	1.5471	1.5553
S1	1.5457	1.5498

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

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