CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	1.5319	1.5467	0.0148	1.0%	1.5776
High	1.5380	1.5510	0.0130	0.8%	1.5776
Low	1.5319	1.5467	0.0148	1.0%	1.5319
Close	1.5350	1.5467	0.0117	0.8%	1.5350
Range	0.0061	0.0043	-0.0018	-29.5%	0.0457
ATR	0.0132	0.0134	0.0002	1.5%	0.0000
Volume	176,572	70,151	-106,421	-60.3%	1,295,681

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5610	1.5582	1.5491
R3	1.5567	1.5539	1.5479
R2	1.5524	1.5524	1.5475
R1	1.5496	1.5496	1.5471	1.5489
PP	1.5481	1.5481	1.5481	1.5478
S1	1.5453	1.5453	1.5463	1.5446
S2	1.5438	1.5438	1.5459
S3	1.5395	1.5410	1.5455
S4	1.5352	1.5367	1.5443

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6853	1.6558	1.5601
R3	1.6396	1.6101	1.5476
R2	1.5939	1.5939	1.5434
R1	1.5644	1.5644	1.5392	1.5563
PP	1.5482	1.5482	1.5482	1.5441
S1	1.5187	1.5187	1.5308	1.5106
S2	1.5025	1.5025	1.5266
S3	1.4568	1.4730	1.5224
S4	1.4111	1.4273	1.5099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5575	1.5319	0.0256	1.7%	0.0065	0.4%	58%	False	False	223,274
10	1.5776	1.5319	0.0457	3.0%	0.0113	0.7%	32%	False	False	247,274
20	1.5776	1.5319	0.0457	3.0%	0.0092	0.6%	32%	False	False	230,441
40	1.5984	1.5288	0.0696	4.5%	0.0091	0.6%	26%	False	False	229,690
60	1.5984	1.5288	0.0696	4.5%	0.0090	0.6%	26%	False	False	212,809
80	1.5984	1.4755	0.1229	7.9%	0.0089	0.6%	58%	False	False	178,919
100	1.5984	1.4395	0.1589	10.3%	0.0079	0.5%	67%	False	False	143,280
120	1.5984	1.4395	0.1589	10.3%	0.0071	0.5%	67%	False	False	119,469

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5693
2.618	1.5623
1.618	1.5580
1.000	1.5553
0.618	1.5537
HIGH	1.5510
0.618	1.5494
0.500	1.5489
0.382	1.5483
LOW	1.5467
0.618	1.5440
1.000	1.5424
1.618	1.5397
2.618	1.5354
4.250	1.5284

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	1.5489	1.5450
PP	1.5481	1.5432
S1	1.5474	1.5415

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

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