CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 15-Apr-2008

Day Change Summary
	Previous	Current
	14-Apr-2008	15-Apr-2008	Change	Change %	Previous Week
Open	1.5723	1.5665	-0.0058	-0.4%	1.5581
High	1.5725	1.5700	-0.0025	-0.2%	1.5720
Low	1.5690	1.5635	-0.0055	-0.4%	1.5575
Close	1.5679	1.5665	-0.0014	-0.1%	1.5705
Range	0.0035	0.0065	0.0030	85.7%	0.0145
ATR	0.0098	0.0095	-0.0002	-2.4%	0.0000
Volume	185	102	-83	-44.9%	894

Daily Pivots for day following 15-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5862	1.5828	1.5701
R3	1.5797	1.5763	1.5683
R2	1.5732	1.5732	1.5677
R1	1.5698	1.5698	1.5671	1.5698
PP	1.5667	1.5667	1.5667	1.5666
S1	1.5633	1.5633	1.5659	1.5633
S2	1.5602	1.5602	1.5653
S3	1.5537	1.5568	1.5647
S4	1.5472	1.5503	1.5629

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6102	1.6048	1.5785
R3	1.5957	1.5903	1.5745
R2	1.5812	1.5812	1.5732
R1	1.5758	1.5758	1.5718	1.5785
PP	1.5667	1.5667	1.5667	1.5680
S1	1.5613	1.5613	1.5692	1.5640
S2	1.5522	1.5522	1.5678
S3	1.5377	1.5468	1.5665
S4	1.5232	1.5323	1.5625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5725	1.5600	0.0125	0.8%	0.0054	0.3%	52%	False	False	201
10	1.5725	1.5410	0.0315	2.0%	0.0054	0.3%	81%	False	False	160
20	1.5755	1.5225	0.0530	3.4%	0.0061	0.4%	83%	False	False	268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5976
2.618	1.5870
1.618	1.5805
1.000	1.5765
0.618	1.5740
HIGH	1.5700
0.618	1.5675
0.500	1.5668
0.382	1.5660
LOW	1.5635
0.618	1.5595
1.000	1.5570
1.618	1.5530
2.618	1.5465
4.250	1.5359

Fisher Pivots for day following 15-Apr-2008
Pivot	1 day	3 day
R1	1.5668	1.5680
PP	1.5667	1.5675
S1	1.5666	1.5670

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

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