CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 28-Apr-2008

Day Change Summary
	Previous	Current
	25-Apr-2008	28-Apr-2008	Change	Change %	Previous Week
Open	1.5492	1.5543	0.0051	0.3%	1.5776
High	1.5550	1.5550	0.0000	0.0%	1.5895
Low	1.5498	1.5550	0.0052	0.3%	1.5498
Close	1.5492	1.5543	0.0051	0.3%	1.5492
Range	0.0052	0.0000	-0.0052	-100.0%	0.0397
ATR	0.0114	0.0110	-0.0004	-3.5%	0.0000
Volume	769	905	136	17.7%	2,836

Daily Pivots for day following 28-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5548	1.5545	1.5543
R3	1.5548	1.5545	1.5543
R2	1.5548	1.5548	1.5543
R1	1.5545	1.5545	1.5543	1.5543
PP	1.5548	1.5548	1.5548	1.5547
S1	1.5545	1.5545	1.5543	1.5543
S2	1.5548	1.5548	1.5543
S3	1.5548	1.5545	1.5543
S4	1.5548	1.5545	1.5543

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6819	1.6553	1.5710
R3	1.6422	1.6156	1.5601
R2	1.6025	1.6025	1.5565
R1	1.5759	1.5759	1.5528	1.5694
PP	1.5628	1.5628	1.5628	1.5596
S1	1.5362	1.5362	1.5456	1.5297
S2	1.5231	1.5231	1.5419
S3	1.4834	1.4965	1.5383
S4	1.4437	1.4568	1.5274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5895	1.5498	0.0397	2.6%	0.0056	0.4%	11%	False	False	604
10	1.5895	1.5498	0.0397	2.6%	0.0053	0.3%	11%	False	False	516
20	1.5895	1.5410	0.0485	3.1%	0.0052	0.3%	27%	False	False	346

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	0.0008
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.5550
2.618	1.5550
1.618	1.5550
1.000	1.5550
0.618	1.5550
HIGH	1.5550
0.618	1.5550
0.500	1.5550
0.382	1.5550
LOW	1.5550
0.618	1.5550
1.000	1.5550
1.618	1.5550
2.618	1.5550
4.250	1.5550

Fisher Pivots for day following 28-Apr-2008
Pivot	1 day	3 day
R1	1.5550	1.5559
PP	1.5548	1.5554
S1	1.5545	1.5548

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

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