CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 06-May-2008

Day Change Summary
	Previous	Current
	05-May-2008	06-May-2008	Change	Change %	Previous Week
Open	1.5395	1.5426	0.0031	0.2%	1.5543
High	1.5395	1.5435	0.0040	0.3%	1.5550
Low	1.5395	1.5426	0.0031	0.2%	1.5295
Close	1.5395	1.5427	0.0032	0.2%	1.5312
Range	0.0000	0.0009	0.0009		0.0255
ATR	0.0107	0.0102	-0.0005	-4.5%	0.0000
Volume	415	557	142	34.2%	3,781

Daily Pivots for day following 06-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5456	1.5451	1.5432
R3	1.5447	1.5442	1.5429
R2	1.5438	1.5438	1.5429
R1	1.5433	1.5433	1.5428	1.5436
PP	1.5429	1.5429	1.5429	1.5431
S1	1.5424	1.5424	1.5426	1.5427
S2	1.5420	1.5420	1.5425
S3	1.5411	1.5415	1.5425
S4	1.5402	1.5406	1.5422

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6151	1.5986	1.5452
R3	1.5896	1.5731	1.5382
R2	1.5641	1.5641	1.5359
R1	1.5476	1.5476	1.5335	1.5431
PP	1.5386	1.5386	1.5386	1.5363
S1	1.5221	1.5221	1.5289	1.5176
S2	1.5131	1.5131	1.5265
S3	1.4876	1.4966	1.5242
S4	1.4621	1.4711	1.5172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5535	1.5295	0.0240	1.6%	0.0033	0.2%	55%	False	False	682
10	1.5805	1.5295	0.0510	3.3%	0.0034	0.2%	26%	False	False	649
20	1.5895	1.5295	0.0600	3.9%	0.0045	0.3%	22%	False	False	495

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5473
2.618	1.5459
1.618	1.5450
1.000	1.5444
0.618	1.5441
HIGH	1.5435
0.618	1.5432
0.500	1.5431
0.382	1.5429
LOW	1.5426
0.618	1.5420
1.000	1.5417
1.618	1.5411
2.618	1.5402
4.250	1.5388

Fisher Pivots for day following 06-May-2008
Pivot	1 day	3 day
R1	1.5431	1.5406
PP	1.5429	1.5386
S1	1.5428	1.5365

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

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