CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 09-May-2008

Day Change Summary
	Previous	Current
	08-May-2008	09-May-2008	Change	Change %	Previous Week
Open	1.5300	1.5322	0.0022	0.1%	1.5395
High	1.5320	1.5365	0.0045	0.3%	1.5435
Low	1.5235	1.5322	0.0087	0.6%	1.5235
Close	1.5300	1.5377	0.0077	0.5%	1.5377
Range	0.0085	0.0043	-0.0042	-49.4%	0.0200
ATR	0.0102	0.0100	-0.0003	-2.6%	0.0000
Volume	811	670	-141	-17.4%	3,063

Daily Pivots for day following 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5484	1.5473	1.5401
R3	1.5441	1.5430	1.5389
R2	1.5398	1.5398	1.5385
R1	1.5387	1.5387	1.5381	1.5393
PP	1.5355	1.5355	1.5355	1.5357
S1	1.5344	1.5344	1.5373	1.5350
S2	1.5312	1.5312	1.5369
S3	1.5269	1.5301	1.5365
S4	1.5226	1.5258	1.5353

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5949	1.5863	1.5487
R3	1.5749	1.5663	1.5432
R2	1.5549	1.5549	1.5414
R1	1.5463	1.5463	1.5395	1.5406
PP	1.5349	1.5349	1.5349	1.5321
S1	1.5263	1.5263	1.5359	1.5206
S2	1.5149	1.5149	1.5340
S3	1.4949	1.5063	1.5322
S4	1.4749	1.4863	1.5267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5435	1.5235	0.0200	1.3%	0.0027	0.2%	71%	False	False	612
10	1.5550	1.5235	0.0315	2.0%	0.0029	0.2%	45%	False	False	684
20	1.5895	1.5235	0.0660	4.3%	0.0043	0.3%	22%	False	False	564

Crabel Price Patterns
NR	True
NR4	False
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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5548
2.618	1.5478
1.618	1.5435
1.000	1.5408
0.618	1.5392
HIGH	1.5365
0.618	1.5349
0.500	1.5344
0.382	1.5338
LOW	1.5322
0.618	1.5295
1.000	1.5279
1.618	1.5252
2.618	1.5209
4.250	1.5139

Fisher Pivots for day following 09-May-2008
Pivot	1 day	3 day
R1	1.5366	1.5351
PP	1.5355	1.5326
S1	1.5344	1.5300

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

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