CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 13-May-2008

Day Change Summary
	Previous	Current
	12-May-2008	13-May-2008	Change	Change %	Previous Week
Open	1.5437	1.5418	-0.0019	-0.1%	1.5395
High	1.5450	1.5425	-0.0025	-0.2%	1.5435
Low	1.5355	1.5370	0.0015	0.1%	1.5235
Close	1.5437	1.5382	-0.0055	-0.4%	1.5377
Range	0.0095	0.0055	-0.0040	-42.1%	0.0200
ATR	0.0099	0.0097	-0.0002	-2.3%	0.0000
Volume	469	1,208	739	157.6%	3,063

Daily Pivots for day following 13-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5557	1.5525	1.5412
R3	1.5502	1.5470	1.5397
R2	1.5447	1.5447	1.5392
R1	1.5415	1.5415	1.5387	1.5404
PP	1.5392	1.5392	1.5392	1.5387
S1	1.5360	1.5360	1.5377	1.5349
S2	1.5337	1.5337	1.5372
S3	1.5282	1.5305	1.5367
S4	1.5227	1.5250	1.5352

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	1.5450	1.5235	0.0215	1.4%	0.0056	0.4%	68%	False	False	753
10	1.5535	1.5235	0.0300	2.0%	0.0044	0.3%	49%	False	False	718
20	1.5895	1.5235	0.0660	4.3%	0.0046	0.3%	22%	False	False	634
40	1.5895	1.5225	0.0670	4.4%	0.0053	0.3%	23%	False	False	451

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5659
2.618	1.5569
1.618	1.5514
1.000	1.5480
0.618	1.5459
HIGH	1.5425
0.618	1.5404
0.500	1.5398
0.382	1.5391
LOW	1.5370
0.618	1.5336
1.000	1.5315
1.618	1.5281
2.618	1.5226
4.250	1.5136

Fisher Pivots for day following 13-May-2008
Pivot	1 day	3 day
R1	1.5398	1.5386
PP	1.5392	1.5385
S1	1.5387	1.5383

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

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