CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 14-May-2008

Day Change Summary
	Previous	Current
	13-May-2008	14-May-2008	Change	Change %	Previous Week
Open	1.5418	1.5364	-0.0054	-0.4%	1.5395
High	1.5425	1.5390	-0.0035	-0.2%	1.5435
Low	1.5370	1.5350	-0.0020	-0.1%	1.5235
Close	1.5382	1.5364	-0.0018	-0.1%	1.5377
Range	0.0055	0.0040	-0.0015	-27.3%	0.0200
ATR	0.0097	0.0093	-0.0004	-4.2%	0.0000
Volume	1,208	527	-681	-56.4%	3,063

Daily Pivots for day following 14-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5488	1.5466	1.5386
R3	1.5448	1.5426	1.5375
R2	1.5408	1.5408	1.5371
R1	1.5386	1.5386	1.5368	1.5384
PP	1.5368	1.5368	1.5368	1.5367
S1	1.5346	1.5346	1.5360	1.5344
S2	1.5328	1.5328	1.5357
S3	1.5288	1.5306	1.5353
S4	1.5248	1.5266	1.5342

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%	0.0064	0.4%	60%	False	False	737
10	1.5450	1.5235	0.0215	1.4%	0.0040	0.3%	60%	False	False	690
20	1.5895	1.5235	0.0660	4.3%	0.0046	0.3%	20%	False	False	648
40	1.5895	1.5225	0.0670	4.4%	0.0052	0.3%	21%	False	False	456

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5560
2.618	1.5495
1.618	1.5455
1.000	1.5430
0.618	1.5415
HIGH	1.5390
0.618	1.5375
0.500	1.5370
0.382	1.5365
LOW	1.5350
0.618	1.5325
1.000	1.5310
1.618	1.5285
2.618	1.5245
4.250	1.5180

Fisher Pivots for day following 14-May-2008
Pivot	1 day	3 day
R1	1.5370	1.5400
PP	1.5368	1.5388
S1	1.5366	1.5376

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

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