CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 16-May-2008

Day Change Summary
	Previous	Current
	15-May-2008	16-May-2008	Change	Change %	Previous Week
Open	1.5358	1.5483	0.0125	0.8%	1.5437
High	1.5415	1.5492	0.0077	0.5%	1.5492
Low	1.5330	1.5365	0.0035	0.2%	1.5330
Close	1.5358	1.5483	0.0125	0.8%	1.5483
Range	0.0085	0.0127	0.0042	49.4%	0.0162
ATR	0.0092	0.0095	0.0003	3.2%	0.0000
Volume	680	1,120	440	64.7%	4,004

Daily Pivots for day following 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5828	1.5782	1.5553
R3	1.5701	1.5655	1.5518
R2	1.5574	1.5574	1.5506
R1	1.5528	1.5528	1.5495	1.5547
PP	1.5447	1.5447	1.5447	1.5456
S1	1.5401	1.5401	1.5471	1.5420
S2	1.5320	1.5320	1.5460
S3	1.5193	1.5274	1.5448
S4	1.5066	1.5147	1.5413

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5921	1.5864	1.5572
R3	1.5759	1.5702	1.5528
R2	1.5597	1.5597	1.5513
R1	1.5540	1.5540	1.5498	1.5569
PP	1.5435	1.5435	1.5435	1.5449
S1	1.5378	1.5378	1.5468	1.5407
S2	1.5273	1.5273	1.5453
S3	1.5111	1.5216	1.5438
S4	1.4949	1.5054	1.5394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5492	1.5330	0.0162	1.0%	0.0080	0.5%	94%	True	False	800
10	1.5492	1.5235	0.0257	1.7%	0.0054	0.3%	96%	True	False	706
20	1.5895	1.5235	0.0660	4.3%	0.0052	0.3%	38%	False	False	684
40	1.5895	1.5225	0.0670	4.3%	0.0054	0.3%	39%	False	False	490

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.6032
2.618	1.5824
1.618	1.5697
1.000	1.5619
0.618	1.5570
HIGH	1.5492
0.618	1.5443
0.500	1.5429
0.382	1.5414
LOW	1.5365
0.618	1.5287
1.000	1.5238
1.618	1.5160
2.618	1.5033
4.250	1.4825

Fisher Pivots for day following 16-May-2008
Pivot	1 day	3 day
R1	1.5465	1.5459
PP	1.5447	1.5435
S1	1.5429	1.5411

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

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