CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 19-May-2008

Day Change Summary
	Previous	Current
	16-May-2008	19-May-2008	Change	Change %	Previous Week
Open	1.5483	1.5418	-0.0065	-0.4%	1.5437
High	1.5492	1.5418	-0.0074	-0.5%	1.5492
Low	1.5365	1.5395	0.0030	0.2%	1.5330
Close	1.5483	1.5414	-0.0069	-0.4%	1.5483
Range	0.0127	0.0023	-0.0104	-81.9%	0.0162
ATR	0.0095	0.0095	-0.0001	-0.6%	0.0000
Volume	1,120	1,159	39	3.5%	4,004

Daily Pivots for day following 19-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5478	1.5469	1.5427
R3	1.5455	1.5446	1.5420
R2	1.5432	1.5432	1.5418
R1	1.5423	1.5423	1.5416	1.5416
PP	1.5409	1.5409	1.5409	1.5406
S1	1.5400	1.5400	1.5412	1.5393
S2	1.5386	1.5386	1.5410
S3	1.5363	1.5377	1.5408
S4	1.5340	1.5354	1.5401

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	1.1%	0.0066	0.4%	52%	False	False	938
10	1.5492	1.5235	0.0257	1.7%	0.0056	0.4%	70%	False	False	781
20	1.5895	1.5235	0.0660	4.3%	0.0050	0.3%	27%	False	False	706
40	1.5895	1.5235	0.0660	4.3%	0.0053	0.3%	27%	False	False	516

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

Fibonacci Retracements and Extensions
4.250	1.5516
2.618	1.5478
1.618	1.5455
1.000	1.5441
0.618	1.5432
HIGH	1.5418
0.618	1.5409
0.500	1.5407
0.382	1.5404
LOW	1.5395
0.618	1.5381
1.000	1.5372
1.618	1.5358
2.618	1.5335
4.250	1.5297

Fisher Pivots for day following 19-May-2008
Pivot	1 day	3 day
R1	1.5412	1.5413
PP	1.5409	1.5412
S1	1.5407	1.5411

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

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