CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 29-May-2008

Day Change Summary
	Previous	Current
	28-May-2008	29-May-2008	Change	Change %	Previous Week
Open	1.5547	1.5413	-0.0134	-0.9%	1.5418
High	1.5575	1.5500	-0.0075	-0.5%	1.5685
Low	1.5535	1.5413	-0.0122	-0.8%	1.5395
Close	1.5547	1.5427	-0.0120	-0.8%	1.5696
Range	0.0040	0.0087	0.0047	117.5%	0.0290
ATR	0.0094	0.0097	0.0003	3.0%	0.0000
Volume	1,127	1,756	629	55.8%	4,349

Daily Pivots for day following 29-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5708	1.5654	1.5475
R3	1.5621	1.5567	1.5451
R2	1.5534	1.5534	1.5443
R1	1.5480	1.5480	1.5435	1.5507
PP	1.5447	1.5447	1.5447	1.5460
S1	1.5393	1.5393	1.5419	1.5420
S2	1.5360	1.5360	1.5411
S3	1.5273	1.5306	1.5403
S4	1.5186	1.5219	1.5379

Weekly Pivots for week ending 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6462	1.6369	1.5856
R3	1.6172	1.6079	1.5776
R2	1.5882	1.5882	1.5749
R1	1.5789	1.5789	1.5723	1.5836
PP	1.5592	1.5592	1.5592	1.5615
S1	1.5499	1.5499	1.5669	1.5546
S2	1.5302	1.5302	1.5643
S3	1.5012	1.5209	1.5616
S4	1.4722	1.4919	1.5537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5685	1.5413	0.0272	1.8%	0.0040	0.3%	5%	False	True	1,044
10	1.5685	1.5330	0.0355	2.3%	0.0047	0.3%	27%	False	False	977
20	1.5685	1.5235	0.0450	2.9%	0.0044	0.3%	43%	False	False	833
40	1.5895	1.5235	0.0660	4.3%	0.0047	0.3%	29%	False	False	611

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	0.0003
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5870
2.618	1.5728
1.618	1.5641
1.000	1.5587
0.618	1.5554
HIGH	1.5500
0.618	1.5467
0.500	1.5457
0.382	1.5446
LOW	1.5413
0.618	1.5359
1.000	1.5326
1.618	1.5272
2.618	1.5185
4.250	1.5043

Fisher Pivots for day following 29-May-2008
Pivot	1 day	3 day
R1	1.5457	1.5515
PP	1.5447	1.5486
S1	1.5437	1.5456

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

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