CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 30-May-2008

Day Change Summary
	Previous	Current
	29-May-2008	30-May-2008	Change	Change %	Previous Week
Open	1.5413	1.5472	0.0059	0.4%	1.5611
High	1.5500	1.5480	-0.0020	-0.1%	1.5617
Low	1.5413	1.5472	0.0059	0.4%	1.5413
Close	1.5427	1.5475	0.0048	0.3%	1.5475
Range	0.0087	0.0008	-0.0079	-90.8%	0.0204
ATR	0.0097	0.0094	-0.0003	-3.3%	0.0000
Volume	1,756	2,602	846	48.2%	6,223

Daily Pivots for day following 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5500	1.5495	1.5479
R3	1.5492	1.5487	1.5477
R2	1.5484	1.5484	1.5476
R1	1.5479	1.5479	1.5476	1.5482
PP	1.5476	1.5476	1.5476	1.5477
S1	1.5471	1.5471	1.5474	1.5474
S2	1.5468	1.5468	1.5474
S3	1.5460	1.5463	1.5473
S4	1.5452	1.5455	1.5471

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6114	1.5998	1.5587
R3	1.5910	1.5794	1.5531
R2	1.5706	1.5706	1.5512
R1	1.5590	1.5590	1.5494	1.5546
PP	1.5502	1.5502	1.5502	1.5480
S1	1.5386	1.5386	1.5456	1.5342
S2	1.5298	1.5298	1.5438
S3	1.5094	1.5182	1.5419
S4	1.4890	1.4978	1.5363

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%	0.0031	0.2%	23%	False	False	1,384
10	1.5685	1.5365	0.0320	2.1%	0.0040	0.3%	34%	False	False	1,169
20	1.5685	1.5235	0.0450	2.9%	0.0044	0.3%	53%	False	False	926
40	1.5895	1.5235	0.0660	4.3%	0.0044	0.3%	36%	False	False	671

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	0.0000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5514
2.618	1.5501
1.618	1.5493
1.000	1.5488
0.618	1.5485
HIGH	1.5480
0.618	1.5477
0.500	1.5476
0.382	1.5475
LOW	1.5472
0.618	1.5467
1.000	1.5464
1.618	1.5459
2.618	1.5451
4.250	1.5438

Fisher Pivots for day following 30-May-2008
Pivot	1 day	3 day
R1	1.5476	1.5494
PP	1.5476	1.5488
S1	1.5475	1.5481

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

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