CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 02-Jun-2008

Day Change Summary
	Previous	Current
	30-May-2008	02-Jun-2008	Change	Change %	Previous Week
Open	1.5472	1.5450	-0.0022	-0.1%	1.5611
High	1.5480	1.5504	0.0024	0.2%	1.5617
Low	1.5472	1.5407	-0.0065	-0.4%	1.5413
Close	1.5475	1.5460	-0.0015	-0.1%	1.5475
Range	0.0008	0.0097	0.0089	1,112.5%	0.0204
ATR	0.0094	0.0094	0.0000	0.2%	0.0000
Volume	2,602	2,430	-172	-6.6%	6,223

Daily Pivots for day following 02-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5748	1.5701	1.5513
R3	1.5651	1.5604	1.5487
R2	1.5554	1.5554	1.5478
R1	1.5507	1.5507	1.5469	1.5531
PP	1.5457	1.5457	1.5457	1.5469
S1	1.5410	1.5410	1.5451	1.5434
S2	1.5360	1.5360	1.5442
S3	1.5263	1.5313	1.5433
S4	1.5166	1.5216	1.5407

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	1.5617	1.5407	0.0210	1.4%	0.0046	0.3%	25%	False	True	1,730
10	1.5685	1.5395	0.0290	1.9%	0.0037	0.2%	22%	False	False	1,300
20	1.5685	1.5235	0.0450	2.9%	0.0045	0.3%	50%	False	False	1,003
40	1.5895	1.5235	0.0660	4.3%	0.0045	0.3%	34%	False	False	729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.5916
2.618	1.5758
1.618	1.5661
1.000	1.5601
0.618	1.5564
HIGH	1.5504
0.618	1.5467
0.500	1.5456
0.382	1.5444
LOW	1.5407
0.618	1.5347
1.000	1.5310
1.618	1.5250
2.618	1.5153
4.250	1.4995

Fisher Pivots for day following 02-Jun-2008
Pivot	1 day	3 day
R1	1.5459	1.5459
PP	1.5457	1.5457
S1	1.5456	1.5456

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

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