CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 09-Jun-2008

Day Change Summary
	Previous	Current
	06-Jun-2008	09-Jun-2008	Change	Change %	Previous Week
Open	1.5591	1.5701	0.0110	0.7%	1.5450
High	1.5685	1.5701	0.0016	0.1%	1.5685
Low	1.5585	1.5548	-0.0037	-0.2%	1.5312
Close	1.5684	1.5572	-0.0112	-0.7%	1.5684
Range	0.0100	0.0153	0.0053	53.0%	0.0373
ATR	0.0110	0.0113	0.0003	2.8%	0.0000
Volume	13,983	22,243	8,260	59.1%	37,368

Daily Pivots for day following 09-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6066	1.5972	1.5656
R3	1.5913	1.5819	1.5614
R2	1.5760	1.5760	1.5600
R1	1.5666	1.5666	1.5586	1.5637
PP	1.5607	1.5607	1.5607	1.5592
S1	1.5513	1.5513	1.5558	1.5484
S2	1.5454	1.5454	1.5544
S3	1.5301	1.5360	1.5530
S4	1.5148	1.5207	1.5488

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6679	1.6555	1.5889
R3	1.6306	1.6182	1.5787
R2	1.5933	1.5933	1.5752
R1	1.5809	1.5809	1.5718	1.5871
PP	1.5560	1.5560	1.5560	1.5592
S1	1.5436	1.5436	1.5650	1.5498
S2	1.5187	1.5187	1.5616
S3	1.4814	1.5063	1.5581
S4	1.4441	1.4690	1.5479

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5701	1.5312	0.0389	2.5%	0.0139	0.9%	67%	True	False	11,436
10	1.5701	1.5312	0.0389	2.5%	0.0093	0.6%	67%	True	False	6,583
20	1.5701	1.5312	0.0389	2.5%	0.0073	0.5%	67%	True	False	3,709
40	1.5895	1.5235	0.0660	4.2%	0.0058	0.4%	51%	False	False	2,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6351
2.618	1.6102
1.618	1.5949
1.000	1.5854
0.618	1.5796
HIGH	1.5701
0.618	1.5643
0.500	1.5625
0.382	1.5606
LOW	1.5548
0.618	1.5453
1.000	1.5395
1.618	1.5300
2.618	1.5147
4.250	1.4898

Fisher Pivots for day following 09-Jun-2008
Pivot	1 day	3 day
R1	1.5625	1.5550
PP	1.5607	1.5528
S1	1.5590	1.5507

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

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