CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	1.4895	1.4710	-0.0185	-1.2%	1.4984
High	1.4926	1.4730	-0.0196	-1.3%	1.4988
Low	1.4755	1.4634	-0.0121	-0.8%	1.4634
Close	1.4788	1.4655	-0.0133	-0.9%	1.4655
Range	0.0171	0.0096	-0.0075	-43.9%	0.0354
ATR	0.0123	0.0125	0.0002	1.8%	0.0000
Volume	284,914	261,626	-23,288	-8.2%	1,471,066

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4961	1.4904	1.4708
R3	1.4865	1.4808	1.4681
R2	1.4769	1.4769	1.4673
R1	1.4712	1.4712	1.4664	1.4693
PP	1.4673	1.4673	1.4673	1.4663
S1	1.4616	1.4616	1.4646	1.4597
S2	1.4577	1.4577	1.4637
S3	1.4481	1.4520	1.4629
S4	1.4385	1.4424	1.4602

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5821	1.5592	1.4850
R3	1.5467	1.5238	1.4752
R2	1.5113	1.5113	1.4720
R1	1.4884	1.4884	1.4687	1.4822
PP	1.4759	1.4759	1.4759	1.4728
S1	1.4530	1.4530	1.4623	1.4468
S2	1.4405	1.4405	1.4590
S3	1.4051	1.4176	1.4558
S4	1.3697	1.3822	1.4460

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4988	1.4634	0.0354	2.4%	0.0113	0.8%	6%	False	True	294,213
10	1.5593	1.4634	0.0959	6.5%	0.0102	0.7%	2%	False	True	251,804
20	1.5867	1.4634	0.1233	8.4%	0.0097	0.7%	2%	False	True	226,233
40	1.5955	1.4634	0.1321	9.0%	0.0090	0.6%	2%	False	True	218,334
60	1.5955	1.4634	0.1321	9.0%	0.0085	0.6%	2%	False	True	166,682
80	1.5955	1.4634	0.1321	9.0%	0.0075	0.5%	2%	False	True	125,195
100	1.5955	1.4634	0.1321	9.0%	0.0071	0.5%	2%	False	True	100,219

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5138
2.618	1.4981
1.618	1.4885
1.000	1.4826
0.618	1.4789
HIGH	1.4730
0.618	1.4693
0.500	1.4682
0.382	1.4671
LOW	1.4634
0.618	1.4575
1.000	1.4538
1.618	1.4479
2.618	1.4383
4.250	1.4226

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	1.4682	1.4780
PP	1.4673	1.4738
S1	1.4664	1.4697

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

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