CME Euro FX Future December 2008

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Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary Previous Current 25-Jun-2008 26-Jun-2008 Change Change % Previous Week Open 1.5534 1.5625 0.0091 0.6% 1.5356 High 1.5535 1.5625 0.0090 0.6% 1.5494 Low 1.5440 1.5625 0.0185 1.2% 1.5340 Close 1.5533 1.5625 0.0092 0.6% 1.5488 Range 0.0095 0.0000 -0.0095 -100.0% 0.0154 ATR 0.0091 0.0091 0.0000 0.1% 0.0000 Volume 127 397 270 212.6% 595
Daily Pivots for day following 26-Jun-2008 Classic Woodie Camarilla DeMark R4 1.5625 1.5625 1.5625 R3 1.5625 1.5625 1.5625 R2 1.5625 1.5625 1.5625 R1 1.5625 1.5625 1.5625 1.5625 PP 1.5625 1.5625 1.5625 1.5625 S1 1.5625 1.5625 1.5625 1.5625 S2 1.5625 1.5625 1.5625 S3 1.5625 1.5625 1.5625 S4 1.5625 1.5625 1.5625	Weekly Pivots for week ending 20-Jun-2008 Classic Woodie Camarilla DeMark R4 1.5903 1.5849 1.5573 R3 1.5749 1.5695 1.5530 R2 1.5595 1.5595 1.5516 R1 1.5541 1.5541 1.5502 1.5568 PP 1.5441 1.5441 1.5441 1.5454 S1 1.5387 1.5387 1.5474 1.5414 S2 1.5287 1.5287 1.5460 S3 1.5133 1.5233 1.5446 S4 1.4979 1.5079 1.5403
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5625 1.5345 0.0280 1.8% 0.0039 0.2% 100% True False 213 10 1.5625 1.5200 0.0425 2.7% 0.0026 0.2% 100% True False 161 20 1.5625 1.5200 0.0425 2.7% 0.0013 0.1% 100% True False 140
Crabel Price Patterns NR True NR4 True NR5 True 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 -0.0003 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.5625 2.618 1.5625 1.618 1.5625 1.000 1.5625 0.618 1.5625 HIGH 1.5625 0.618 1.5625 0.500 1.5625 0.382 1.5625 LOW 1.5625 0.618 1.5625 1.000 1.5625 1.618 1.5625 2.618 1.5625 4.250 1.5625
Fisher Pivots for day following 26-Jun-2008 Pivot 1 day 3 day R1 1.5625 1.5594 PP 1.5625 1.5563 S1 1.5625 1.5533

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