CME Euro FX Future December 2008

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Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary Previous Current 27-Jun-2008 30-Jun-2008 Change Change % Previous Week Open 1.5639 1.5616 -0.0023 -0.1% 1.5387 High 1.5650 1.5616 -0.0034 -0.2% 1.5650 Low 1.5610 1.5616 0.0006 0.0% 1.5345 Close 1.5639 1.5616 -0.0023 -0.1% 1.5639 Range 0.0040 0.0000 -0.0040 -100.0% 0.0305 ATR 0.0088 0.0083 -0.0005 -5.3% 0.0000 Volume 736 553 -183 -24.9% 1,669
Daily Pivots for day following 30-Jun-2008 Classic Woodie Camarilla DeMark R4 1.5616 1.5616 1.5616 R3 1.5616 1.5616 1.5616 R2 1.5616 1.5616 1.5616 R1 1.5616 1.5616 1.5616 1.5616 PP 1.5616 1.5616 1.5616 1.5616 S1 1.5616 1.5616 1.5616 1.5616 S2 1.5616 1.5616 1.5616 S3 1.5616 1.5616 1.5616 S4 1.5616 1.5616 1.5616	Weekly Pivots for week ending 27-Jun-2008 Classic Woodie Camarilla DeMark R4 1.6460 1.6354 1.5807 R3 1.6155 1.6049 1.5723 R2 1.5850 1.5850 1.5695 R1 1.5744 1.5744 1.5667 1.5797 PP 1.5545 1.5545 1.5545 1.5571 S1 1.5439 1.5439 1.5611 1.5492 S2 1.5240 1.5240 1.5583 S3 1.4935 1.5134 1.5555 S4 1.4630 1.4829 1.5471
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5650 1.5440 0.0210 1.3% 0.0033 0.2% 84% False False 407 10 1.5650 1.5340 0.0310 2.0% 0.0030 0.2% 89% False False 279 20 1.5650 1.5200 0.0450 2.9% 0.0015 0.1% 92% False False 200
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5616 2.618 1.5616 1.618 1.5616 1.000 1.5616 0.618 1.5616 HIGH 1.5616 0.618 1.5616 0.500 1.5616 0.382 1.5616 LOW 1.5616 0.618 1.5616 1.000 1.5616 1.618 1.5616 2.618 1.5616 4.250 1.5616
Fisher Pivots for day following 30-Jun-2008 Pivot 1 day 3 day R1 1.5616 1.5630 PP 1.5616 1.5625 S1 1.5616 1.5621

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