CME Euro FX Future December 2008

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Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary Previous Current 01-Jul-2008 02-Jul-2008 Change Change % Previous Week Open 1.5657 1.5755 0.0098 0.6% 1.5387 High 1.5675 1.5755 0.0080 0.5% 1.5650 Low 1.5625 1.5755 0.0130 0.8% 1.5345 Close 1.5657 1.5755 0.0098 0.6% 1.5639 Range 0.0050 0.0000 -0.0050 -100.0% 0.0305 ATR 0.0081 0.0082 0.0001 1.5% 0.0000 Volume 448 403 -45 -10.0% 1,669
Daily Pivots for day following 02-Jul-2008 Classic Woodie Camarilla DeMark R4 1.5755 1.5755 1.5755 R3 1.5755 1.5755 1.5755 R2 1.5755 1.5755 1.5755 R1 1.5755 1.5755 1.5755 1.5755 PP 1.5755 1.5755 1.5755 1.5755 S1 1.5755 1.5755 1.5755 1.5755 S2 1.5755 1.5755 1.5755 S3 1.5755 1.5755 1.5755 S4 1.5755 1.5755 1.5755	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 1.5755 1.5610 0.0145 0.9% 0.0018 0.1% 100% True False 507 10 1.5755 1.5345 0.0410 2.6% 0.0031 0.2% 100% True False 331 20 1.5755 1.5200 0.0555 3.5% 0.0018 0.1% 100% True False 238
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 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5755 2.618 1.5755 1.618 1.5755 1.000 1.5755 0.618 1.5755 HIGH 1.5755 0.618 1.5755 0.500 1.5755 0.382 1.5755 LOW 1.5755 0.618 1.5755 1.000 1.5755 1.618 1.5755 2.618 1.5755 4.250 1.5755
Fisher Pivots for day following 02-Jul-2008 Pivot 1 day 3 day R1 1.5755 1.5732 PP 1.5755 1.5709 S1 1.5755 1.5686

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