CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary Previous Current 30-Aug-2007 31-Aug-2007 Change Change % Previous Week Open 1.3694 1.3701 0.0007 0.1% 1.3704 High 1.3700 1.3701 0.0001 0.0% 1.3713 Low 1.3671 1.3701 0.0030 0.2% 1.3671 Close 1.3694 1.3701 0.0007 0.1% 1.3701 Range 0.0029 0.0000 -0.0029 -100.0% 0.0042 ATR 0.0044 0.0041 -0.0003 -6.0% 0.0000 Volume 4 4 0 0.0% 33
Daily Pivots for day following 31-Aug-2007 Classic Woodie Camarilla DeMark R4 1.3701 1.3701 1.3701 R3 1.3701 1.3701 1.3701 R2 1.3701 1.3701 1.3701 R1 1.3701 1.3701 1.3701 1.3701 PP 1.3701 1.3701 1.3701 1.3701 S1 1.3701 1.3701 1.3701 1.3701 S2 1.3701 1.3701 1.3701 S3 1.3701 1.3701 1.3701 S4 1.3701 1.3701 1.3701	Weekly Pivots for week ending 31-Aug-2007 Classic Woodie Camarilla DeMark R4 1.3821 1.3803 1.3724 R3 1.3779 1.3761 1.3713 R2 1.3737 1.3737 1.3709 R1 1.3719 1.3719 1.3705 1.3707 PP 1.3695 1.3695 1.3695 1.3689 S1 1.3677 1.3677 1.3697 1.3665 S2 1.3653 1.3653 1.3693 S3 1.3611 1.3635 1.3689 S4 1.3569 1.3593 1.3678
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3713 1.3671 0.0042 0.3% 0.0006 0.0% 71% False False 6 10 1.3725 1.3520 0.0205 1.5% 0.0003 0.0% 88% False False 11 20 1.3865 1.3464 0.0401 2.9% 0.0002 0.0% 59% False False 8 40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 53% False False 6
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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3701 2.618 1.3701 1.618 1.3701 1.000 1.3701 0.618 1.3701 HIGH 1.3701 0.618 1.3701 0.500 1.3701 0.382 1.3701 LOW 1.3701 0.618 1.3701 1.000 1.3701 1.618 1.3701 2.618 1.3701 4.250 1.3701
Fisher Pivots for day following 31-Aug-2007 Pivot 1 day 3 day R1 1.3701 1.3698 PP 1.3701 1.3695 S1 1.3701 1.3692

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