CME Euro FX Future March 2008

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Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary Previous Current 13-Sep-2007 14-Sep-2007 Change Change % Previous Week Open 1.3936 1.3924 -0.0012 -0.1% 1.3854 High 1.3940 1.3924 -0.0016 -0.1% 1.3950 Low 1.3940 1.3924 -0.0016 -0.1% 1.3841 Close 1.3936 1.3924 -0.0012 -0.1% 1.3924 Range ATR 0.0041 0.0039 -0.0002 -5.1% 0.0000 Volume 20 383 363 1,815.0% 710
Daily Pivots for day following 14-Sep-2007 Classic Woodie Camarilla DeMark R4 1.3924 1.3924 1.3924 R3 1.3924 1.3924 1.3924 R2 1.3924 1.3924 1.3924 R1 1.3924 1.3924 1.3924 1.3924 PP 1.3924 1.3924 1.3924 1.3924 S1 1.3924 1.3924 1.3924 1.3924 S2 1.3924 1.3924 1.3924 S3 1.3924 1.3924 1.3924 S4 1.3924 1.3924 1.3924	Weekly Pivots for week ending 14-Sep-2007 Classic Woodie Camarilla DeMark R4 1.4232 1.4187 1.3984 R3 1.4123 1.4078 1.3954 R2 1.4014 1.4014 1.3944 R1 1.3969 1.3969 1.3934 1.3992 PP 1.3905 1.3905 1.3905 1.3916 S1 1.3860 1.3860 1.3914 1.3883 S2 1.3796 1.3796 1.3904 S3 1.3687 1.3751 1.3894 S4 1.3578 1.3642 1.3864
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3950 1.3841 0.0109 0.8% 0.0003 0.0% 76% False False 142 10 1.3950 1.3673 0.0277 2.0% 0.0003 0.0% 91% False False 78 20 1.3950 1.3520 0.0430 3.1% 0.0003 0.0% 94% False False 45 40 1.3950 1.3464 0.0486 3.5% 0.0001 0.0% 95% False False 25 60 1.3950 1.3464 0.0486 3.5% 0.0001 0.0% 95% False False 17
Crabel Price Patterns NR False 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 -0.0002	Fibonacci Retracements and Extensions 4.250 1.3924 2.618 1.3924 1.618 1.3924 1.000 1.3924 0.618 1.3924 HIGH 1.3924 0.618 1.3924 0.500 1.3924 0.382 1.3924 LOW 1.3924 0.618 1.3924 1.000 1.3924 1.618 1.3924 2.618 1.3924 4.250 1.3924
Fisher Pivots for day following 14-Sep-2007 Pivot 1 day 3 day R1 1.3924 1.3937 PP 1.3924 1.3933 S1 1.3924 1.3928

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