CME Euro FX Future June 2008

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Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary Previous Current 27-Dec-2007 28-Dec-2007 Change Change % Previous Week Open 1.4579 1.4722 0.0143 1.0% 1.4411 High 1.4647 1.4720 0.0073 0.5% 1.4720 Low 1.4579 1.4720 0.0141 1.0% 1.4411 Close 1.4637 1.4722 0.0085 0.6% 1.4722 Range 0.0068 0.0000 -0.0068 -100.0% 0.0309 ATR 0.0069 0.0070 0.0001 1.4% 0.0000 Volume 34 66 32 94.1% 179
Daily Pivots for day following 28-Dec-2007 Classic Woodie Camarilla DeMark R4 1.4721 1.4721 1.4722 R3 1.4721 1.4721 1.4722 R2 1.4721 1.4721 1.4722 R1 1.4721 1.4721 1.4722 1.4722 PP 1.4721 1.4721 1.4721 1.4721 S1 1.4721 1.4721 1.4722 1.4722 S2 1.4721 1.4721 1.4722 S3 1.4721 1.4721 1.4722 S4 1.4721 1.4721 1.4722	Weekly Pivots for week ending 28-Dec-2007 Classic Woodie Camarilla DeMark R4 1.5545 1.5442 1.4892 R3 1.5236 1.5133 1.4807 R2 1.4927 1.4927 1.4779 R1 1.4824 1.4824 1.4750 1.4876 PP 1.4618 1.4618 1.4618 1.4643 S1 1.4515 1.4515 1.4694 1.4567 S2 1.4309 1.4309 1.4665 S3 1.4000 1.4206 1.4637 S4 1.3691 1.3897 1.4552
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4720 1.4357 0.0363 2.5% 0.0022 0.1% 101% True False 74 10 1.4720 1.4335 0.0385 2.6% 0.0023 0.2% 101% True False 101
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 0.0005 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.4720 2.618 1.4720 1.618 1.4720 1.000 1.4720 0.618 1.4720 HIGH 1.4720 0.618 1.4720 0.500 1.4720 0.382 1.4720 LOW 1.4720 0.618 1.4720 1.000 1.4720 1.618 1.4720 2.618 1.4720 4.250 1.4720
Fisher Pivots for day following 28-Dec-2007 Pivot 1 day 3 day R1 1.4721 1.4684 PP 1.4721 1.4646 S1 1.4720 1.4608

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