CME Euro FX Future June 2008

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Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary Previous Current 08-Jan-2008 09-Jan-2008 Change Change % Previous Week Open 1.4695 1.4633 -0.0062 -0.4% 1.4586 High 1.4696 1.4633 -0.0063 -0.4% 1.4775 Low 1.4695 1.4633 -0.0062 -0.4% 1.4585 Close 1.4693 1.4640 -0.0053 -0.4% 1.4763 Range 0.0001 0.0000 -0.0001 -100.0% 0.0190 ATR 0.0071 0.0070 -0.0001 -1.1% 0.0000 Volume 119 190 71 59.7% 2,385
Daily Pivots for day following 09-Jan-2008 Classic Woodie Camarilla DeMark R4 1.4635 1.4638 1.4640 R3 1.4635 1.4638 1.4640 R2 1.4635 1.4635 1.4640 R1 1.4638 1.4638 1.4640 1.4637 PP 1.4635 1.4635 1.4635 1.4635 S1 1.4638 1.4638 1.4640 1.4637 S2 1.4635 1.4635 1.4640 S3 1.4635 1.4638 1.4640 S4 1.4635 1.4638 1.4640	Weekly Pivots for week ending 04-Jan-2008 Classic Woodie Camarilla DeMark R4 1.5278 1.5210 1.4868 R3 1.5088 1.5020 1.4815 R2 1.4898 1.4898 1.4798 R1 1.4830 1.4830 1.4780 1.4864 PP 1.4708 1.4708 1.4708 1.4725 S1 1.4640 1.4640 1.4746 1.4674 S2 1.4518 1.4518 1.4728 S3 1.4328 1.4450 1.4711 S4 1.4138 1.4260 1.4659
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4775 1.4633 0.0142 1.0% 0.0009 0.1% 5% False True 179 10 1.4775 1.4495 0.0280 1.9% 0.0016 0.1% 52% False False 316 20 1.4775 1.4335 0.0440 3.0% 0.0019 0.1% 69% False False 212
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.4633 2.618 1.4633 1.618 1.4633 1.000 1.4633 0.618 1.4633 HIGH 1.4633 0.618 1.4633 0.500 1.4633 0.382 1.4633 LOW 1.4633 0.618 1.4633 1.000 1.4633 1.618 1.4633 2.618 1.4633 4.250 1.4633
Fisher Pivots for day following 09-Jan-2008 Pivot 1 day 3 day R1 1.4638 1.4665 PP 1.4635 1.4656 S1 1.4633 1.4648

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