CME Euro FX Future September 2008

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Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary Previous Current 30-Apr-2008 01-May-2008 Change Change % Previous Week Open 1.5536 1.5359 -0.0177 -1.1% 1.5776 High 1.5535 1.5355 -0.0180 -1.2% 1.5895 Low 1.5455 1.5355 -0.0100 -0.6% 1.5498 Close 1.5536 1.5359 -0.0177 -1.1% 1.5492 Range 0.0080 0.0000 -0.0080 -100.0% 0.0397 ATR 0.0106 0.0111 0.0005 5.1% 0.0000 Volume 806 746 -60 -7.4% 2,836
Daily Pivots for day following 01-May-2008 Classic Woodie Camarilla DeMark R4 1.5356 1.5358 1.5359 R3 1.5356 1.5358 1.5359 R2 1.5356 1.5356 1.5359 R1 1.5358 1.5358 1.5359 1.5359 PP 1.5356 1.5356 1.5356 1.5357 S1 1.5358 1.5358 1.5359 1.5359 S2 1.5356 1.5356 1.5359 S3 1.5356 1.5358 1.5359 S4 1.5356 1.5358 1.5359	Weekly Pivots for week ending 25-Apr-2008 Classic Woodie Camarilla DeMark R4 1.6819 1.6553 1.5710 R3 1.6422 1.6156 1.5601 R2 1.6025 1.6025 1.5565 R1 1.5759 1.5759 1.5528 1.5694 PP 1.5628 1.5628 1.5628 1.5596 S1 1.5362 1.5362 1.5456 1.5297 S2 1.5231 1.5231 1.5419 S3 1.4834 1.4965 1.5383 S4 1.4437 1.4568 1.5274
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5550 1.5355 0.0195 1.3% 0.0026 0.2% 2% False True 732 10 1.5895 1.5355 0.0540 3.5% 0.0049 0.3% 1% False True 657 20 1.5895 1.5355 0.0540 3.5% 0.0043 0.3% 1% False True 416
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 1.5355 2.618 1.5355 1.618 1.5355 1.000 1.5355 0.618 1.5355 HIGH 1.5355 0.618 1.5355 0.500 1.5355 0.382 1.5355 LOW 1.5355 0.618 1.5355 1.000 1.5355 1.618 1.5355 2.618 1.5355 4.250 1.5355
Fisher Pivots for day following 01-May-2008 Pivot 1 day 3 day R1 1.5358 1.5445 PP 1.5356 1.5416 S1 1.5355 1.5388

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