CME Euro FX Future September 2008

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Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary Previous Current 02-May-2008 05-May-2008 Change Change % Previous Week Open 1.5312 1.5395 0.0083 0.5% 1.5543 High 1.5370 1.5395 0.0025 0.2% 1.5550 Low 1.5295 1.5395 0.0100 0.7% 1.5295 Close 1.5312 1.5395 0.0083 0.5% 1.5312 Range 0.0075 0.0000 -0.0075 -100.0% 0.0255 ATR 0.0109 0.0107 -0.0002 -1.7% 0.0000 Volume 890 415 -475 -53.4% 3,781
Daily Pivots for day following 05-May-2008 Classic Woodie Camarilla DeMark R4 1.5395 1.5395 1.5395 R3 1.5395 1.5395 1.5395 R2 1.5395 1.5395 1.5395 R1 1.5395 1.5395 1.5395 1.5395 PP 1.5395 1.5395 1.5395 1.5395 S1 1.5395 1.5395 1.5395 1.5395 S2 1.5395 1.5395 1.5395 S3 1.5395 1.5395 1.5395 S4 1.5395 1.5395 1.5395	Weekly Pivots for week ending 02-May-2008 Classic Woodie Camarilla DeMark R4 1.6151 1.5986 1.5452 R3 1.5896 1.5731 1.5382 R2 1.5641 1.5641 1.5359 R1 1.5476 1.5476 1.5335 1.5431 PP 1.5386 1.5386 1.5386 1.5363 S1 1.5221 1.5221 1.5289 1.5176 S2 1.5131 1.5131 1.5265 S3 1.4876 1.4966 1.5242 S4 1.4621 1.4711 1.5172
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5535 1.5295 0.0240 1.6% 0.0031 0.2% 42% False False 658 10 1.5895 1.5295 0.0600 3.9% 0.0044 0.3% 17% False False 631 20 1.5895 1.5295 0.0600 3.9% 0.0045 0.3% 17% False False 473
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 0.0006 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5395 2.618 1.5395 1.618 1.5395 1.000 1.5395 0.618 1.5395 HIGH 1.5395 0.618 1.5395 0.500 1.5395 0.382 1.5395 LOW 1.5395 0.618 1.5395 1.000 1.5395 1.618 1.5395 2.618 1.5395 4.250 1.5395
Fisher Pivots for day following 05-May-2008 Pivot 1 day 3 day R1 1.5395 1.5378 PP 1.5395 1.5362 S1 1.5395 1.5345

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