CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary Previous Current 12-Jan-2007 16-Jan-2007 Change Change % Previous Week Open 1.3044 1.3043 -0.0001 0.0% 1.3143 High 1.3044 1.3043 -0.0001 0.0% 1.3143 Low 1.3044 1.3043 -0.0001 0.0% 1.3012 Close 1.3044 1.3043 -0.0001 0.0% 1.3044 Range ATR 0.0047 0.0044 -0.0003 -7.0% 0.0000 Volume 181 32 -149 -82.3% 214
Daily Pivots for day following 16-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3043 1.3043 1.3043 R3 1.3043 1.3043 1.3043 R2 1.3043 1.3043 1.3043 R1 1.3043 1.3043 1.3043 1.3043 PP 1.3043 1.3043 1.3043 1.3043 S1 1.3043 1.3043 1.3043 1.3043 S2 1.3043 1.3043 1.3043 S3 1.3043 1.3043 1.3043 S4 1.3043 1.3043 1.3043	Weekly Pivots for week ending 12-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3459 1.3383 1.3116 R3 1.3328 1.3252 1.3080 R2 1.3197 1.3197 1.3068 R1 1.3121 1.3121 1.3056 1.3094 PP 1.3066 1.3066 1.3066 1.3053 S1 1.2990 1.2990 1.3032 1.2963 S2 1.2935 1.2935 1.3020 S3 1.2804 1.2859 1.3008 S4 1.2673 1.2728 1.2972
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3130 1.3012 0.0118 0.9% 0.0000 0.0% 26% False False 46 10 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 25 20 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 19 40 1.3472 1.2949 0.0523 4.0% 0.0000 0.0% 18% False False 13
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0001	Fibonacci Retracements and Extensions 4.250 1.3043 2.618 1.3043 1.618 1.3043 1.000 1.3043 0.618 1.3043 HIGH 1.3043 0.618 1.3043 0.500 1.3043 0.382 1.3043 LOW 1.3043 0.618 1.3043 1.000 1.3043 1.618 1.3043 2.618 1.3043 4.250 1.3043
Fisher Pivots for day following 16-Jan-2007 Pivot 1 day 3 day R1 1.3043 1.3038 PP 1.3043 1.3033 S1 1.3043 1.3028

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