CME Euro FX Future June 2007

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Trading Metrics calculated at close of trading on 28-Mar-2006
Day Change Summary Previous Current 27-Mar-2006 28-Mar-2006 Change Change % Previous Week Open 1.2302 1.2298 -0.0004 0.0% 1.2465 High 1.2302 1.2298 -0.0004 0.0% 1.2465 Low 1.2302 1.2298 -0.0004 0.0% 1.2261 Close 1.2302 1.2298 -0.0004 0.0% 1.2325 Range ATR 0.0045 0.0042 -0.0003 -6.5% 0.0000 Volume 0 17 17 1
Daily Pivots for day following 28-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2298 1.2298 1.2298 R3 1.2298 1.2298 1.2298 R2 1.2298 1.2298 1.2298 R1 1.2298 1.2298 1.2298 1.2298 PP 1.2298 1.2298 1.2298 1.2298 S1 1.2298 1.2298 1.2298 1.2298 S2 1.2298 1.2298 1.2298 S3 1.2298 1.2298 1.2298 S4 1.2298 1.2298 1.2298	Weekly Pivots for week ending 24-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2962 1.2848 1.2437 R3 1.2758 1.2644 1.2381 R2 1.2554 1.2554 1.2362 R1 1.2440 1.2440 1.2344 1.2395 PP 1.2350 1.2350 1.2350 1.2328 S1 1.2236 1.2236 1.2306 1.2191 S2 1.2146 1.2146 1.2288 S3 1.1942 1.2032 1.2269 S4 1.1738 1.1828 1.2213
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2377 1.2261 0.0116 0.9% 0.0000 0.0% 32% False False 3 10 1.2496 1.2261 0.0235 1.9% 0.0000 0.0% 16% False False 1 20 1.2496 1.2201 0.0295 2.4% 0.0000 0.0% 33% False False 40 1.2496 1.2174 0.0322 2.6% 0.0000 0.0% 39% False False
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.2298 2.618 1.2298 1.618 1.2298 1.000 1.2298 0.618 1.2298 HIGH 1.2298 0.618 1.2298 0.500 1.2298 0.382 1.2298 LOW 1.2298 0.618 1.2298 1.000 1.2298 1.618 1.2298 2.618 1.2298 4.250 1.2298
Fisher Pivots for day following 28-Mar-2006 Pivot 1 day 3 day R1 1.2298 1.2312 PP 1.2298 1.2307 S1 1.2298 1.2303

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