CME Euro FX Future June 2007

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Trading Metrics calculated at close of trading on 29-Mar-2006
Day Change Summary Previous Current 28-Mar-2006 29-Mar-2006 Change Change % Previous Week Open 1.2298 1.2314 0.0016 0.1% 1.2465 High 1.2298 1.2314 0.0016 0.1% 1.2465 Low 1.2298 1.2314 0.0016 0.1% 1.2261 Close 1.2298 1.2314 0.0016 0.1% 1.2325 Range ATR 0.0042 0.0041 -0.0002 -4.5% 0.0000 Volume 17 0 -17 -100.0% 1
Daily Pivots for day following 29-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2314 1.2314 1.2314 R3 1.2314 1.2314 1.2314 R2 1.2314 1.2314 1.2314 R1 1.2314 1.2314 1.2314 1.2314 PP 1.2314 1.2314 1.2314 1.2314 S1 1.2314 1.2314 1.2314 1.2314 S2 1.2314 1.2314 1.2314 S3 1.2314 1.2314 1.2314 S4 1.2314 1.2314 1.2314	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 1.2325 1.2261 0.0064 0.5% 0.0000 0.0% 83% False False 3 10 1.2496 1.2261 0.0235 1.9% 0.0000 0.0% 23% False False 1 20 1.2496 1.2201 0.0295 2.4% 0.0000 0.0% 38% False False 40 1.2496 1.2174 0.0322 2.6% 0.0000 0.0% 43% 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 1.2314 2.618 1.2314 1.618 1.2314 1.000 1.2314 0.618 1.2314 HIGH 1.2314 0.618 1.2314 0.500 1.2314 0.382 1.2314 LOW 1.2314 0.618 1.2314 1.000 1.2314 1.618 1.2314 2.618 1.2314 4.250 1.2314
Fisher Pivots for day following 29-Mar-2006 Pivot 1 day 3 day R1 1.2314 1.2311 PP 1.2314 1.2309 S1 1.2314 1.2306

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