CME Euro FX Future June 2007

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Trading Metrics calculated at close of trading on 05-May-2006
Day Change Summary Previous Current 04-May-2006 05-May-2006 Change Change % Previous Week Open 1.2996 1.3017 0.0021 0.2% 1.2894 High 1.2996 1.3017 0.0021 0.2% 1.3017 Low 1.2996 1.3017 0.0021 0.2% 1.2894 Close 1.2996 1.3017 0.0021 0.2% 1.3017 Range ATR 0.0047 0.0045 -0.0002 -4.0% 0.0000 Volume 5 6 1 20.0% 12
Daily Pivots for day following 05-May-2006 Classic Woodie Camarilla DeMark R4 1.3017 1.3017 1.3017 R3 1.3017 1.3017 1.3017 R2 1.3017 1.3017 1.3017 R1 1.3017 1.3017 1.3017 1.3017 PP 1.3017 1.3017 1.3017 1.3017 S1 1.3017 1.3017 1.3017 1.3017 S2 1.3017 1.3017 1.3017 S3 1.3017 1.3017 1.3017 S4 1.3017 1.3017 1.3017	Weekly Pivots for week ending 05-May-2006 Classic Woodie Camarilla DeMark R4 1.3345 1.3304 1.3085 R3 1.3222 1.3181 1.3051 R2 1.3099 1.3099 1.3040 R1 1.3058 1.3058 1.3028 1.3079 PP 1.2976 1.2976 1.2976 1.2986 S1 1.2935 1.2935 1.3006 1.2956 S2 1.2853 1.2853 1.2994 S3 1.2730 1.2812 1.2983 S4 1.2607 1.2689 1.2949
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3017 1.2894 0.0123 0.9% 0.0000 0.0% 100% True False 2 10 1.3017 1.2693 0.0324 2.5% 0.0000 0.0% 100% True False 2 20 1.3017 1.2393 0.0624 4.8% 0.0000 0.0% 100% True False 1 40 1.3017 1.2226 0.0791 6.1% 0.0000 0.0% 100% True False 1 60 1.3017 1.2174 0.0843 6.5% 0.0000 0.0% 100% True 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 1.3017 2.618 1.3017 1.618 1.3017 1.000 1.3017 0.618 1.3017 HIGH 1.3017 0.618 1.3017 0.500 1.3017 0.382 1.3017 LOW 1.3017 0.618 1.3017 1.000 1.3017 1.618 1.3017 2.618 1.3017 4.250 1.3017
Fisher Pivots for day following 05-May-2006 Pivot 1 day 3 day R1 1.3017 1.2999 PP 1.3017 1.2982 S1 1.3017 1.2964

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