CME Euro FX Future June 2007

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Trading Metrics calculated at close of trading on 15-May-2006
Day Change Summary Previous Current 12-May-2006 15-May-2006 Change Change % Previous Week Open 1.3184 1.3085 -0.0099 -0.8% 1.2985 High 1.3184 1.3085 -0.0099 -0.8% 1.3184 Low 1.3184 1.3085 -0.0099 -0.8% 1.2985 Close 1.3184 1.3085 -0.0099 -0.8% 1.3184 Range ATR 0.0045 0.0049 0.0004 8.5% 0.0000 Volume 4 0 -4 -100.0% 12
Daily Pivots for day following 15-May-2006 Classic Woodie Camarilla DeMark R4 1.3085 1.3085 1.3085 R3 1.3085 1.3085 1.3085 R2 1.3085 1.3085 1.3085 R1 1.3085 1.3085 1.3085 1.3085 PP 1.3085 1.3085 1.3085 1.3085 S1 1.3085 1.3085 1.3085 1.3085 S2 1.3085 1.3085 1.3085 S3 1.3085 1.3085 1.3085 S4 1.3085 1.3085 1.3085	Weekly Pivots for week ending 12-May-2006 Classic Woodie Camarilla DeMark R4 1.3715 1.3648 1.3293 R3 1.3516 1.3449 1.3239 R2 1.3317 1.3317 1.3220 R1 1.3250 1.3250 1.3202 1.3284 PP 1.3118 1.3118 1.3118 1.3134 S1 1.3051 1.3051 1.3166 1.3085 S2 1.2919 1.2919 1.3148 S3 1.2720 1.2852 1.3129 S4 1.2521 1.2653 1.3075
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3184 1.3034 0.0150 1.1% 0.0000 0.0% 34% False False 2 10 1.3184 1.2911 0.0273 2.1% 0.0000 0.0% 64% False False 2 20 1.3184 1.2605 0.0579 4.4% 0.0000 0.0% 83% False False 1 40 1.3184 1.2261 0.0923 7.1% 0.0000 0.0% 89% False False 1 60 1.3184 1.2174 0.1010 7.7% 0.0000 0.0% 90% False False 1
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 1.3085 2.618 1.3085 1.618 1.3085 1.000 1.3085 0.618 1.3085 HIGH 1.3085 0.618 1.3085 0.500 1.3085 0.382 1.3085 LOW 1.3085 0.618 1.3085 1.000 1.3085 1.618 1.3085 2.618 1.3085 4.250 1.3085
Fisher Pivots for day following 15-May-2006 Pivot 1 day 3 day R1 1.3085 1.3135 PP 1.3085 1.3118 S1 1.3085 1.3102

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