CME Euro FX Future June 2007

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Trading Metrics calculated at close of trading on 23-May-2006
Day Change Summary Previous Current 22-May-2006 23-May-2006 Change Change % Previous Week Open 1.3144 1.3147 0.0003 0.0% 1.3085 High 1.3144 1.3147 0.0003 0.0% 1.3136 Low 1.3144 1.3147 0.0003 0.0% 1.3029 Close 1.3144 1.3147 0.0003 0.0% 1.3054 Range ATR 0.0057 0.0053 -0.0004 -6.8% 0.0000 Volume
Daily Pivots for day following 23-May-2006 Classic Woodie Camarilla DeMark R4 1.3147 1.3147 1.3147 R3 1.3147 1.3147 1.3147 R2 1.3147 1.3147 1.3147 R1 1.3147 1.3147 1.3147 1.3147 PP 1.3147 1.3147 1.3147 1.3147 S1 1.3147 1.3147 1.3147 1.3147 S2 1.3147 1.3147 1.3147 S3 1.3147 1.3147 1.3147 S4 1.3147 1.3147 1.3147	Weekly Pivots for week ending 19-May-2006 Classic Woodie Camarilla DeMark R4 1.3394 1.3331 1.3113 R3 1.3287 1.3224 1.3083 R2 1.3180 1.3180 1.3074 R1 1.3117 1.3117 1.3064 1.3095 PP 1.3073 1.3073 1.3073 1.3062 S1 1.3010 1.3010 1.3044 1.2988 S2 1.2966 1.2966 1.3034 S3 1.2859 1.2903 1.3025 S4 1.2752 1.2796 1.2995
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3147 1.3029 0.0118 0.9% 0.0000 0.0% 100% True False 10 1.3184 1.3029 0.0155 1.2% 0.0000 0.0% 76% False False 1 20 1.3184 1.2744 0.0440 3.3% 0.0000 0.0% 92% False False 1 40 1.3184 1.2298 0.0886 6.7% 0.0000 0.0% 96% False False 1 60 1.3184 1.2201 0.0983 7.5% 0.0000 0.0% 96% 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 1.3147 2.618 1.3147 1.618 1.3147 1.000 1.3147 0.618 1.3147 HIGH 1.3147 0.618 1.3147 0.500 1.3147 0.382 1.3147 LOW 1.3147 0.618 1.3147 1.000 1.3147 1.618 1.3147 2.618 1.3147 4.250 1.3147
Fisher Pivots for day following 23-May-2006 Pivot 1 day 3 day R1 1.3147 1.3132 PP 1.3147 1.3116 S1 1.3147 1.3101

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