CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 12-Jan-2007

Day Change Summary
	Previous	Current
	11-Jan-2007	12-Jan-2007	Change	Change %	Previous Week
Open	1.2975	1.3006	0.0031	0.2%	1.3106
High	1.2990	1.3015	0.0025	0.2%	1.3118
Low	1.2972	1.3002	0.0030	0.2%	1.2972
Close	1.2973	1.3006	0.0033	0.3%	1.3006
Range	0.0018	0.0013	-0.0005	-27.8%	0.0146
ATR	0.0060	0.0059	-0.0001	-2.2%	0.0000
Volume	317	843	526	165.9%	1,924

Daily Pivots for day following 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3047	1.3039	1.3013
R3	1.3034	1.3026	1.3010
R2	1.3021	1.3021	1.3008
R1	1.3013	1.3013	1.3007	1.3013
PP	1.3008	1.3008	1.3008	1.3007
S1	1.3000	1.3000	1.3005	1.3000
S2	1.2995	1.2995	1.3004
S3	1.2982	1.2987	1.3002
S4	1.2969	1.2974	1.2999

Weekly Pivots for week ending 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3470	1.3384	1.3086
R3	1.3324	1.3238	1.3046
R2	1.3178	1.3178	1.3033
R1	1.3092	1.3092	1.3019	1.3062
PP	1.3032	1.3032	1.3032	1.3017
S1	1.2946	1.2946	1.2993	1.2916
S2	1.2886	1.2886	1.2979
S3	1.2740	1.2800	1.2966
S4	1.2594	1.2654	1.2926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3118	1.2972	0.0146	1.1%	0.0019	0.1%	23%	False	False	384
10	1.3378	1.2972	0.0406	3.1%	0.0023	0.2%	8%	False	False	320
20	1.3378	1.2972	0.0406	3.1%	0.0024	0.2%	8%	False	False	290
40	1.3460	1.2912	0.0548	4.2%	0.0022	0.2%	17%	False	False	182
60	1.3460	1.2671	0.0789	6.1%	0.0016	0.1%	42%	False	False	122
80	1.3460	1.2642	0.0818	6.3%	0.0013	0.1%	44%	False	False	94
100	1.3460	1.2642	0.0818	6.3%	0.0011	0.1%	44%	False	False	75
120	1.3460	1.2642	0.0818	6.3%	0.0009	0.1%	44%	False	False	63

Crabel Price Patterns
NR	True
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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3070
2.618	1.3049
1.618	1.3036
1.000	1.3028
0.618	1.3023
HIGH	1.3015
0.618	1.3010
0.500	1.3009
0.382	1.3007
LOW	1.3002
0.618	1.2994
1.000	1.2989
1.618	1.2981
2.618	1.2968
4.250	1.2947

Fisher Pivots for day following 12-Jan-2007
Pivot	1 day	3 day
R1	1.3009	1.3005
PP	1.3008	1.3003
S1	1.3007	1.3002

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These figures are updated between 7pm and 10pm EST after a trading day.

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