CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 24-Jan-2007

Day Change Summary
	Previous	Current
	23-Jan-2007	24-Jan-2007	Change	Change %	Previous Week
Open	1.3102	1.3034	-0.0068	-0.5%	1.3005
High	1.3117	1.3041	-0.0076	-0.6%	1.3045
Low	1.3092	1.3034	-0.0058	-0.4%	1.2999
Close	1.3101	1.3040	-0.0061	-0.5%	1.3045
Range	0.0025	0.0007	-0.0018	-72.0%	0.0046
ATR	0.0052	0.0053	0.0001	2.1%	0.0000
Volume	199	293	94	47.2%	1,206

Daily Pivots for day following 24-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3059	1.3057	1.3044
R3	1.3052	1.3050	1.3042
R2	1.3045	1.3045	1.3041
R1	1.3043	1.3043	1.3041	1.3044
PP	1.3038	1.3038	1.3038	1.3039
S1	1.3036	1.3036	1.3039	1.3037
S2	1.3031	1.3031	1.3039
S3	1.3024	1.3029	1.3038
S4	1.3017	1.3022	1.3036

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3168	1.3152	1.3070
R3	1.3122	1.3106	1.3058
R2	1.3076	1.3076	1.3053
R1	1.3060	1.3060	1.3049	1.3068
PP	1.3030	1.3030	1.3030	1.3034
S1	1.3014	1.3014	1.3041	1.3022
S2	1.2984	1.2984	1.3037
S3	1.2938	1.2968	1.3032
S4	1.2892	1.2922	1.3020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3117	1.2999	0.0118	0.9%	0.0019	0.1%	35%	False	False	240
10	1.3117	1.2972	0.0145	1.1%	0.0017	0.1%	47%	False	False	312
20	1.3378	1.2972	0.0406	3.1%	0.0020	0.2%	17%	False	False	280
40	1.3460	1.2972	0.0488	3.7%	0.0026	0.2%	14%	False	False	228
60	1.3460	1.2830	0.0630	4.8%	0.0018	0.1%	33%	False	False	153
80	1.3460	1.2642	0.0818	6.3%	0.0014	0.1%	49%	False	False	116
100	1.3460	1.2642	0.0818	6.3%	0.0012	0.1%	49%	False	False	94
120	1.3460	1.2642	0.0818	6.3%	0.0010	0.1%	49%	False	False	78

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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3071
2.618	1.3059
1.618	1.3052
1.000	1.3048
0.618	1.3045
HIGH	1.3041
0.618	1.3038
0.500	1.3038
0.382	1.3037
LOW	1.3034
0.618	1.3030
1.000	1.3027
1.618	1.3023
2.618	1.3016
4.250	1.3004

Fisher Pivots for day following 24-Jan-2007
Pivot	1 day	3 day
R1	1.3039	1.3074
PP	1.3038	1.3062
S1	1.3038	1.3051

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

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