CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	1.3557	1.3521	-0.0036	-0.3%	1.3523
High	1.3560	1.3536	-0.0024	-0.2%	1.3530
Low	1.3516	1.3492	-0.0024	-0.2%	1.3400
Close	1.3529	1.3512	-0.0017	-0.1%	1.3452
Range	0.0044	0.0044	0.0000	0.0%	0.0130
ATR	0.0056	0.0055	-0.0001	-1.5%	0.0000
Volume	163,566	188,052	24,486	15.0%	655,790

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3645	1.3623	1.3536
R3	1.3601	1.3579	1.3524
R2	1.3557	1.3557	1.3520
R1	1.3535	1.3535	1.3516	1.3524
PP	1.3513	1.3513	1.3513	1.3508
S1	1.3491	1.3491	1.3508	1.3480
S2	1.3469	1.3469	1.3504
S3	1.3425	1.3447	1.3500
S4	1.3381	1.3403	1.3488

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3851	1.3781	1.3524
R3	1.3721	1.3651	1.3488
R2	1.3591	1.3591	1.3476
R1	1.3521	1.3521	1.3464	1.3491
PP	1.3461	1.3461	1.3461	1.3446
S1	1.3391	1.3391	1.3440	1.3361
S2	1.3331	1.3331	1.3428
S3	1.3201	1.3261	1.3416
S4	1.3071	1.3131	1.3381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3560	1.3400	0.0160	1.2%	0.0043	0.3%	70%	False	False	184,912
10	1.3560	1.3400	0.0160	1.2%	0.0045	0.3%	70%	False	False	167,941
20	1.3627	1.3400	0.0227	1.7%	0.0047	0.3%	49%	False	False	158,184
40	1.3708	1.3400	0.0308	2.3%	0.0048	0.4%	36%	False	False	156,377
60	1.3708	1.3228	0.0480	3.6%	0.0049	0.4%	59%	False	False	154,875
80	1.3708	1.3081	0.0627	4.6%	0.0046	0.3%	69%	False	False	117,892
100	1.3708	1.2970	0.0738	5.5%	0.0042	0.3%	73%	False	False	94,382
120	1.3708	1.2970	0.0738	5.5%	0.0039	0.3%	73%	False	False	78,700

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	0.0010

Fibonacci Retracements and Extensions
4.250	1.3723
2.618	1.3651
1.618	1.3607
1.000	1.3580
0.618	1.3563
HIGH	1.3536
0.618	1.3519
0.500	1.3514
0.382	1.3509
LOW	1.3492
0.618	1.3465
1.000	1.3448
1.618	1.3421
2.618	1.3377
4.250	1.3305

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	1.3514	1.3524
PP	1.3513	1.3520
S1	1.3513	1.3516

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

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