CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 21-Nov-2006

Day Change Summary
	Previous	Current
	20-Nov-2006	21-Nov-2006	Change	Change %	Previous Week
Open	1.2965	1.2994	0.0029	0.2%	1.2966
High	1.2965	1.2994	0.0029	0.2%	1.2978
Low	1.2965	1.2994	0.0029	0.2%	1.2949
Close	1.2965	1.2994	0.0029	0.2%	1.2967
Range
ATR	0.0024	0.0024	0.0000	1.6%	0.0000
Volume

Daily Pivots for day following 21-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2994	1.2994	1.2994
R3	1.2994	1.2994	1.2994
R2	1.2994	1.2994	1.2994
R1	1.2994	1.2994	1.2994	1.2994
PP	1.2994	1.2994	1.2994	1.2994
S1	1.2994	1.2994	1.2994	1.2994
S2	1.2994	1.2994	1.2994
S3	1.2994	1.2994	1.2994
S4	1.2994	1.2994	1.2994

Weekly Pivots for week ending 17-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3052	1.3038	1.2983
R3	1.3023	1.3009	1.2975
R2	1.2994	1.2994	1.2972
R1	1.2980	1.2980	1.2970	1.2987
PP	1.2965	1.2965	1.2965	1.2968
S1	1.2951	1.2951	1.2964	1.2958
S2	1.2936	1.2936	1.2962
S3	1.2907	1.2922	1.2959
S4	1.2878	1.2893	1.2951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2994	1.2949	0.0045	0.3%	0.0000	0.0%	100%	True	False
10	1.3002	1.2933	0.0069	0.5%	0.0000	0.0%	88%	False	False

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	1.2994
2.618	1.2994
1.618	1.2994
1.000	1.2994
0.618	1.2994
HIGH	1.2994
0.618	1.2994
0.500	1.2994
0.382	1.2994
LOW	1.2994
0.618	1.2994
1.000	1.2994
1.618	1.2994
2.618	1.2994
4.250	1.2994

Fisher Pivots for day following 21-Nov-2006
Pivot	1 day	3 day
R1	1.2994	1.2989
PP	1.2994	1.2984
S1	1.2994	1.2980

Download as Excel Spreadsheet

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

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