CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 05-Dec-2006
Day Change Summary Previous Current 04-Dec-2006 05-Dec-2006 Change Change % Previous Week Open 1.3472 1.3472 0.0000 0.0% 1.3282 High 1.3472 1.3472 0.0000 0.0% 1.3399 Low 1.3472 1.3472 0.0000 0.0% 1.3282 Close 1.3472 1.3472 0.0000 0.0% 1.3478 Range ATR 0.0038 0.0035 -0.0003 -7.1% 0.0000 Volume 0 101 101 27
Daily Pivots for day following 05-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3472 1.3472 1.3472 R3 1.3472 1.3472 1.3472 R2 1.3472 1.3472 1.3472 R1 1.3472 1.3472 1.3472 1.3472 PP 1.3472 1.3472 1.3472 1.3472 S1 1.3472 1.3472 1.3472 1.3472 S2 1.3472 1.3472 1.3472 S3 1.3472 1.3472 1.3472 S4 1.3472 1.3472 1.3472	Weekly Pivots for week ending 01-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3737 1.3725 1.3542 R3 1.3620 1.3608 1.3510 R2 1.3503 1.3503 1.3499 R1 1.3491 1.3491 1.3489 1.3497 PP 1.3386 1.3386 1.3386 1.3390 S1 1.3374 1.3374 1.3467 1.3380 S2 1.3269 1.3269 1.3457 S3 1.3152 1.3257 1.3446 S4 1.3035 1.3140 1.3414
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3472 1.3309 0.0163 1.2% 0.0000 0.0% 100% True False 24 10 1.3472 1.2994 0.0478 3.5% 0.0000 0.0% 100% True False 13 20 1.3472 1.2933 0.0539 4.0% 0.0000 0.0% 100% True False 6
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3472 2.618 1.3472 1.618 1.3472 1.000 1.3472 0.618 1.3472 HIGH 1.3472 0.618 1.3472 0.500 1.3472 0.382 1.3472 LOW 1.3472 0.618 1.3472 1.000 1.3472 1.618 1.3472 2.618 1.3472 4.250 1.3472
Fisher Pivots for day following 05-Dec-2006 Pivot 1 day 3 day R1 1.3472 1.3460 PP 1.3472 1.3448 S1 1.3472 1.3436

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