CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary Previous Current 20-Dec-2006 21-Dec-2006 Change Change % Previous Week Open 1.3314 1.3312 -0.0002 0.0% 1.3392 High 1.3300 1.3295 -0.0005 0.0% 1.3415 Low 1.3300 1.3295 -0.0005 0.0% 1.3208 Close 1.3314 1.3312 -0.0002 0.0% 1.3220 Range ATR 0.0043 0.0041 -0.0002 -4.0% 0.0000 Volume 3 12 9 300.0% 4
Daily Pivots for day following 21-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3301 1.3306 1.3312 R3 1.3301 1.3306 1.3312 R2 1.3301 1.3301 1.3312 R1 1.3306 1.3306 1.3312 1.3312 PP 1.3301 1.3301 1.3301 1.3304 S1 1.3306 1.3306 1.3312 1.3312 S2 1.3301 1.3301 1.3312 S3 1.3301 1.3306 1.3312 S4 1.3301 1.3306 1.3312	Weekly Pivots for week ending 15-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3902 1.3768 1.3334 R3 1.3695 1.3561 1.3277 R2 1.3488 1.3488 1.3258 R1 1.3354 1.3354 1.3239 1.3318 PP 1.3281 1.3281 1.3281 1.3263 S1 1.3147 1.3147 1.3201 1.3111 S2 1.3074 1.3074 1.3182 S3 1.2867 1.2940 1.3163 S4 1.2660 1.2733 1.3106
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3330 1.3208 0.0122 0.9% 0.0000 0.0% 85% False False 5 10 1.3415 1.3208 0.0207 1.6% 0.0000 0.0% 50% False False 2 20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 39% False False 8
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0005	Fibonacci Retracements and Extensions 4.250 1.3295 2.618 1.3295 1.618 1.3295 1.000 1.3295 0.618 1.3295 HIGH 1.3295 0.618 1.3295 0.500 1.3295 0.382 1.3295 LOW 1.3295 0.618 1.3295 1.000 1.3295 1.618 1.3295 2.618 1.3295 4.250 1.3295
Fisher Pivots for day following 21-Dec-2006 Pivot 1 day 3 day R1 1.3306 1.3313 PP 1.3301 1.3312 S1 1.3295 1.3312

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