CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary Previous Current 21-Dec-2006 22-Dec-2006 Change Change % Previous Week Open 1.3312 1.3252 -0.0060 -0.5% 1.3236 High 1.3295 1.3252 -0.0043 -0.3% 1.3330 Low 1.3295 1.3252 -0.0043 -0.3% 1.3221 Close 1.3312 1.3252 -0.0060 -0.5% 1.3252 Range ATR 0.0041 0.0043 0.0001 3.3% 0.0000 Volume 12 4 -8 -66.7% 28
Daily Pivots for day following 22-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3252 1.3252 1.3252 R3 1.3252 1.3252 1.3252 R2 1.3252 1.3252 1.3252 R1 1.3252 1.3252 1.3252 1.3252 PP 1.3252 1.3252 1.3252 1.3252 S1 1.3252 1.3252 1.3252 1.3252 S2 1.3252 1.3252 1.3252 S3 1.3252 1.3252 1.3252 S4 1.3252 1.3252 1.3252	Weekly Pivots for week ending 22-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3595 1.3532 1.3312 R3 1.3486 1.3423 1.3282 R2 1.3377 1.3377 1.3272 R1 1.3314 1.3314 1.3262 1.3346 PP 1.3268 1.3268 1.3268 1.3283 S1 1.3205 1.3205 1.3242 1.3237 S2 1.3159 1.3159 1.3232 S3 1.3050 1.3096 1.3222 S4 1.2941 1.2987 1.3192
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3330 1.3221 0.0109 0.8% 0.0000 0.0% 28% False False 5 10 1.3415 1.3208 0.0207 1.6% 0.0000 0.0% 21% False False 3 20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 17% 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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0005	Fibonacci Retracements and Extensions 4.250 1.3252 2.618 1.3252 1.618 1.3252 1.000 1.3252 0.618 1.3252 HIGH 1.3252 0.618 1.3252 0.500 1.3252 0.382 1.3252 LOW 1.3252 0.618 1.3252 1.000 1.3252 1.618 1.3252 2.618 1.3252 4.250 1.3252
Fisher Pivots for day following 22-Dec-2006 Pivot 1 day 3 day R1 1.3252 1.3276 PP 1.3252 1.3268 S1 1.3252 1.3260

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