CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary Previous Current 27-Dec-2006 28-Dec-2006 Change Change % Previous Week Open 1.3255 1.3277 0.0022 0.2% 1.3236 High 1.3255 1.3277 0.0022 0.2% 1.3330 Low 1.3255 1.3277 0.0022 0.2% 1.3221 Close 1.3255 1.3277 0.0022 0.2% 1.3252 Range ATR 0.0039 0.0038 -0.0001 -3.2% 0.0000 Volume 4 0 -4 -100.0% 28
Daily Pivots for day following 28-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3277 1.3277 1.3277 R3 1.3277 1.3277 1.3277 R2 1.3277 1.3277 1.3277 R1 1.3277 1.3277 1.3277 1.3277 PP 1.3277 1.3277 1.3277 1.3277 S1 1.3277 1.3277 1.3277 1.3277 S2 1.3277 1.3277 1.3277 S3 1.3277 1.3277 1.3277 S4 1.3277 1.3277 1.3277	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 1.3295 1.3233 0.0062 0.5% 0.0000 0.0% 71% False False 24 10 1.3330 1.3208 0.0122 0.9% 0.0000 0.0% 57% False False 13 20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 26% False False 12
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 1.3277 2.618 1.3277 1.618 1.3277 1.000 1.3277 0.618 1.3277 HIGH 1.3277 0.618 1.3277 0.500 1.3277 0.382 1.3277 LOW 1.3277 0.618 1.3277 1.000 1.3277 1.618 1.3277 2.618 1.3277 4.250 1.3277
Fisher Pivots for day following 28-Dec-2006 Pivot 1 day 3 day R1 1.3277 1.3270 PP 1.3277 1.3262 S1 1.3277 1.3255

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