CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary Previous Current 28-Dec-2006 29-Dec-2006 Change Change % Previous Week Open 1.3277 1.3320 0.0043 0.3% 1.3233 High 1.3277 1.3320 0.0043 0.3% 1.3320 Low 1.3277 1.3320 0.0043 0.3% 1.3233 Close 1.3277 1.3320 0.0043 0.3% 1.3320 Range ATR 0.0038 0.0039 0.0000 0.9% 0.0000 Volume 0 1 1 107
Daily Pivots for day following 29-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3320 1.3320 1.3320 R3 1.3320 1.3320 1.3320 R2 1.3320 1.3320 1.3320 R1 1.3320 1.3320 1.3320 1.3320 PP 1.3320 1.3320 1.3320 1.3320 S1 1.3320 1.3320 1.3320 1.3320 S2 1.3320 1.3320 1.3320 S3 1.3320 1.3320 1.3320 S4 1.3320 1.3320 1.3320	Weekly Pivots for week ending 29-Dec-2006 Classic Woodie Camarilla DeMark R4 1.3552 1.3523 1.3368 R3 1.3465 1.3436 1.3344 R2 1.3378 1.3378 1.3336 R1 1.3349 1.3349 1.3328 1.3364 PP 1.3291 1.3291 1.3291 1.3298 S1 1.3262 1.3262 1.3312 1.3277 S2 1.3204 1.3204 1.3304 S3 1.3117 1.3175 1.3296 S4 1.3030 1.3088 1.3272
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3320 1.3233 0.0087 0.7% 0.0000 0.0% 100% True False 22 10 1.3330 1.3208 0.0122 0.9% 0.0000 0.0% 92% False False 13 20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 42% False False 12 40 1.3472 1.2875 0.0597 4.5% 0.0000 0.0% 75% False 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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0005	Fibonacci Retracements and Extensions 4.250 1.3320 2.618 1.3320 1.618 1.3320 1.000 1.3320 0.618 1.3320 HIGH 1.3320 0.618 1.3320 0.500 1.3320 0.382 1.3320 LOW 1.3320 0.618 1.3320 1.000 1.3320 1.618 1.3320 2.618 1.3320 4.250 1.3320
Fisher Pivots for day following 29-Dec-2006 Pivot 1 day 3 day R1 1.3320 1.3309 PP 1.3320 1.3298 S1 1.3320 1.3288

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