CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary Previous Current 02-Jan-2007 03-Jan-2007 Change Change % Previous Week Open 1.3417 1.3295 -0.0122 -0.9% 1.3233 High 1.3417 1.3295 -0.0122 -0.9% 1.3320 Low 1.3417 1.3295 -0.0122 -0.9% 1.3233 Close 1.3417 1.3295 -0.0122 -0.9% 1.3320 Range ATR 0.0043 0.0048 0.0006 13.2% 0.0000 Volume 0 3 3 107
Daily Pivots for day following 03-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3295 1.3295 1.3295 R3 1.3295 1.3295 1.3295 R2 1.3295 1.3295 1.3295 R1 1.3295 1.3295 1.3295 1.3295 PP 1.3295 1.3295 1.3295 1.3295 S1 1.3295 1.3295 1.3295 1.3295 S2 1.3295 1.3295 1.3295 S3 1.3295 1.3295 1.3295 S4 1.3295 1.3295 1.3295	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 1.3417 1.3255 0.0162 1.2% 0.0000 0.0% 25% False False 1 10 1.3417 1.3233 0.0184 1.4% 0.0000 0.0% 34% False False 12 20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 33% False False 12 40 1.3472 1.2884 0.0588 4.4% 0.0000 0.0% 70% False False 7
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 -0.0003	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 03-Jan-2007 Pivot 1 day 3 day R1 1.3295 1.3356 PP 1.3295 1.3336 S1 1.3295 1.3315

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