CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary Previous Current 04-Jan-2007 05-Jan-2007 Change Change % Previous Week Open 1.3213 1.3134 -0.0079 -0.6% 1.3417 High 1.3213 1.3134 -0.0079 -0.6% 1.3417 Low 1.3213 1.3134 -0.0079 -0.6% 1.3134 Close 1.3213 1.3134 -0.0079 -0.6% 1.3134 Range ATR 0.0051 0.0053 0.0002 4.0% 0.0000 Volume 0 9 9 12
Daily Pivots for day following 05-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3134 1.3134 1.3134 R3 1.3134 1.3134 1.3134 R2 1.3134 1.3134 1.3134 R1 1.3134 1.3134 1.3134 1.3134 PP 1.3134 1.3134 1.3134 1.3134 S1 1.3134 1.3134 1.3134 1.3134 S2 1.3134 1.3134 1.3134 S3 1.3134 1.3134 1.3134 S4 1.3134 1.3134 1.3134	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 1.4077 1.3889 1.3290 R3 1.3794 1.3606 1.3212 R2 1.3511 1.3511 1.3186 R1 1.3323 1.3323 1.3160 1.3276 PP 1.3228 1.3228 1.3228 1.3205 S1 1.3040 1.3040 1.3108 1.2993 S2 1.2945 1.2945 1.3082 S3 1.2662 1.2757 1.3056 S4 1.2379 1.2474 1.2978
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 0% False True 2 10 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 0% False True 13 20 1.3422 1.3134 0.0288 2.2% 0.0000 0.0% 0% False True 7 40 1.3472 1.2933 0.0539 4.1% 0.0000 0.0% 37% 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 -0.0002	Fibonacci Retracements and Extensions 4.250 1.3134 2.618 1.3134 1.618 1.3134 1.000 1.3134 0.618 1.3134 HIGH 1.3134 0.618 1.3134 0.500 1.3134 0.382 1.3134 LOW 1.3134 0.618 1.3134 1.000 1.3134 1.618 1.3134 2.618 1.3134 4.250 1.3134
Fisher Pivots for day following 05-Jan-2007 Pivot 1 day 3 day R1 1.3134 1.3215 PP 1.3134 1.3188 S1 1.3134 1.3161

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