CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary Previous Current 11-Jan-2007 12-Jan-2007 Change Change % Previous Week Open 1.3010 1.3044 0.0034 0.3% 1.3143 High 1.3012 1.3044 0.0032 0.2% 1.3143 Low 1.3012 1.3044 0.0032 0.2% 1.3012 Close 1.3010 1.3044 0.0034 0.3% 1.3044 Range ATR 0.0048 0.0047 -0.0001 -2.1% 0.0000 Volume 0 181 181 214
Daily Pivots for day following 12-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3044 1.3044 1.3044 R3 1.3044 1.3044 1.3044 R2 1.3044 1.3044 1.3044 R1 1.3044 1.3044 1.3044 1.3044 PP 1.3044 1.3044 1.3044 1.3044 S1 1.3044 1.3044 1.3044 1.3044 S2 1.3044 1.3044 1.3044 S3 1.3044 1.3044 1.3044 S4 1.3044 1.3044 1.3044	Weekly Pivots for week ending 12-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3459 1.3383 1.3116 R3 1.3328 1.3252 1.3080 R2 1.3197 1.3197 1.3068 R1 1.3121 1.3121 1.3056 1.3094 PP 1.3066 1.3066 1.3066 1.3053 S1 1.2990 1.2990 1.3032 1.2963 S2 1.2935 1.2935 1.3020 S3 1.2804 1.2859 1.3008 S4 1.2673 1.2728 1.2972
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3143 1.3012 0.0131 1.0% 0.0000 0.0% 24% False False 42 10 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 22 20 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 18 40 1.3472 1.2949 0.0523 4.0% 0.0000 0.0% 18% 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 -0.0001	Fibonacci Retracements and Extensions 4.250 1.3044 2.618 1.3044 1.618 1.3044 1.000 1.3044 0.618 1.3044 HIGH 1.3044 0.618 1.3044 0.500 1.3044 0.382 1.3044 LOW 1.3044 0.618 1.3044 1.000 1.3044 1.618 1.3044 2.618 1.3044 4.250 1.3044
Fisher Pivots for day following 12-Jan-2007 Pivot 1 day 3 day R1 1.3044 1.3041 PP 1.3044 1.3039 S1 1.3044 1.3036

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