CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary Previous Current 17-Jan-2007 18-Jan-2007 Change Change % Previous Week Open 1.3053 1.3078 0.0025 0.2% 1.3143 High 1.3053 1.3078 0.0025 0.2% 1.3143 Low 1.3053 1.3078 0.0025 0.2% 1.3012 Close 1.3053 1.3078 0.0025 0.2% 1.3044 Range ATR 0.0042 0.0040 -0.0001 -2.8% 0.0000 Volume 19 4 -15 -78.9% 214
Daily Pivots for day following 18-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3078 1.3078 1.3078 R3 1.3078 1.3078 1.3078 R2 1.3078 1.3078 1.3078 R1 1.3078 1.3078 1.3078 1.3078 PP 1.3078 1.3078 1.3078 1.3078 S1 1.3078 1.3078 1.3078 1.3078 S2 1.3078 1.3078 1.3078 S3 1.3078 1.3078 1.3078 S4 1.3078 1.3078 1.3078	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 1.3078 1.3012 0.0066 0.5% 0.0000 0.0% 100% True False 47 10 1.3213 1.3012 0.0201 1.5% 0.0000 0.0% 33% False False 27 20 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 16% False False 20 40 1.3472 1.2965 0.0507 3.9% 0.0000 0.0% 22% False False 13
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 True 8BNR False Bear Hook False Bull Hook False Stretch -0.0001	Fibonacci Retracements and Extensions 4.250 1.3078 2.618 1.3078 1.618 1.3078 1.000 1.3078 0.618 1.3078 HIGH 1.3078 0.618 1.3078 0.500 1.3078 0.382 1.3078 LOW 1.3078 0.618 1.3078 1.000 1.3078 1.618 1.3078 2.618 1.3078 4.250 1.3078
Fisher Pivots for day following 18-Jan-2007 Pivot 1 day 3 day R1 1.3078 1.3072 PP 1.3078 1.3066 S1 1.3078 1.3061

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