CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary Previous Current 24-Jan-2007 25-Jan-2007 Change Change % Previous Week Open 1.3080 1.3044 -0.0036 -0.3% 1.3043 High 1.3080 1.3044 -0.0036 -0.3% 1.3084 Low 1.3080 1.3044 -0.0036 -0.3% 1.3043 Close 1.3080 1.3044 -0.0036 -0.3% 1.3084 Range ATR 0.0041 0.0041 0.0000 -0.9% 0.0000 Volume 7 2 -5 -71.4% 65
Daily Pivots for day following 25-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 19-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3193 1.3180 1.3107 R3 1.3152 1.3139 1.3095 R2 1.3111 1.3111 1.3092 R1 1.3098 1.3098 1.3088 1.3105 PP 1.3070 1.3070 1.3070 1.3074 S1 1.3057 1.3057 1.3080 1.3064 S2 1.3029 1.3029 1.3076 S3 1.2988 1.3016 1.3073 S4 1.2947 1.2975 1.3061
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3155 1.3044 0.0111 0.9% 0.0004 0.0% 0% False True 5 10 1.3155 1.3012 0.0143 1.1% 0.0002 0.0% 22% False False 26 20 1.3417 1.3012 0.0405 3.1% 0.0001 0.0% 8% False False 15 40 1.3472 1.3012 0.0460 3.5% 0.0001 0.0% 7% False False 14
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 0.0000	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 25-Jan-2007 Pivot 1 day 3 day R1 1.3044 1.3100 PP 1.3044 1.3081 S1 1.3044 1.3063

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