CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary Previous Current 26-Feb-2007 27-Feb-2007 Change Change % Previous Week Open 1.3284 1.3343 0.0059 0.4% 1.3239 High 1.3280 1.3350 0.0070 0.5% 1.3266 Low 1.3280 1.3350 0.0070 0.5% 1.3219 Close 1.3284 1.3343 0.0059 0.4% 1.3266 Range ATR 0.0032 0.0035 0.0002 7.4% 0.0000 Volume 7 0 -7 -100.0% 64
Daily Pivots for day following 27-Feb-2007 Classic Woodie Camarilla DeMark R4 1.3348 1.3345 1.3343 R3 1.3348 1.3345 1.3343 R2 1.3348 1.3348 1.3343 R1 1.3345 1.3345 1.3343 1.3343 PP 1.3348 1.3348 1.3348 1.3347 S1 1.3345 1.3345 1.3343 1.3343 S2 1.3348 1.3348 1.3343 S3 1.3348 1.3345 1.3343 S4 1.3348 1.3345 1.3343	Weekly Pivots for week ending 23-Feb-2007 Classic Woodie Camarilla DeMark R4 1.3391 1.3376 1.3292 R3 1.3344 1.3329 1.3279 R2 1.3297 1.3297 1.3275 R1 1.3282 1.3282 1.3270 1.3290 PP 1.3250 1.3250 1.3250 1.3254 S1 1.3235 1.3235 1.3262 1.3243 S2 1.3203 1.3203 1.3257 S3 1.3156 1.3188 1.3253 S4 1.3109 1.3141 1.3240
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3350 1.3219 0.0131 1.0% 0.0003 0.0% 95% True False 14 10 1.3350 1.3140 0.0210 1.6% 0.0002 0.0% 97% True False 8 20 1.3350 1.3040 0.0310 2.3% 0.0005 0.0% 98% True False 5 40 1.3417 1.3012 0.0405 3.0% 0.0003 0.0% 82% False False 10 60 1.3472 1.3012 0.0460 3.4% 0.0002 0.0% 72% False False 11
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 -0.0004	Fibonacci Retracements and Extensions 4.250 1.3350 2.618 1.3350 1.618 1.3350 1.000 1.3350 0.618 1.3350 HIGH 1.3350 0.618 1.3350 0.500 1.3350 0.382 1.3350 LOW 1.3350 0.618 1.3350 1.000 1.3350 1.618 1.3350 2.618 1.3350 4.250 1.3350
Fisher Pivots for day following 27-Feb-2007 Pivot 1 day 3 day R1 1.3350 1.3331 PP 1.3348 1.3320 S1 1.3345 1.3308

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