CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary Previous Current 06-Mar-2007 07-Mar-2007 Change Change % Previous Week Open 1.3213 1.3273 0.0060 0.5% 1.3284 High 1.3213 1.3273 0.0060 0.5% 1.3350 Low 1.3213 1.3273 0.0060 0.5% 1.3255 Close 1.3213 1.3273 0.0060 0.5% 1.3285 Range ATR 0.0040 0.0041 0.0001 3.7% 0.0000 Volume 32 7 -25 -78.1% 25
Daily Pivots for day following 07-Mar-2007 Classic Woodie Camarilla DeMark R4 1.3273 1.3273 1.3273 R3 1.3273 1.3273 1.3273 R2 1.3273 1.3273 1.3273 R1 1.3273 1.3273 1.3273 1.3273 PP 1.3273 1.3273 1.3273 1.3273 S1 1.3273 1.3273 1.3273 1.3273 S2 1.3273 1.3273 1.3273 S3 1.3273 1.3273 1.3273 S4 1.3273 1.3273 1.3273	Weekly Pivots for week ending 02-Mar-2007 Classic Woodie Camarilla DeMark R4 1.3582 1.3528 1.3337 R3 1.3487 1.3433 1.3311 R2 1.3392 1.3392 1.3302 R1 1.3338 1.3338 1.3294 1.3365 PP 1.3297 1.3297 1.3297 1.3310 S1 1.3243 1.3243 1.3276 1.3270 S2 1.3202 1.3202 1.3268 S3 1.3107 1.3148 1.3259 S4 1.3012 1.3053 1.3233
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3290 1.3175 0.0115 0.9% 0.0011 0.1% 85% False False 18 10 1.3350 1.3175 0.0175 1.3% 0.0007 0.1% 56% False False 15 20 1.3350 1.3070 0.0280 2.1% 0.0004 0.0% 73% False False 9 40 1.3350 1.3012 0.0338 2.5% 0.0005 0.0% 77% False False 12 60 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 64% False False 10 80 1.3472 1.2949 0.0523 3.9% 0.0002 0.0% 62% False False 9
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 1.3273 2.618 1.3273 1.618 1.3273 1.000 1.3273 0.618 1.3273 HIGH 1.3273 0.618 1.3273 0.500 1.3273 0.382 1.3273 LOW 1.3273 0.618 1.3273 1.000 1.3273 1.618 1.3273 2.618 1.3273 4.250 1.3273
Fisher Pivots for day following 07-Mar-2007 Pivot 1 day 3 day R1 1.3273 1.3257 PP 1.3273 1.3240 S1 1.3273 1.3224

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