CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 16-May-2007

Day Change Summary
	Previous	Current
	15-May-2007	16-May-2007	Change	Change %	Previous Week
Open	1.3647	1.3573	-0.0074	-0.5%	1.3665
High	1.3662	1.3577	-0.0085	-0.6%	1.3665
Low	1.3605	1.3565	-0.0040	-0.3%	1.3539
Close	1.3649	1.3579	-0.0070	-0.5%	1.3586
Range	0.0057	0.0012	-0.0045	-78.9%	0.0126
ATR	0.0043	0.0046	0.0003	6.8%	0.0000
Volume	166	573	407	245.2%	1,200

Daily Pivots for day following 16-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3610	1.3606	1.3586
R3	1.3598	1.3594	1.3582
R2	1.3586	1.3586	1.3581
R1	1.3582	1.3582	1.3580	1.3584
PP	1.3574	1.3574	1.3574	1.3575
S1	1.3570	1.3570	1.3578	1.3572
S2	1.3562	1.3562	1.3577
S3	1.3550	1.3558	1.3576
S4	1.3538	1.3546	1.3572

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3975	1.3906	1.3655
R3	1.3849	1.3780	1.3621
R2	1.3723	1.3723	1.3609
R1	1.3654	1.3654	1.3598	1.3626
PP	1.3597	1.3597	1.3597	1.3582
S1	1.3528	1.3528	1.3574	1.3500
S2	1.3471	1.3471	1.3563
S3	1.3345	1.3402	1.3551
S4	1.3219	1.3276	1.3517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3662	1.3539	0.0123	0.9%	0.0025	0.2%	33%	False	False	297
10	1.3665	1.3539	0.0126	0.9%	0.0021	0.2%	32%	False	False	283
20	1.3740	1.3539	0.0201	1.5%	0.0022	0.2%	20%	False	False	292
40	1.3740	1.3355	0.0385	2.8%	0.0023	0.2%	58%	False	False	268
60	1.3740	1.3175	0.0565	4.2%	0.0019	0.1%	72%	False	False	213
80	1.3740	1.3024	0.0716	5.3%	0.0015	0.1%	78%	False	False	161
100	1.3740	1.3012	0.0728	5.4%	0.0012	0.1%	78%	False	False	132
120	1.3740	1.3012	0.0728	5.4%	0.0010	0.1%	78%	False	False	112

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3628
2.618	1.3608
1.618	1.3596
1.000	1.3589
0.618	1.3584
HIGH	1.3577
0.618	1.3572
0.500	1.3571
0.382	1.3570
LOW	1.3565
0.618	1.3558
1.000	1.3553
1.618	1.3546
2.618	1.3534
4.250	1.3514

Fisher Pivots for day following 16-May-2007
Pivot	1 day	3 day
R1	1.3576	1.3614
PP	1.3574	1.3602
S1	1.3571	1.3591

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These figures are updated between 7pm and 10pm EST after a trading day.

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