CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 17-May-2007

Day Change Summary
	Previous	Current
	16-May-2007	17-May-2007	Change	Change %	Previous Week
Open	1.3573	1.3544	-0.0029	-0.2%	1.3665
High	1.3577	1.3553	-0.0024	-0.2%	1.3665
Low	1.3565	1.3542	-0.0023	-0.2%	1.3539
Close	1.3579	1.3549	-0.0030	-0.2%	1.3586
Range	0.0012	0.0011	-0.0001	-8.3%	0.0126
ATR	0.0046	0.0045	-0.0001	-1.4%	0.0000
Volume	573	309	-264	-46.1%	1,200

Daily Pivots for day following 17-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3581	1.3576	1.3555
R3	1.3570	1.3565	1.3552
R2	1.3559	1.3559	1.3551
R1	1.3554	1.3554	1.3550	1.3557
PP	1.3548	1.3548	1.3548	1.3549
S1	1.3543	1.3543	1.3548	1.3546
S2	1.3537	1.3537	1.3547
S3	1.3526	1.3532	1.3546
S4	1.3515	1.3521	1.3543

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	1.3542	0.0120	0.9%	0.0016	0.1%	6%	False	True	320
10	1.3665	1.3539	0.0126	0.9%	0.0020	0.1%	8%	False	False	273
20	1.3740	1.3539	0.0201	1.5%	0.0021	0.2%	5%	False	False	297
40	1.3740	1.3355	0.0385	2.8%	0.0022	0.2%	50%	False	False	269
60	1.3740	1.3175	0.0565	4.2%	0.0019	0.1%	66%	False	False	218
80	1.3740	1.3024	0.0716	5.3%	0.0015	0.1%	73%	False	False	164
100	1.3740	1.3012	0.0728	5.4%	0.0012	0.1%	74%	False	False	136
120	1.3740	1.3012	0.0728	5.4%	0.0010	0.1%	74%	False	False	114

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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3600
2.618	1.3582
1.618	1.3571
1.000	1.3564
0.618	1.3560
HIGH	1.3553
0.618	1.3549
0.500	1.3548
0.382	1.3546
LOW	1.3542
0.618	1.3535
1.000	1.3531
1.618	1.3524
2.618	1.3513
4.250	1.3495

Fisher Pivots for day following 17-May-2007
Pivot	1 day	3 day
R1	1.3549	1.3602
PP	1.3548	1.3584
S1	1.3548	1.3567

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

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