CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 04-Jun-2007

Day Change Summary
	Previous	Current
	01-Jun-2007	04-Jun-2007	Change	Change %	Previous Week
Open	1.3482	1.3530	0.0048	0.4%	1.3564
High	1.3502	1.3543	0.0041	0.3%	1.3566
Low	1.3444	1.3529	0.0085	0.6%	1.3444
Close	1.3492	1.3535	0.0043	0.3%	1.3492
Range	0.0058	0.0014	-0.0044	-75.9%	0.0122
ATR	0.0045	0.0045	0.0000	1.0%	0.0000
Volume	1,125	1,779	654	58.1%	3,385

Daily Pivots for day following 04-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3578	1.3570	1.3543
R3	1.3564	1.3556	1.3539
R2	1.3550	1.3550	1.3538
R1	1.3542	1.3542	1.3536	1.3546
PP	1.3536	1.3536	1.3536	1.3538
S1	1.3528	1.3528	1.3534	1.3532
S2	1.3522	1.3522	1.3532
S3	1.3508	1.3514	1.3531
S4	1.3494	1.3500	1.3527

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3867	1.3801	1.3559
R3	1.3745	1.3679	1.3526
R2	1.3623	1.3623	1.3514
R1	1.3557	1.3557	1.3503	1.3529
PP	1.3501	1.3501	1.3501	1.3487
S1	1.3435	1.3435	1.3481	1.3407
S2	1.3379	1.3379	1.3470
S3	1.3257	1.3313	1.3458
S4	1.3135	1.3191	1.3425

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3566	1.3444	0.0122	0.9%	0.0037	0.3%	75%	False	False	1,032
10	1.3566	1.3444	0.0122	0.9%	0.0032	0.2%	75%	False	False	822
20	1.3665	1.3444	0.0221	1.6%	0.0027	0.2%	41%	False	False	550
40	1.3740	1.3430	0.0310	2.3%	0.0024	0.2%	34%	False	False	414
60	1.3740	1.3277	0.0463	3.4%	0.0024	0.2%	56%	False	False	359
80	1.3740	1.3070	0.0670	5.0%	0.0019	0.1%	69%	False	False	272
100	1.3740	1.3012	0.0728	5.4%	0.0016	0.1%	72%	False	False	220
120	1.3740	1.3012	0.0728	5.4%	0.0013	0.1%	72%	False	False	185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3603
2.618	1.3580
1.618	1.3566
1.000	1.3557
0.618	1.3552
HIGH	1.3543
0.618	1.3538
0.500	1.3536
0.382	1.3534
LOW	1.3529
0.618	1.3520
1.000	1.3515
1.618	1.3506
2.618	1.3492
4.250	1.3470

Fisher Pivots for day following 04-Jun-2007
Pivot	1 day	3 day
R1	1.3536	1.3521
PP	1.3536	1.3507
S1	1.3535	1.3494

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

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