CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	1.3595	1.3563	-0.0032	-0.2%	1.3564
High	1.3599	1.3569	-0.0030	-0.2%	1.3566
Low	1.3560	1.3535	-0.0025	-0.2%	1.3444
Close	1.3569	1.3552	-0.0017	-0.1%	1.3492
Range	0.0039	0.0034	-0.0005	-12.8%	0.0122
ATR	0.0047	0.0046	-0.0001	-1.9%	0.0000
Volume	2,997	4,172	1,175	39.2%	3,385

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3654	1.3637	1.3571
R3	1.3620	1.3603	1.3561
R2	1.3586	1.3586	1.3558
R1	1.3569	1.3569	1.3555	1.3561
PP	1.3552	1.3552	1.3552	1.3548
S1	1.3535	1.3535	1.3549	1.3527
S2	1.3518	1.3518	1.3546
S3	1.3484	1.3501	1.3543
S4	1.3450	1.3467	1.3533

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	1.3599	1.3444	0.0155	1.1%	0.0034	0.3%	70%	False	False	2,161
10	1.3599	1.3444	0.0155	1.1%	0.0036	0.3%	70%	False	False	1,412
20	1.3662	1.3444	0.0218	1.6%	0.0030	0.2%	50%	False	False	884
40	1.3740	1.3444	0.0296	2.2%	0.0025	0.2%	36%	False	False	590
60	1.3740	1.3320	0.0420	3.1%	0.0025	0.2%	55%	False	False	467
80	1.3740	1.3140	0.0600	4.4%	0.0020	0.1%	69%	False	False	361
100	1.3740	1.3024	0.0716	5.3%	0.0017	0.1%	74%	False	False	290
120	1.3740	1.3012	0.0728	5.4%	0.0014	0.1%	74%	False	False	245

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3714
2.618	1.3658
1.618	1.3624
1.000	1.3603
0.618	1.3590
HIGH	1.3569
0.618	1.3556
0.500	1.3552
0.382	1.3548
LOW	1.3535
0.618	1.3514
1.000	1.3501
1.618	1.3480
2.618	1.3446
4.250	1.3391

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	1.3552	1.3564
PP	1.3552	1.3560
S1	1.3552	1.3556

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

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