CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 21-Feb-2006
Day Change Summary Previous Current 17-Feb-2006 21-Feb-2006 Change Change % Previous Week Open 1.2177 1.2188 0.0011 0.1% 1.2180 High 1.2177 1.2188 0.0011 0.1% 1.2182 Low 1.2177 1.2188 0.0011 0.1% 1.2156 Close 1.2177 1.2188 0.0011 0.1% 1.2177 Range ATR 0.0038 0.0036 -0.0002 -5.1% 0.0000 Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 21-Feb-2006 Classic Woodie Camarilla DeMark R4 1.2188 1.2188 1.2188 R3 1.2188 1.2188 1.2188 R2 1.2188 1.2188 1.2188 R1 1.2188 1.2188 1.2188 1.2188 PP 1.2188 1.2188 1.2188 1.2188 S1 1.2188 1.2188 1.2188 1.2188 S2 1.2188 1.2188 1.2188 S3 1.2188 1.2188 1.2188 S4 1.2188 1.2188 1.2188	Weekly Pivots for week ending 17-Feb-2006 Classic Woodie Camarilla DeMark R4 1.2250 1.2239 1.2191 R3 1.2224 1.2213 1.2184 R2 1.2198 1.2198 1.2182 R1 1.2187 1.2187 1.2179 1.2180 PP 1.2172 1.2172 1.2172 1.2168 S1 1.2161 1.2161 1.2175 1.2154 S2 1.2146 1.2146 1.2172 S3 1.2120 1.2135 1.2170 S4 1.2094 1.2109 1.2163
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2188 1.2156 0.0032 0.3% 0.0000 0.0% 100% True False 10 1.2245 1.2156 0.0089 0.7% 0.0000 0.0% 36% False False 20 1.2568 1.2156 0.0412 3.4% 0.0000 0.0% 8% False False
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.2188 2.618 1.2188 1.618 1.2188 1.000 1.2188 0.618 1.2188 HIGH 1.2188 0.618 1.2188 0.500 1.2188 0.382 1.2188 LOW 1.2188 0.618 1.2188 1.000 1.2188 1.618 1.2188 2.618 1.2188 4.250 1.2188
Fisher Pivots for day following 21-Feb-2006 Pivot 1 day 3 day R1 1.2188 1.2185 PP 1.2188 1.2182 S1 1.2188 1.2179

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