CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 15-Mar-2006
Day Change Summary Previous Current 14-Mar-2006 15-Mar-2006 Change Change % Previous Week Open 1.2272 1.2324 0.0052 0.4% 1.2275 High 1.2272 1.2324 0.0052 0.4% 1.2275 Low 1.2272 1.2324 0.0052 0.4% 1.2143 Close 1.2272 1.2324 0.0052 0.4% 1.2168 Range ATR 0.0039 0.0040 0.0001 2.4% 0.0000 Volume
Daily Pivots for day following 15-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2324 1.2324 1.2324 R3 1.2324 1.2324 1.2324 R2 1.2324 1.2324 1.2324 R1 1.2324 1.2324 1.2324 1.2324 PP 1.2324 1.2324 1.2324 1.2324 S1 1.2324 1.2324 1.2324 1.2324 S2 1.2324 1.2324 1.2324 S3 1.2324 1.2324 1.2324 S4 1.2324 1.2324 1.2324	Weekly Pivots for week ending 10-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2591 1.2512 1.2241 R3 1.2459 1.2380 1.2204 R2 1.2327 1.2327 1.2192 R1 1.2248 1.2248 1.2180 1.2222 PP 1.2195 1.2195 1.2195 1.2182 S1 1.2116 1.2116 1.2156 1.2090 S2 1.2063 1.2063 1.2144 S3 1.1931 1.1984 1.2132 S4 1.1799 1.1852 1.2095
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2324 1.2165 0.0159 1.3% 0.0000 0.0% 100% True False 10 1.2324 1.2143 0.0181 1.5% 0.0000 0.0% 100% True False 3 20 1.2324 1.2116 0.0208 1.7% 0.0000 0.0% 100% True False 2 40 1.2580 1.2116 0.0464 3.8% 0.0000 0.0% 45% False False 1
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 1.2324 2.618 1.2324 1.618 1.2324 1.000 1.2324 0.618 1.2324 HIGH 1.2324 0.618 1.2324 0.500 1.2324 0.382 1.2324 LOW 1.2324 0.618 1.2324 1.000 1.2324 1.618 1.2324 2.618 1.2324 4.250 1.2324
Fisher Pivots for day following 15-Mar-2006 Pivot 1 day 3 day R1 1.2324 1.2306 PP 1.2324 1.2288 S1 1.2324 1.2270

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