CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 20-Mar-2006
Day Change Summary Previous Current 17-Mar-2006 20-Mar-2006 Change Change % Previous Week Open 1.2441 1.2410 -0.0031 -0.2% 1.2215 High 1.2441 1.2410 -0.0031 -0.2% 1.2441 Low 1.2441 1.2410 -0.0031 -0.2% 1.2215 Close 1.2441 1.2410 -0.0031 -0.2% 1.2441 Range ATR 0.0042 0.0041 -0.0001 -1.9% 0.0000 Volume
Daily Pivots for day following 20-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2410 1.2410 1.2410 R3 1.2410 1.2410 1.2410 R2 1.2410 1.2410 1.2410 R1 1.2410 1.2410 1.2410 1.2410 PP 1.2410 1.2410 1.2410 1.2410 S1 1.2410 1.2410 1.2410 1.2410 S2 1.2410 1.2410 1.2410 S3 1.2410 1.2410 1.2410 S4 1.2410 1.2410 1.2410	Weekly Pivots for week ending 17-Mar-2006 Classic Woodie Camarilla DeMark R4 1.3044 1.2968 1.2565 R3 1.2818 1.2742 1.2503 R2 1.2592 1.2592 1.2482 R1 1.2516 1.2516 1.2462 1.2554 PP 1.2366 1.2366 1.2366 1.2385 S1 1.2290 1.2290 1.2420 1.2328 S2 1.2140 1.2140 1.2400 S3 1.1914 1.2064 1.2379 S4 1.1688 1.1838 1.2317
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2441 1.2272 0.0169 1.4% 0.0000 0.0% 82% False False 10 1.2441 1.2143 0.0298 2.4% 0.0000 0.0% 90% False False 20 1.2441 1.2116 0.0325 2.6% 0.0000 0.0% 90% False False 2 40 1.2580 1.2116 0.0464 3.7% 0.0000 0.0% 63% 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 1.2410 2.618 1.2410 1.618 1.2410 1.000 1.2410 0.618 1.2410 HIGH 1.2410 0.618 1.2410 0.500 1.2410 0.382 1.2410 LOW 1.2410 0.618 1.2410 1.000 1.2410 1.618 1.2410 2.618 1.2410 4.250 1.2410
Fisher Pivots for day following 20-Mar-2006 Pivot 1 day 3 day R1 1.2410 1.2426 PP 1.2410 1.2420 S1 1.2410 1.2415

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