CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 28-Mar-2006
Day Change Summary Previous Current 27-Mar-2006 28-Mar-2006 Change Change % Previous Week Open 1.2247 1.2243 -0.0004 0.0% 1.2410 High 1.2247 1.2243 -0.0004 0.0% 1.2410 Low 1.2247 1.2243 -0.0004 0.0% 1.2206 Close 1.2247 1.2243 -0.0004 0.0% 1.2270 Range ATR 0.0046 0.0043 -0.0003 -6.5% 0.0000 Volume 3 0 -3 -100.0% 0
Daily Pivots for day following 28-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2243 1.2243 1.2243 R3 1.2243 1.2243 1.2243 R2 1.2243 1.2243 1.2243 R1 1.2243 1.2243 1.2243 1.2243 PP 1.2243 1.2243 1.2243 1.2243 S1 1.2243 1.2243 1.2243 1.2243 S2 1.2243 1.2243 1.2243 S3 1.2243 1.2243 1.2243 S4 1.2243 1.2243 1.2243	Weekly Pivots for week ending 24-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2907 1.2793 1.2382 R3 1.2703 1.2589 1.2326 R2 1.2499 1.2499 1.2307 R1 1.2385 1.2385 1.2289 1.2340 PP 1.2295 1.2295 1.2295 1.2273 S1 1.2181 1.2181 1.2251 1.2136 S2 1.2091 1.2091 1.2233 S3 1.1887 1.1977 1.2214 S4 1.1683 1.1773 1.2158
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2322 1.2206 0.0116 0.9% 0.0000 0.0% 32% False False 10 1.2441 1.2206 0.0235 1.9% 0.0000 0.0% 16% False False 20 1.2441 1.2143 0.0298 2.4% 0.0000 0.0% 34% False False 2 40 1.2441 1.2116 0.0325 2.7% 0.0000 0.0% 39% 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 1.2243 2.618 1.2243 1.618 1.2243 1.000 1.2243 0.618 1.2243 HIGH 1.2243 0.618 1.2243 0.500 1.2243 0.382 1.2243 LOW 1.2243 0.618 1.2243 1.000 1.2243 1.618 1.2243 2.618 1.2243 4.250 1.2243
Fisher Pivots for day following 28-Mar-2006 Pivot 1 day 3 day R1 1.2243 1.2257 PP 1.2243 1.2252 S1 1.2243 1.2248

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