CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 20-Apr-2006
Day Change Summary Previous Current 19-Apr-2006 20-Apr-2006 Change Change % Previous Week Open 1.2622 1.2552 -0.0070 -0.6% 1.2338 High 1.2622 1.2552 -0.0070 -0.6% 1.2375 Low 1.2622 1.2552 -0.0070 -0.6% 1.2322 Close 1.2622 1.2552 -0.0070 -0.6% 1.2340 Range ATR 0.0058 0.0059 0.0001 1.4% 0.0000 Volume
Daily Pivots for day following 20-Apr-2006 Classic Woodie Camarilla DeMark R4 1.2552 1.2552 1.2552 R3 1.2552 1.2552 1.2552 R2 1.2552 1.2552 1.2552 R1 1.2552 1.2552 1.2552 1.2552 PP 1.2552 1.2552 1.2552 1.2552 S1 1.2552 1.2552 1.2552 1.2552 S2 1.2552 1.2552 1.2552 S3 1.2552 1.2552 1.2552 S4 1.2552 1.2552 1.2552	Weekly Pivots for week ending 14-Apr-2006 Classic Woodie Camarilla DeMark R4 1.2505 1.2475 1.2369 R3 1.2452 1.2422 1.2355 R2 1.2399 1.2399 1.2350 R1 1.2369 1.2369 1.2345 1.2384 PP 1.2346 1.2346 1.2346 1.2353 S1 1.2316 1.2316 1.2335 1.2331 S2 1.2293 1.2293 1.2330 S3 1.2240 1.2263 1.2325 S4 1.2187 1.2210 1.2311
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2622 1.2340 0.0282 2.2% 0.0004 0.0% 75% False False 6 10 1.2622 1.2322 0.0300 2.4% 0.0004 0.0% 77% False False 3 20 1.2622 1.2206 0.0416 3.3% 0.0005 0.0% 83% False False 2 40 1.2622 1.2116 0.0506 4.0% 0.0003 0.0% 86% False False 2 60 1.2622 1.2116 0.0506 4.0% 0.0002 0.0% 86% 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 1.2552 2.618 1.2552 1.618 1.2552 1.000 1.2552 0.618 1.2552 HIGH 1.2552 0.618 1.2552 0.500 1.2552 0.382 1.2552 LOW 1.2552 0.618 1.2552 1.000 1.2552 1.618 1.2552 2.618 1.2552 4.250 1.2552
Fisher Pivots for day following 20-Apr-2006 Pivot 1 day 3 day R1 1.2552 1.2586 PP 1.2552 1.2575 S1 1.2552 1.2563

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