CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 03-Oct-2006

Day Change Summary
	Previous	Current
	02-Oct-2006	03-Oct-2006	Change	Change %	Previous Week
Open	1.2845	1.2834	-0.0011	-0.1%	1.2874
High	1.2858	1.2845	-0.0013	-0.1%	1.2867
Low	1.2855	1.2835	-0.0020	-0.2%	1.2760
Close	1.2845	1.2834	-0.0011	-0.1%	1.2792
Range	0.0003	0.0010	0.0007	233.3%	0.0107
ATR	0.0044	0.0042	-0.0002	-5.5%	0.0000
Volume	594	247	-347	-58.4%	903

Daily Pivots for day following 03-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2868	1.2861	1.2840
R3	1.2858	1.2851	1.2837
R2	1.2848	1.2848	1.2836
R1	1.2841	1.2841	1.2835	1.2839
PP	1.2838	1.2838	1.2838	1.2837
S1	1.2831	1.2831	1.2833	1.2829
S2	1.2828	1.2828	1.2832
S3	1.2818	1.2821	1.2831
S4	1.2808	1.2811	1.2829

Weekly Pivots for week ending 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3127	1.3067	1.2851
R3	1.3020	1.2960	1.2821
R2	1.2913	1.2913	1.2812
R1	1.2853	1.2853	1.2802	1.2830
PP	1.2806	1.2806	1.2806	1.2795
S1	1.2746	1.2746	1.2782	1.2723
S2	1.2699	1.2699	1.2772
S3	1.2592	1.2639	1.2763
S4	1.2485	1.2532	1.2733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2858	1.2760	0.0098	0.8%	0.0016	0.1%	76%	False	False	231
10	1.2925	1.2760	0.0165	1.3%	0.0022	0.2%	45%	False	False	218
20	1.2945	1.2760	0.0185	1.4%	0.0014	0.1%	40%	False	False	147
40	1.3042	1.2760	0.0282	2.2%	0.0008	0.1%	26%	False	False	75
60	1.3042	1.2670	0.0372	2.9%	0.0009	0.1%	44%	False	False	53
80	1.3042	1.2670	0.0372	2.9%	0.0007	0.1%	44%	False	False	41
100	1.3135	1.2670	0.0465	3.6%	0.0005	0.0%	35%	False	False	33
120	1.3135	1.2340	0.0795	6.2%	0.0005	0.0%	62%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2888
2.618	1.2871
1.618	1.2861
1.000	1.2855
0.618	1.2851
HIGH	1.2845
0.618	1.2841
0.500	1.2840
0.382	1.2839
LOW	1.2835
0.618	1.2829
1.000	1.2825
1.618	1.2819
2.618	1.2809
4.250	1.2793

Fisher Pivots for day following 03-Oct-2006
Pivot	1 day	3 day
R1	1.2840	1.2826
PP	1.2838	1.2817
S1	1.2836	1.2809

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These figures are updated between 7pm and 10pm EST after a trading day.

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