CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 11-Oct-2006

Day Change Summary
	Previous	Current
	10-Oct-2006	11-Oct-2006	Change	Change %	Previous Week
Open	1.2633	1.2652	0.0019	0.2%	1.2845
High	1.2640	1.2652	0.0012	0.1%	1.2858
Low	1.2630	1.2605	-0.0025	-0.2%	1.2709
Close	1.2633	1.2616	-0.0017	-0.1%	1.2709
Range	0.0010	0.0047	0.0037	370.0%	0.0149
ATR	0.0045	0.0045	0.0000	0.4%	0.0000
Volume	168	559	391	232.7%	1,437

Daily Pivots for day following 11-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2765	1.2738	1.2642
R3	1.2718	1.2691	1.2629
R2	1.2671	1.2671	1.2625
R1	1.2644	1.2644	1.2620	1.2634
PP	1.2624	1.2624	1.2624	1.2620
S1	1.2597	1.2597	1.2612	1.2587
S2	1.2577	1.2577	1.2607
S3	1.2530	1.2550	1.2603
S4	1.2483	1.2503	1.2590

Weekly Pivots for week ending 06-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3206	1.3106	1.2791
R3	1.3057	1.2957	1.2750
R2	1.2908	1.2908	1.2736
R1	1.2808	1.2808	1.2723	1.2784
PP	1.2759	1.2759	1.2759	1.2746
S1	1.2659	1.2659	1.2695	1.2635
S2	1.2610	1.2610	1.2682
S3	1.2461	1.2510	1.2668
S4	1.2312	1.2361	1.2627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2796	1.2605	0.0191	1.5%	0.0015	0.1%	6%	False	True	434
10	1.2858	1.2605	0.0253	2.0%	0.0019	0.1%	4%	False	True	325
20	1.2925	1.2605	0.0320	2.5%	0.0019	0.1%	3%	False	True	246
40	1.3042	1.2605	0.0437	3.5%	0.0011	0.1%	3%	False	True	131
60	1.3042	1.2605	0.0437	3.5%	0.0010	0.1%	3%	False	True	90
80	1.3042	1.2605	0.0437	3.5%	0.0008	0.1%	3%	False	True	68
100	1.3135	1.2605	0.0530	4.2%	0.0006	0.1%	2%	False	True	55
120	1.3135	1.2605	0.0530	4.2%	0.0005	0.0%	2%	False	True	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.2852
2.618	1.2775
1.618	1.2728
1.000	1.2699
0.618	1.2681
HIGH	1.2652
0.618	1.2634
0.500	1.2629
0.382	1.2623
LOW	1.2605
0.618	1.2576
1.000	1.2558
1.618	1.2529
2.618	1.2482
4.250	1.2405

Fisher Pivots for day following 11-Oct-2006
Pivot	1 day	3 day
R1	1.2629	1.2657
PP	1.2624	1.2643
S1	1.2620	1.2630

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

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