CME Euro FX Future March 2007

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

Day Change Summary
	Previous	Current
	02-Nov-2006	03-Nov-2006	Change	Change %	Previous Week
Open	1.2848	1.2786	-0.0062	-0.5%	1.2799
High	1.2862	1.2800	-0.0062	-0.5%	1.2873
Low	1.2845	1.2775	-0.0070	-0.5%	1.2775
Close	1.2862	1.2798	-0.0064	-0.5%	1.2798
Range	0.0017	0.0025	0.0008	47.1%	0.0098
ATR	0.0044	0.0047	0.0003	6.9%	0.0000
Volume	544	1,799	1,255	230.7%	3,702

Daily Pivots for day following 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2866	1.2857	1.2812
R3	1.2841	1.2832	1.2805
R2	1.2816	1.2816	1.2803
R1	1.2807	1.2807	1.2800	1.2812
PP	1.2791	1.2791	1.2791	1.2793
S1	1.2782	1.2782	1.2796	1.2787
S2	1.2766	1.2766	1.2793
S3	1.2741	1.2757	1.2791
S4	1.2716	1.2732	1.2784

Weekly Pivots for week ending 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3109	1.3052	1.2852
R3	1.3011	1.2954	1.2825
R2	1.2913	1.2913	1.2816
R1	1.2856	1.2856	1.2807	1.2836
PP	1.2815	1.2815	1.2815	1.2805
S1	1.2758	1.2758	1.2789	1.2738
S2	1.2717	1.2717	1.2780
S3	1.2619	1.2660	1.2771
S4	1.2521	1.2562	1.2744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2873	1.2775	0.0098	0.8%	0.0031	0.2%	23%	False	True	740
10	1.2873	1.2633	0.0240	1.9%	0.0025	0.2%	69%	False	False	590
20	1.2873	1.2585	0.0288	2.3%	0.0022	0.2%	74%	False	False	538
40	1.2925	1.2585	0.0340	2.7%	0.0019	0.1%	63%	False	False	356
60	1.3042	1.2585	0.0457	3.6%	0.0013	0.1%	47%	False	False	240
80	1.3042	1.2585	0.0457	3.6%	0.0013	0.1%	47%	False	False	182
100	1.3042	1.2585	0.0457	3.6%	0.0010	0.1%	47%	False	False	146
120	1.3135	1.2585	0.0550	4.3%	0.0008	0.1%	39%	False	False	122

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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2906
2.618	1.2865
1.618	1.2840
1.000	1.2825
0.618	1.2815
HIGH	1.2800
0.618	1.2790
0.500	1.2788
0.382	1.2785
LOW	1.2775
0.618	1.2760
1.000	1.2750
1.618	1.2735
2.618	1.2710
4.250	1.2669

Fisher Pivots for day following 03-Nov-2006
Pivot	1 day	3 day
R1	1.2795	1.2824
PP	1.2791	1.2815
S1	1.2788	1.2807

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

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