CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 13-Nov-2006

Day Change Summary
	Previous	Current
	10-Nov-2006	13-Nov-2006	Change	Change %	Previous Week
Open	1.2939	1.2907	-0.0032	-0.2%	1.2790
High	1.2949	1.2912	-0.0037	-0.3%	1.2949
Low	1.2926	1.2877	-0.0049	-0.4%	1.2759
Close	1.2922	1.2886	-0.0036	-0.3%	1.2922
Range	0.0023	0.0035	0.0012	52.2%	0.0190
ATR	0.0050	0.0050	0.0000	-0.7%	0.0000
Volume	927	569	-358	-38.6%	2,580

Daily Pivots for day following 13-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2997	1.2976	1.2905
R3	1.2962	1.2941	1.2896
R2	1.2927	1.2927	1.2892
R1	1.2906	1.2906	1.2889	1.2899
PP	1.2892	1.2892	1.2892	1.2888
S1	1.2871	1.2871	1.2883	1.2864
S2	1.2857	1.2857	1.2880
S3	1.2822	1.2836	1.2876
S4	1.2787	1.2801	1.2867

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3447	1.3374	1.3027
R3	1.3257	1.3184	1.2974
R2	1.3067	1.3067	1.2957
R1	1.2994	1.2994	1.2939	1.3031
PP	1.2877	1.2877	1.2877	1.2895
S1	1.2804	1.2804	1.2905	1.2841
S2	1.2687	1.2687	1.2887
S3	1.2497	1.2614	1.2870
S4	1.2307	1.2424	1.2818

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2949	1.2834	0.0115	0.9%	0.0039	0.3%	45%	False	False	520
10	1.2949	1.2759	0.0190	1.5%	0.0038	0.3%	67%	False	False	641
20	1.2949	1.2605	0.0344	2.7%	0.0029	0.2%	82%	False	False	516
40	1.2949	1.2585	0.0364	2.8%	0.0025	0.2%	83%	False	False	419
60	1.3042	1.2585	0.0457	3.5%	0.0017	0.1%	66%	False	False	292
80	1.3042	1.2585	0.0457	3.5%	0.0014	0.1%	66%	False	False	220
100	1.3042	1.2585	0.0457	3.5%	0.0012	0.1%	66%	False	False	177
120	1.3135	1.2585	0.0550	4.3%	0.0010	0.1%	55%	False	False	148

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3061
2.618	1.3004
1.618	1.2969
1.000	1.2947
0.618	1.2934
HIGH	1.2912
0.618	1.2899
0.500	1.2895
0.382	1.2890
LOW	1.2877
0.618	1.2855
1.000	1.2842
1.618	1.2820
2.618	1.2785
4.250	1.2728

Fisher Pivots for day following 13-Nov-2006
Pivot	1 day	3 day
R1	1.2895	1.2893
PP	1.2892	1.2891
S1	1.2889	1.2888

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

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