CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 21-Nov-2006

Day Change Summary
	Previous	Current
	20-Nov-2006	21-Nov-2006	Change	Change %	Previous Week
Open	1.2905	1.2895	-0.0010	-0.1%	1.2907
High	1.2905	1.2918	0.0013	0.1%	1.2940
Low	1.2882	1.2892	0.0010	0.1%	1.2855
Close	1.2885	1.2914	0.0029	0.2%	1.2887
Range	0.0023	0.0026	0.0003	13.0%	0.0085
ATR	0.0047	0.0046	-0.0001	-2.2%	0.0000
Volume	1,042	576	-466	-44.7%	2,939

Daily Pivots for day following 21-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2986	1.2976	1.2928
R3	1.2960	1.2950	1.2921
R2	1.2934	1.2934	1.2919
R1	1.2924	1.2924	1.2916	1.2929
PP	1.2908	1.2908	1.2908	1.2911
S1	1.2898	1.2898	1.2912	1.2903
S2	1.2882	1.2882	1.2909
S3	1.2856	1.2872	1.2907
S4	1.2830	1.2846	1.2900

Weekly Pivots for week ending 17-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3149	1.3103	1.2934
R3	1.3064	1.3018	1.2910
R2	1.2979	1.2979	1.2903
R1	1.2933	1.2933	1.2895	1.2914
PP	1.2894	1.2894	1.2894	1.2884
S1	1.2848	1.2848	1.2879	1.2829
S2	1.2809	1.2809	1.2871
S3	1.2724	1.2763	1.2864
S4	1.2639	1.2678	1.2840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2918	1.2855	0.0063	0.5%	0.0036	0.3%	94%	True	False	710
10	1.2949	1.2834	0.0115	0.9%	0.0040	0.3%	70%	False	False	619
20	1.2949	1.2680	0.0269	2.1%	0.0035	0.3%	87%	False	False	617
40	1.2949	1.2585	0.0364	2.8%	0.0026	0.2%	90%	False	False	491
60	1.2973	1.2585	0.0388	3.0%	0.0021	0.2%	85%	False	False	358
80	1.3042	1.2585	0.0457	3.5%	0.0016	0.1%	72%	False	False	269
100	1.3042	1.2585	0.0457	3.5%	0.0015	0.1%	72%	False	False	217
120	1.3135	1.2585	0.0550	4.3%	0.0012	0.1%	60%	False	False	181

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3029
2.618	1.2986
1.618	1.2960
1.000	1.2944
0.618	1.2934
HIGH	1.2918
0.618	1.2908
0.500	1.2905
0.382	1.2902
LOW	1.2892
0.618	1.2876
1.000	1.2866
1.618	1.2850
2.618	1.2824
4.250	1.2782

Fisher Pivots for day following 21-Nov-2006
Pivot	1 day	3 day
R1	1.2911	1.2905
PP	1.2908	1.2896
S1	1.2905	1.2887

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

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