CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 07-Feb-2007

Day Change Summary
	Previous	Current
	06-Feb-2007	07-Feb-2007	Change	Change %	Previous Week
Open	1.2977	1.3009	0.0032	0.2%	1.2950
High	1.3016	1.3050	0.0034	0.3%	1.3091
Low	1.2963	1.3009	0.0046	0.4%	1.2937
Close	1.3005	1.3030	0.0025	0.2%	1.2991
Range	0.0053	0.0041	-0.0012	-22.6%	0.0154
ATR	0.0070	0.0068	-0.0002	-2.6%	0.0000
Volume	124,688	125,431	743	0.6%	822,014

Daily Pivots for day following 07-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3153	1.3132	1.3053
R3	1.3112	1.3091	1.3041
R2	1.3071	1.3071	1.3038
R1	1.3050	1.3050	1.3034	1.3061
PP	1.3030	1.3030	1.3030	1.3035
S1	1.3009	1.3009	1.3026	1.3020
S2	1.2989	1.2989	1.3022
S3	1.2948	1.2968	1.3019
S4	1.2907	1.2927	1.3007

Weekly Pivots for week ending 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3468	1.3384	1.3076
R3	1.3314	1.3230	1.3033
R2	1.3160	1.3160	1.3019
R1	1.3076	1.3076	1.3005	1.3118
PP	1.3006	1.3006	1.3006	1.3028
S1	1.2922	1.2922	1.2977	1.2964
S2	1.2852	1.2852	1.2963
S3	1.2698	1.2768	1.2949
S4	1.2544	1.2614	1.2906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3091	1.2939	0.0152	1.2%	0.0054	0.4%	60%	False	False	178,810
10	1.3091	1.2910	0.0181	1.4%	0.0060	0.5%	66%	False	False	169,468
20	1.3091	1.2904	0.0187	1.4%	0.0061	0.5%	67%	False	False	175,430
40	1.3352	1.2904	0.0448	3.4%	0.0065	0.5%	28%	False	False	162,423
60	1.3421	1.2855	0.0566	4.3%	0.0060	0.5%	31%	False	False	109,830
80	1.3421	1.2585	0.0836	6.4%	0.0052	0.4%	53%	False	False	82,502
100	1.3421	1.2585	0.0836	6.4%	0.0046	0.3%	53%	False	False	66,054
120	1.3421	1.2585	0.0836	6.4%	0.0038	0.3%	53%	False	False	55,049

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3224
2.618	1.3157
1.618	1.3116
1.000	1.3091
0.618	1.3075
HIGH	1.3050
0.618	1.3034
0.500	1.3030
0.382	1.3025
LOW	1.3009
0.618	1.2984
1.000	1.2968
1.618	1.2943
2.618	1.2902
4.250	1.2835

Fisher Pivots for day following 07-Feb-2007
Pivot	1 day	3 day
R1	1.3030	1.3018
PP	1.3030	1.3006
S1	1.3030	1.2995

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

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