CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 09-Feb-2007

Day Change Summary
	Previous	Current
	08-Feb-2007	09-Feb-2007	Change	Change %	Previous Week
Open	1.3010	1.3031	0.0021	0.2%	1.2952
High	1.3063	1.3036	-0.0027	-0.2%	1.3063
Low	1.3010	1.3003	-0.0007	-0.1%	1.2939
Close	1.3061	1.3027	-0.0034	-0.3%	1.3027
Range	0.0053	0.0033	-0.0020	-37.7%	0.0124
ATR	0.0067	0.0067	-0.0001	-1.0%	0.0000
Volume	140,395	170,366	29,971	21.3%	798,660

Daily Pivots for day following 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3121	1.3107	1.3045
R3	1.3088	1.3074	1.3036
R2	1.3055	1.3055	1.3033
R1	1.3041	1.3041	1.3030	1.3032
PP	1.3022	1.3022	1.3022	1.3017
S1	1.3008	1.3008	1.3024	1.2999
S2	1.2989	1.2989	1.3021
S3	1.2956	1.2975	1.3018
S4	1.2923	1.2942	1.3009

Weekly Pivots for week ending 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3382	1.3328	1.3095
R3	1.3258	1.3204	1.3061
R2	1.3134	1.3134	1.3050
R1	1.3080	1.3080	1.3038	1.3107
PP	1.3010	1.3010	1.3010	1.3023
S1	1.2956	1.2956	1.3016	1.2983
S2	1.2886	1.2886	1.3004
S3	1.2762	1.2832	1.2993
S4	1.2638	1.2708	1.2959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3063	1.2939	0.0124	1.0%	0.0040	0.3%	71%	False	False	159,732
10	1.3091	1.2937	0.0154	1.2%	0.0056	0.4%	58%	False	False	162,067
20	1.3091	1.2904	0.0187	1.4%	0.0057	0.4%	66%	False	False	175,133
40	1.3344	1.2904	0.0440	3.4%	0.0063	0.5%	28%	False	False	167,156
60	1.3421	1.2855	0.0566	4.3%	0.0061	0.5%	30%	False	False	114,984
80	1.3421	1.2605	0.0816	6.3%	0.0053	0.4%	52%	False	False	86,367
100	1.3421	1.2585	0.0836	6.4%	0.0046	0.4%	53%	False	False	69,158
120	1.3421	1.2585	0.0836	6.4%	0.0039	0.3%	53%	False	False	57,638

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3176
2.618	1.3122
1.618	1.3089
1.000	1.3069
0.618	1.3056
HIGH	1.3036
0.618	1.3023
0.500	1.3020
0.382	1.3016
LOW	1.3003
0.618	1.2983
1.000	1.2970
1.618	1.2950
2.618	1.2917
4.250	1.2863

Fisher Pivots for day following 09-Feb-2007
Pivot	1 day	3 day
R1	1.3025	1.3033
PP	1.3022	1.3031
S1	1.3020	1.3029

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

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