CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary Previous Current 29-Jun-2007 02-Jul-2007 Change Change % Previous Week Open 1.3602 1.3692 0.0090 0.7% 1.3527 High 1.3606 1.3692 0.0086 0.6% 1.3606 Low 1.3576 1.3692 0.0116 0.9% 1.3501 Close 1.3601 1.3692 0.0091 0.7% 1.3601 Range 0.0030 0.0000 -0.0030 -100.0% 0.0105 ATR 0.0038 0.0042 0.0004 10.0% 0.0000 Volume 82 232 150 182.9% 819
Daily Pivots for day following 02-Jul-2007 Classic Woodie Camarilla DeMark R4 1.3692 1.3692 1.3692 R3 1.3692 1.3692 1.3692 R2 1.3692 1.3692 1.3692 R1 1.3692 1.3692 1.3692 1.3692 PP 1.3692 1.3692 1.3692 1.3692 S1 1.3692 1.3692 1.3692 1.3692 S2 1.3692 1.3692 1.3692 S3 1.3692 1.3692 1.3692 S4 1.3692 1.3692 1.3692	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 1.3884 1.3848 1.3659 R3 1.3779 1.3743 1.3630 R2 1.3674 1.3674 1.3620 R1 1.3638 1.3638 1.3611 1.3656 PP 1.3569 1.3569 1.3569 1.3579 S1 1.3533 1.3533 1.3591 1.3551 S2 1.3464 1.3464 1.3582 S3 1.3359 1.3428 1.3572 S4 1.3254 1.3323 1.3543
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3692 1.3501 0.0191 1.4% 0.0015 0.1% 100% True False 144 10 1.3692 1.3460 0.0232 1.7% 0.0014 0.1% 100% True False 140 20 1.3692 1.3382 0.0310 2.3% 0.0010 0.1% 100% True False 118
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.3692 2.618 1.3692 1.618 1.3692 1.000 1.3692 0.618 1.3692 HIGH 1.3692 0.618 1.3692 0.500 1.3692 0.382 1.3692 LOW 1.3692 0.618 1.3692 1.000 1.3692 1.618 1.3692 2.618 1.3692 4.250 1.3692
Fisher Pivots for day following 02-Jul-2007 Pivot 1 day 3 day R1 1.3692 1.3661 PP 1.3692 1.3630 S1 1.3692 1.3599

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