CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 06-Jul-2007

Day Change Summary
	Previous	Current
	05-Jul-2007	06-Jul-2007	Change	Change %	Previous Week
Open	1.3665	1.3686	0.0021	0.2%	1.3692
High	1.3695	1.3700	0.0005	0.0%	1.3700
Low	1.3650	1.3640	-0.0010	-0.1%	1.3640
Close	1.3665	1.3686	0.0021	0.2%	1.3686
Range	0.0045	0.0060	0.0015	33.3%	0.0060
ATR	0.0041	0.0042	0.0001	3.4%	0.0000
Volume	122	152	30	24.6%	875

Daily Pivots for day following 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3855	1.3831	1.3719
R3	1.3795	1.3771	1.3703
R2	1.3735	1.3735	1.3697
R1	1.3711	1.3711	1.3692	1.3716
PP	1.3675	1.3675	1.3675	1.3678
S1	1.3651	1.3651	1.3681	1.3656
S2	1.3615	1.3615	1.3675
S3	1.3555	1.3591	1.3670
S4	1.3495	1.3531	1.3653

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3855	1.3831	1.3719
R3	1.3795	1.3771	1.3703
R2	1.3735	1.3735	1.3697
R1	1.3711	1.3711	1.3692	1.3693
PP	1.3675	1.3675	1.3675	1.3667
S1	1.3651	1.3651	1.3681	1.3633
S2	1.3615	1.3615	1.3675
S3	1.3555	1.3591	1.3670
S4	1.3495	1.3531	1.3653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3700	1.3576	0.0124	0.9%	0.0030	0.2%	89%	True	False	191
10	1.3700	1.3501	0.0199	1.5%	0.0025	0.2%	93%	True	False	181
20	1.3700	1.3382	0.0318	2.3%	0.0014	0.1%	96%	True	False	143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.3955
2.618	1.3857
1.618	1.3797
1.000	1.3760
0.618	1.3737
HIGH	1.3700
0.618	1.3677
0.500	1.3670
0.382	1.3663
LOW	1.3640
0.618	1.3603
1.000	1.3580
1.618	1.3543
2.618	1.3483
4.250	1.3385

Fisher Pivots for day following 06-Jul-2007
Pivot	1 day	3 day
R1	1.3681	1.3681
PP	1.3675	1.3675
S1	1.3670	1.3670

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

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