CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary Previous Current 11-Jul-2007 12-Jul-2007 Change Change % Previous Week Open 1.3816 1.3846 0.0030 0.2% 1.3692 High 1.3840 1.3845 0.0005 0.0% 1.3700 Low 1.3816 1.3845 0.0029 0.2% 1.3640 Close 1.3826 1.3846 0.0020 0.1% 1.3686 Range 0.0024 0.0000 -0.0024 -100.0% 0.0060 ATR 0.0045 0.0043 -0.0002 -4.1% 0.0000 Volume 550 509 -41 -7.5% 875
Daily Pivots for day following 12-Jul-2007 Classic Woodie Camarilla DeMark R4 1.3845 1.3846 1.3846 R3 1.3845 1.3846 1.3846 R2 1.3845 1.3845 1.3846 R1 1.3846 1.3846 1.3846 1.3846 PP 1.3845 1.3845 1.3845 1.3846 S1 1.3846 1.3846 1.3846 1.3846 S2 1.3845 1.3845 1.3846 S3 1.3845 1.3846 1.3846 S4 1.3845 1.3846 1.3846	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 1.3845 1.3640 0.0205 1.5% 0.0032 0.2% 100% True False 287 10 1.3845 1.3505 0.0340 2.5% 0.0028 0.2% 100% True False 236 20 1.3845 1.3385 0.0460 3.3% 0.0019 0.1% 100% True False 187
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0005 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 1.3845 2.618 1.3845 1.618 1.3845 1.000 1.3845 0.618 1.3845 HIGH 1.3845 0.618 1.3845 0.500 1.3845 0.382 1.3845 LOW 1.3845 0.618 1.3845 1.000 1.3845 1.618 1.3845 2.618 1.3845 4.250 1.3845
Fisher Pivots for day following 12-Jul-2007 Pivot 1 day 3 day R1 1.3846 1.3827 PP 1.3845 1.3807 S1 1.3845 1.3788

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