CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary Previous Current 20-Jul-2007 23-Jul-2007 Change Change % Previous Week Open 1.3873 1.3862 -0.0011 -0.1% 1.3844 High 1.3890 1.3856 -0.0034 -0.2% 1.3890 Low 1.3873 1.3856 -0.0017 -0.1% 1.3825 Close 1.3880 1.3862 -0.0018 -0.1% 1.3880 Range 0.0017 0.0000 -0.0017 -100.0% 0.0065 ATR 0.0035 0.0035 -0.0001 -2.3% 0.0000 Volume 145 272 127 87.6% 1,100
Daily Pivots for day following 23-Jul-2007 Classic Woodie Camarilla DeMark R4 1.3858 1.3860 1.3862 R3 1.3858 1.3860 1.3862 R2 1.3858 1.3858 1.3862 R1 1.3860 1.3860 1.3862 1.3862 PP 1.3858 1.3858 1.3858 1.3859 S1 1.3860 1.3860 1.3862 1.3862 S2 1.3858 1.3858 1.3862 S3 1.3858 1.3860 1.3862 S4 1.3858 1.3860 1.3862	Weekly Pivots for week ending 20-Jul-2007 Classic Woodie Camarilla DeMark R4 1.4060 1.4035 1.3916 R3 1.3995 1.3970 1.3898 R2 1.3930 1.3930 1.3892 R1 1.3905 1.3905 1.3886 1.3918 PP 1.3865 1.3865 1.3865 1.3871 S1 1.3840 1.3840 1.3874 1.3853 S2 1.3800 1.3800 1.3868 S3 1.3735 1.3775 1.3862 S4 1.3670 1.3710 1.3844
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3890 1.3825 0.0065 0.5% 0.0021 0.2% 57% False False 183 10 1.3890 1.3730 0.0160 1.2% 0.0019 0.1% 83% False False 290 20 1.3890 1.3501 0.0389 2.8% 0.0021 0.2% 93% False False 237
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0004 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.3856 2.618 1.3856 1.618 1.3856 1.000 1.3856 0.618 1.3856 HIGH 1.3856 0.618 1.3856 0.500 1.3856 0.382 1.3856 LOW 1.3856 0.618 1.3856 1.000 1.3856 1.618 1.3856 2.618 1.3856 4.250 1.3856
Fisher Pivots for day following 23-Jul-2007 Pivot 1 day 3 day R1 1.3860 1.3873 PP 1.3858 1.3869 S1 1.3856 1.3866

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