CME Euro FX Future June 2007

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Trading Metrics calculated at close of trading on 11-May-2006
Day Change Summary Previous Current 10-May-2006 11-May-2006 Change Change % Previous Week Open 1.3080 1.3128 0.0048 0.4% 1.2894 High 1.3080 1.3128 0.0048 0.4% 1.3017 Low 1.3080 1.3128 0.0048 0.4% 1.2894 Close 1.3088 1.3128 0.0040 0.3% 1.3017 Range ATR 0.0045 0.0045 0.0000 -0.8% 0.0000 Volume 0 5 5 12
Daily Pivots for day following 11-May-2006 Classic Woodie Camarilla DeMark R4 1.3128 1.3128 1.3128 R3 1.3128 1.3128 1.3128 R2 1.3128 1.3128 1.3128 R1 1.3128 1.3128 1.3128 1.3128 PP 1.3128 1.3128 1.3128 1.3128 S1 1.3128 1.3128 1.3128 1.3128 S2 1.3128 1.3128 1.3128 S3 1.3128 1.3128 1.3128 S4 1.3128 1.3128 1.3128	Weekly Pivots for week ending 05-May-2006 Classic Woodie Camarilla DeMark R4 1.3345 1.3304 1.3085 R3 1.3222 1.3181 1.3051 R2 1.3099 1.3099 1.3040 R1 1.3058 1.3058 1.3028 1.3079 PP 1.2976 1.2976 1.2976 1.2986 S1 1.2935 1.2935 1.3006 1.2956 S2 1.2853 1.2853 1.2994 S3 1.2730 1.2812 1.2983 S4 1.2607 1.2689 1.2949
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3128 1.2985 0.0143 1.1% 0.0000 0.0% 100% True False 2 10 1.3128 1.2893 0.0235 1.8% 0.0000 0.0% 100% True False 2 20 1.3128 1.2395 0.0733 5.6% 0.0000 0.0% 100% True False 1 40 1.3128 1.2261 0.0867 6.6% 0.0000 0.0% 100% True False 1 60 1.3128 1.2174 0.0954 7.3% 0.0000 0.0% 100% True False
Crabel Price Patterns NR False NR4 False 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.3128 2.618 1.3128 1.618 1.3128 1.000 1.3128 0.618 1.3128 HIGH 1.3128 0.618 1.3128 0.500 1.3128 0.382 1.3128 LOW 1.3128 0.618 1.3128 1.000 1.3128 1.618 1.3128 2.618 1.3128 4.250 1.3128
Fisher Pivots for day following 11-May-2006 Pivot 1 day 3 day R1 1.3128 1.3112 PP 1.3128 1.3097 S1 1.3128 1.3081

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