CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary Previous Current 23-Jan-2007 24-Jan-2007 Change Change % Previous Week Open 1.3140 1.3080 -0.0060 -0.5% 1.3043 High 1.3155 1.3080 -0.0075 -0.6% 1.3084 Low 1.3135 1.3080 -0.0055 -0.4% 1.3043 Close 1.3140 1.3080 -0.0060 -0.5% 1.3084 Range 0.0020 0.0000 -0.0020 -100.0% 0.0041 ATR 0.0039 0.0041 0.0001 3.7% 0.0000 Volume 4 7 3 75.0% 65
Daily Pivots for day following 24-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3080 1.3080 1.3080 R3 1.3080 1.3080 1.3080 R2 1.3080 1.3080 1.3080 R1 1.3080 1.3080 1.3080 1.3080 PP 1.3080 1.3080 1.3080 1.3080 S1 1.3080 1.3080 1.3080 1.3080 S2 1.3080 1.3080 1.3080 S3 1.3080 1.3080 1.3080 S4 1.3080 1.3080 1.3080	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 1.3193 1.3180 1.3107 R3 1.3152 1.3139 1.3095 R2 1.3111 1.3111 1.3092 R1 1.3098 1.3098 1.3088 1.3105 PP 1.3070 1.3070 1.3070 1.3074 S1 1.3057 1.3057 1.3080 1.3064 S2 1.3029 1.3029 1.3076 S3 1.2988 1.3016 1.3073 S4 1.2947 1.2975 1.3061
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3155 1.3072 0.0083 0.6% 0.0004 0.0% 10% False False 5 10 1.3155 1.3012 0.0143 1.1% 0.0002 0.0% 48% False False 25 20 1.3417 1.3012 0.0405 3.1% 0.0001 0.0% 17% False False 20 40 1.3472 1.3012 0.0460 3.5% 0.0001 0.0% 15% False False 14
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3080 2.618 1.3080 1.618 1.3080 1.000 1.3080 0.618 1.3080 HIGH 1.3080 0.618 1.3080 0.500 1.3080 0.382 1.3080 LOW 1.3080 0.618 1.3080 1.000 1.3080 1.618 1.3080 2.618 1.3080 4.250 1.3080
Fisher Pivots for day following 24-Jan-2007 Pivot 1 day 3 day R1 1.3080 1.3114 PP 1.3080 1.3102 S1 1.3080 1.3091

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