CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary Previous Current 20-Feb-2007 21-Feb-2007 Change Change % Previous Week Open 1.3239 1.3239 0.0000 0.0% 1.3070 High 1.3239 1.3239 0.0000 0.0% 1.3253 Low 1.3239 1.3239 0.0000 0.0% 1.3070 Close 1.3239 1.3244 0.0005 0.0% 1.3241 Range ATR 0.0037 0.0034 -0.0003 -7.1% 0.0000 Volume 1 6 5 500.0% 19
Daily Pivots for day following 21-Feb-2007 Classic Woodie Camarilla DeMark R4 1.3241 1.3242 1.3244 R3 1.3241 1.3242 1.3244 R2 1.3241 1.3241 1.3244 R1 1.3242 1.3242 1.3244 1.3242 PP 1.3241 1.3241 1.3241 1.3240 S1 1.3242 1.3242 1.3244 1.3242 S2 1.3241 1.3241 1.3244 S3 1.3241 1.3242 1.3244 S4 1.3241 1.3242 1.3244	Weekly Pivots for week ending 16-Feb-2007 Classic Woodie Camarilla DeMark R4 1.3737 1.3672 1.3342 R3 1.3554 1.3489 1.3291 R2 1.3371 1.3371 1.3275 R1 1.3306 1.3306 1.3258 1.3339 PP 1.3188 1.3188 1.3188 1.3204 S1 1.3123 1.3123 1.3224 1.3156 S2 1.3005 1.3005 1.3207 S3 1.2822 1.2940 1.3191 S4 1.2639 1.2757 1.3140
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3253 1.3205 0.0048 0.4% 0.0000 0.0% 81% False False 4 10 1.3253 1.3070 0.0183 1.4% 0.0000 0.0% 95% False False 3 20 1.3253 1.3024 0.0229 1.7% 0.0004 0.0% 96% False False 2 40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 57% False False 11 60 1.3472 1.3012 0.0460 3.5% 0.0002 0.0% 50% False False 10
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 True 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch -0.0003	Fibonacci Retracements and Extensions 4.250 1.3239 2.618 1.3239 1.618 1.3239 1.000 1.3239 0.618 1.3239 HIGH 1.3239 0.618 1.3239 0.500 1.3239 0.382 1.3239 LOW 1.3239 0.618 1.3239 1.000 1.3239 1.618 1.3239 2.618 1.3239 4.250 1.3239
Fisher Pivots for day following 21-Feb-2007 Pivot 1 day 3 day R1 1.3242 1.3243 PP 1.3241 1.3241 S1 1.3239 1.3240

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