CME Euro FX Future September 2007

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Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary Previous Current 27-Feb-2007 28-Feb-2007 Change Change % Previous Week Open 1.3343 1.3329 -0.0014 -0.1% 1.3239 High 1.3350 1.3329 -0.0021 -0.2% 1.3266 Low 1.3350 1.3329 -0.0021 -0.2% 1.3219 Close 1.3343 1.3329 -0.0014 -0.1% 1.3266 Range ATR 0.0035 0.0033 -0.0001 -4.3% 0.0000 Volume 0 4 4 64
Daily Pivots for day following 28-Feb-2007 Classic Woodie Camarilla DeMark R4 1.3329 1.3329 1.3329 R3 1.3329 1.3329 1.3329 R2 1.3329 1.3329 1.3329 R1 1.3329 1.3329 1.3329 1.3329 PP 1.3329 1.3329 1.3329 1.3329 S1 1.3329 1.3329 1.3329 1.3329 S2 1.3329 1.3329 1.3329 S3 1.3329 1.3329 1.3329 S4 1.3329 1.3329 1.3329	Weekly Pivots for week ending 23-Feb-2007 Classic Woodie Camarilla DeMark R4 1.3391 1.3376 1.3292 R3 1.3344 1.3329 1.3279 R2 1.3297 1.3297 1.3275 R1 1.3282 1.3282 1.3270 1.3290 PP 1.3250 1.3250 1.3250 1.3254 S1 1.3235 1.3235 1.3262 1.3243 S2 1.3203 1.3203 1.3257 S3 1.3156 1.3188 1.3253 S4 1.3109 1.3141 1.3240
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3350 1.3219 0.0131 1.0% 0.0003 0.0% 84% False False 13 10 1.3350 1.3205 0.0145 1.1% 0.0002 0.0% 86% False False 9 20 1.3350 1.3040 0.0310 2.3% 0.0005 0.0% 93% False False 5 40 1.3417 1.3012 0.0405 3.0% 0.0003 0.0% 78% False False 10 60 1.3472 1.3012 0.0460 3.5% 0.0002 0.0% 69% False False 11 80 1.3472 1.2875 0.0597 4.5% 0.0002 0.0% 76% False False 8
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 -0.0004	Fibonacci Retracements and Extensions 4.250 1.3329 2.618 1.3329 1.618 1.3329 1.000 1.3329 0.618 1.3329 HIGH 1.3329 0.618 1.3329 0.500 1.3329 0.382 1.3329 LOW 1.3329 0.618 1.3329 1.000 1.3329 1.618 1.3329 2.618 1.3329 4.250 1.3329
Fisher Pivots for day following 28-Feb-2007 Pivot 1 day 3 day R1 1.3329 1.3324 PP 1.3329 1.3320 S1 1.3329 1.3315

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