CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 31-Mar-2006
Day Change Summary Previous Current 30-Mar-2006 31-Mar-2006 Change Change % Previous Week Open 1.2316 1.2357 0.0041 0.3% 1.2247 High 1.2385 1.2357 -0.0028 -0.2% 1.2385 Low 1.2316 1.2357 0.0041 0.3% 1.2243 Close 1.2391 1.2357 -0.0034 -0.3% 1.2357 Range 0.0069 0.0000 -0.0069 -100.0% 0.0142 ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000 Volume 0 15 15 18
Daily Pivots for day following 31-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2357 1.2357 1.2357 R3 1.2357 1.2357 1.2357 R2 1.2357 1.2357 1.2357 R1 1.2357 1.2357 1.2357 1.2357 PP 1.2357 1.2357 1.2357 1.2357 S1 1.2357 1.2357 1.2357 1.2357 S2 1.2357 1.2357 1.2357 S3 1.2357 1.2357 1.2357 S4 1.2357 1.2357 1.2357	Weekly Pivots for week ending 31-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2754 1.2698 1.2435 R3 1.2612 1.2556 1.2396 R2 1.2470 1.2470 1.2383 R1 1.2414 1.2414 1.2370 1.2442 PP 1.2328 1.2328 1.2328 1.2343 S1 1.2272 1.2272 1.2344 1.2300 S2 1.2186 1.2186 1.2331 S3 1.2044 1.2130 1.2318 S4 1.1902 1.1988 1.2279
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2385 1.2243 0.0142 1.1% 0.0014 0.1% 80% False False 3 10 1.2410 1.2206 0.0204 1.7% 0.0007 0.1% 74% False False 1 20 1.2441 1.2143 0.0298 2.4% 0.0003 0.0% 72% False False 1 40 1.2441 1.2116 0.0325 2.6% 0.0002 0.0% 74% False False 1
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True 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 1.2357 2.618 1.2357 1.618 1.2357 1.000 1.2357 0.618 1.2357 HIGH 1.2357 0.618 1.2357 0.500 1.2357 0.382 1.2357 LOW 1.2357 0.618 1.2357 1.000 1.2357 1.618 1.2357 2.618 1.2357 4.250 1.2357
Fisher Pivots for day following 31-Mar-2006 Pivot 1 day 3 day R1 1.2357 1.2345 PP 1.2357 1.2334 S1 1.2357 1.2322

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