CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 27-Apr-2006
Day Change Summary Previous Current 26-Apr-2006 27-Apr-2006 Change Change % Previous Week Open 1.2689 1.2766 0.0077 0.6% 1.2525 High 1.2689 1.2766 0.0077 0.6% 1.2622 Low 1.2689 1.2766 0.0077 0.6% 1.2508 Close 1.2689 1.2766 0.0077 0.6% 1.2577 Range ATR 0.0053 0.0054 0.0002 3.3% 0.0000 Volume
Daily Pivots for day following 27-Apr-2006 Classic Woodie Camarilla DeMark R4 1.2766 1.2766 1.2766 R3 1.2766 1.2766 1.2766 R2 1.2766 1.2766 1.2766 R1 1.2766 1.2766 1.2766 1.2766 PP 1.2766 1.2766 1.2766 1.2766 S1 1.2766 1.2766 1.2766 1.2766 S2 1.2766 1.2766 1.2766 S3 1.2766 1.2766 1.2766 S4 1.2766 1.2766 1.2766	Weekly Pivots for week ending 21-Apr-2006 Classic Woodie Camarilla DeMark R4 1.2911 1.2858 1.2640 R3 1.2797 1.2744 1.2608 R2 1.2683 1.2683 1.2598 R1 1.2630 1.2630 1.2587 1.2657 PP 1.2569 1.2569 1.2569 1.2582 S1 1.2516 1.2516 1.2567 1.2543 S2 1.2455 1.2455 1.2556 S3 1.2341 1.2402 1.2546 S4 1.2227 1.2288 1.2514
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2766 1.2577 0.0189 1.5% 0.0000 0.0% 100% True False 10 1.2766 1.2340 0.0426 3.3% 0.0002 0.0% 100% True False 3 20 1.2766 1.2316 0.0450 3.5% 0.0005 0.0% 100% True False 2 40 1.2766 1.2143 0.0623 4.9% 0.0003 0.0% 100% True False 2 60 1.2766 1.2116 0.0650 5.1% 0.0002 0.0% 100% True False 1
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 1.2766 2.618 1.2766 1.618 1.2766 1.000 1.2766 0.618 1.2766 HIGH 1.2766 0.618 1.2766 0.500 1.2766 0.382 1.2766 LOW 1.2766 0.618 1.2766 1.000 1.2766 1.618 1.2766 2.618 1.2766 4.250 1.2766
Fisher Pivots for day following 27-Apr-2006 Pivot 1 day 3 day R1 1.2766 1.2750 PP 1.2766 1.2733 S1 1.2766 1.2717

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