CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 28-Apr-2006
Day Change Summary Previous Current 27-Apr-2006 28-Apr-2006 Change Change % Previous Week Open 1.2766 1.2860 0.0094 0.7% 1.2638 High 1.2766 1.2860 0.0094 0.7% 1.2860 Low 1.2766 1.2860 0.0094 0.7% 1.2638 Close 1.2766 1.2838 0.0072 0.6% 1.2838 Range ATR 0.0054 0.0057 0.0003 5.2% 0.0000 Volume
Daily Pivots for day following 28-Apr-2006 Classic Woodie Camarilla DeMark R4 1.2853 1.2845 1.2838 R3 1.2853 1.2845 1.2838 R2 1.2853 1.2853 1.2838 R1 1.2845 1.2845 1.2838 1.2849 PP 1.2853 1.2853 1.2853 1.2855 S1 1.2845 1.2845 1.2838 1.2849 S2 1.2853 1.2853 1.2838 S3 1.2853 1.2845 1.2838 S4 1.2853 1.2845 1.2838	Weekly Pivots for week ending 28-Apr-2006 Classic Woodie Camarilla DeMark R4 1.3445 1.3363 1.2960 R3 1.3223 1.3141 1.2899 R2 1.3001 1.3001 1.2879 R1 1.2919 1.2919 1.2858 1.2960 PP 1.2779 1.2779 1.2779 1.2799 S1 1.2697 1.2697 1.2818 1.2738 S2 1.2557 1.2557 1.2797 S3 1.2335 1.2475 1.2777 S4 1.2113 1.2253 1.2716
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2860 1.2638 0.0222 1.7% 0.0000 0.0% 90% True False 10 1.2860 1.2508 0.0352 2.7% 0.0002 0.0% 94% True False 1 20 1.2860 1.2322 0.0538 4.2% 0.0002 0.0% 96% True False 2 40 1.2860 1.2143 0.0717 5.6% 0.0003 0.0% 97% True False 1 60 1.2860 1.2116 0.0744 5.8% 0.0002 0.0% 97% 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 1.2860 2.618 1.2860 1.618 1.2860 1.000 1.2860 0.618 1.2860 HIGH 1.2860 0.618 1.2860 0.500 1.2860 0.382 1.2860 LOW 1.2860 0.618 1.2860 1.000 1.2860 1.618 1.2860 2.618 1.2860 4.250 1.2860
Fisher Pivots for day following 28-Apr-2006 Pivot 1 day 3 day R1 1.2860 1.2817 PP 1.2853 1.2796 S1 1.2845 1.2775

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