CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 05-May-2006
Day Change Summary Previous Current 04-May-2006 05-May-2006 Change Change % Previous Week Open 1.2941 1.2962 0.0021 0.2% 1.2839 High 1.2941 1.2962 0.0021 0.2% 1.2962 Low 1.2941 1.2962 0.0021 0.2% 1.2839 Close 1.2941 1.2962 0.0021 0.2% 1.2962 Range ATR 0.0050 0.0048 -0.0002 -4.1% 0.0000 Volume 0 2 2 4
Daily Pivots for day following 05-May-2006 Classic Woodie Camarilla DeMark R4 1.2962 1.2962 1.2962 R3 1.2962 1.2962 1.2962 R2 1.2962 1.2962 1.2962 R1 1.2962 1.2962 1.2962 1.2962 PP 1.2962 1.2962 1.2962 1.2962 S1 1.2962 1.2962 1.2962 1.2962 S2 1.2962 1.2962 1.2962 S3 1.2962 1.2962 1.2962 S4 1.2962 1.2962 1.2962	Weekly Pivots for week ending 05-May-2006 Classic Woodie Camarilla DeMark R4 1.3290 1.3249 1.3030 R3 1.3167 1.3126 1.2996 R2 1.3044 1.3044 1.2985 R1 1.3003 1.3003 1.2973 1.3024 PP 1.2921 1.2921 1.2921 1.2931 S1 1.2880 1.2880 1.2951 1.2901 S2 1.2798 1.2798 1.2939 S3 1.2675 1.2757 1.2928 S4 1.2552 1.2634 1.2894
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2962 1.2839 0.0123 0.9% 0.0000 0.0% 100% True False 10 1.2962 1.2638 0.0324 2.5% 0.0000 0.0% 100% True False 20 1.2962 1.2322 0.0640 4.9% 0.0002 0.0% 100% True False 1 40 1.2962 1.2168 0.0794 6.1% 0.0003 0.0% 100% True False 1 60 1.2962 1.2116 0.0846 6.5% 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 1.2962 2.618 1.2962 1.618 1.2962 1.000 1.2962 0.618 1.2962 HIGH 1.2962 0.618 1.2962 0.500 1.2962 0.382 1.2962 LOW 1.2962 0.618 1.2962 1.000 1.2962 1.618 1.2962 2.618 1.2962 4.250 1.2962
Fisher Pivots for day following 05-May-2006 Pivot 1 day 3 day R1 1.2962 1.2944 PP 1.2962 1.2927 S1 1.2962 1.2909

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