CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 16-May-2006
Day Change Summary Previous Current 15-May-2006 16-May-2006 Change Change % Previous Week Open 1.3030 1.3081 0.0051 0.4% 1.2930 High 1.3030 1.3081 0.0051 0.4% 1.3129 Low 1.3030 1.3081 0.0051 0.4% 1.2930 Close 1.3030 1.3081 0.0051 0.4% 1.3129 Range ATR 0.0051 0.0051 0.0000 0.0% 0.0000 Volume 0 3 3 2
Daily Pivots for day following 16-May-2006 Classic Woodie Camarilla DeMark R4 1.3081 1.3081 1.3081 R3 1.3081 1.3081 1.3081 R2 1.3081 1.3081 1.3081 R1 1.3081 1.3081 1.3081 1.3081 PP 1.3081 1.3081 1.3081 1.3081 S1 1.3081 1.3081 1.3081 1.3081 S2 1.3081 1.3081 1.3081 S3 1.3081 1.3081 1.3081 S4 1.3081 1.3081 1.3081	Weekly Pivots for week ending 12-May-2006 Classic Woodie Camarilla DeMark R4 1.3660 1.3593 1.3238 R3 1.3461 1.3394 1.3184 R2 1.3262 1.3262 1.3165 R1 1.3195 1.3195 1.3147 1.3229 PP 1.3063 1.3063 1.3063 1.3079 S1 1.2996 1.2996 1.3111 1.3030 S2 1.2864 1.2864 1.3093 S3 1.2665 1.2797 1.3074 S4 1.2466 1.2598 1.3020
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3129 1.3030 0.0099 0.8% 0.0000 0.0% 52% False False 10 1.3129 1.2856 0.0273 2.1% 0.0000 0.0% 82% False False 20 1.3129 1.2552 0.0577 4.4% 0.0000 0.0% 92% False False 40 1.3129 1.2206 0.0923 7.1% 0.0003 0.0% 95% False False 1 60 1.3129 1.2116 0.1013 7.7% 0.0002 0.0% 95% False False 1 80 1.3129 1.2116 0.1013 7.7% 0.0001 0.0% 95% False 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 1.3081 2.618 1.3081 1.618 1.3081 1.000 1.3081 0.618 1.3081 HIGH 1.3081 0.618 1.3081 0.500 1.3081 0.382 1.3081 LOW 1.3081 0.618 1.3081 1.000 1.3081 1.618 1.3081 2.618 1.3081 4.250 1.3081
Fisher Pivots for day following 16-May-2006 Pivot 1 day 3 day R1 1.3081 1.3081 PP 1.3081 1.3080 S1 1.3081 1.3080

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