CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 23-May-2006
Day Change Summary Previous Current 22-May-2006 23-May-2006 Change Change % Previous Week Open 1.3086 1.3089 0.0003 0.0% 1.3030 High 1.3090 1.3089 -0.0001 0.0% 1.3081 Low 1.3090 1.3089 -0.0001 0.0% 1.2971 Close 1.3086 1.3089 0.0003 0.0% 1.2996 Range ATR 0.0059 0.0055 -0.0004 -6.8% 0.0000 Volume
Daily Pivots for day following 23-May-2006 Classic Woodie Camarilla DeMark R4 1.3089 1.3089 1.3089 R3 1.3089 1.3089 1.3089 R2 1.3089 1.3089 1.3089 R1 1.3089 1.3089 1.3089 1.3089 PP 1.3089 1.3089 1.3089 1.3089 S1 1.3089 1.3089 1.3089 1.3089 S2 1.3089 1.3089 1.3089 S3 1.3089 1.3089 1.3089 S4 1.3089 1.3089 1.3089	Weekly Pivots for week ending 19-May-2006 Classic Woodie Camarilla DeMark R4 1.3346 1.3281 1.3057 R3 1.3236 1.3171 1.3026 R2 1.3126 1.3126 1.3016 R1 1.3061 1.3061 1.3006 1.3039 PP 1.3016 1.3016 1.3016 1.3005 S1 1.2951 1.2951 1.2986 1.2929 S2 1.2906 1.2906 1.2976 S3 1.2796 1.2841 1.2966 S4 1.2686 1.2731 1.2936
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3090 1.2971 0.0119 0.9% 0.0000 0.0% 99% False False 10 1.3129 1.2971 0.0158 1.2% 0.0000 0.0% 75% False False 20 1.3129 1.2689 0.0440 3.4% 0.0000 0.0% 91% False False 40 1.3129 1.2243 0.0886 6.8% 0.0003 0.0% 95% False False 1 60 1.3129 1.2143 0.0986 7.5% 0.0002 0.0% 96% False False 1 80 1.3129 1.2116 0.1013 7.7% 0.0001 0.0% 96% 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 -0.0001	Fibonacci Retracements and Extensions 4.250 1.3089 2.618 1.3089 1.618 1.3089 1.000 1.3089 0.618 1.3089 HIGH 1.3089 0.618 1.3089 0.500 1.3089 0.382 1.3089 LOW 1.3089 0.618 1.3089 1.000 1.3089 1.618 1.3089 2.618 1.3089 4.250 1.3089
Fisher Pivots for day following 23-May-2006 Pivot 1 day 3 day R1 1.3089 1.3074 PP 1.3089 1.3058 S1 1.3089 1.3043

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