CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 31-May-2006
Day Change Summary Previous Current 30-May-2006 31-May-2006 Change Change % Previous Week Open 1.3088 1.3021 -0.0067 -0.5% 1.3086 High 1.3088 1.3021 -0.0067 -0.5% 1.3090 Low 1.3088 1.3021 -0.0067 -0.5% 1.2933 Close 1.3088 1.3021 -0.0067 -0.5% 1.2933 Range ATR 0.0064 0.0064 0.0000 0.4% 0.0000 Volume
Daily Pivots for day following 31-May-2006 Classic Woodie Camarilla DeMark R4 1.3021 1.3021 1.3021 R3 1.3021 1.3021 1.3021 R2 1.3021 1.3021 1.3021 R1 1.3021 1.3021 1.3021 1.3021 PP 1.3021 1.3021 1.3021 1.3021 S1 1.3021 1.3021 1.3021 1.3021 S2 1.3021 1.3021 1.3021 S3 1.3021 1.3021 1.3021 S4 1.3021 1.3021 1.3021	Weekly Pivots for week ending 26-May-2006 Classic Woodie Camarilla DeMark R4 1.3456 1.3352 1.3019 R3 1.3299 1.3195 1.2976 R2 1.3142 1.3142 1.2962 R1 1.3038 1.3038 1.2947 1.3012 PP 1.2985 1.2985 1.2985 1.2972 S1 1.2881 1.2881 1.2919 1.2855 S2 1.2828 1.2828 1.2904 S3 1.2671 1.2724 1.2890 S4 1.2514 1.2567 1.2847
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3088 1.2933 0.0155 1.2% 0.0000 0.0% 57% False False 1 10 1.3090 1.2933 0.0157 1.2% 0.0000 0.0% 56% False False 20 1.3129 1.2856 0.0273 2.1% 0.0000 0.0% 60% False False 40 1.3129 1.2322 0.0807 6.2% 0.0001 0.0% 87% False False 1 60 1.3129 1.2143 0.0986 7.6% 0.0002 0.0% 89% False False 1 80 1.3129 1.2116 0.1013 7.8% 0.0001 0.0% 89% 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 1.3021 2.618 1.3021 1.618 1.3021 1.000 1.3021 0.618 1.3021 HIGH 1.3021 0.618 1.3021 0.500 1.3021 0.382 1.3021 LOW 1.3021 0.618 1.3021 1.000 1.3021 1.618 1.3021 2.618 1.3021 4.250 1.3021
Fisher Pivots for day following 31-May-2006 Pivot 1 day 3 day R1 1.3021 1.3018 PP 1.3021 1.3014 S1 1.3021 1.3011

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