CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary Previous Current 15-Jun-2007 18-Jun-2007 Change Change % Previous Week Open 1.3446 1.3486 0.0040 0.3% 1.3433 High 1.3454 1.3480 0.0026 0.2% 1.3454 Low 1.3443 1.3480 0.0037 0.3% 1.3382 Close 1.3452 1.3486 0.0034 0.3% 1.3452 Range 0.0011 0.0000 -0.0011 -100.0% 0.0072 ATR Volume 102 244 142 139.2% 241
Daily Pivots for day following 18-Jun-2007 Classic Woodie Camarilla DeMark R4 1.3482 1.3484 1.3486 R3 1.3482 1.3484 1.3486 R2 1.3482 1.3482 1.3486 R1 1.3484 1.3484 1.3486 1.3486 PP 1.3482 1.3482 1.3482 1.3483 S1 1.3484 1.3484 1.3486 1.3486 S2 1.3482 1.3482 1.3486 S3 1.3482 1.3484 1.3486 S4 1.3482 1.3484 1.3486	Weekly Pivots for week ending 15-Jun-2007 Classic Woodie Camarilla DeMark R4 1.3645 1.3621 1.3492 R3 1.3573 1.3549 1.3472 R2 1.3501 1.3501 1.3465 R1 1.3477 1.3477 1.3459 1.3489 PP 1.3429 1.3429 1.3429 1.3436 S1 1.3405 1.3405 1.3445 1.3417 S2 1.3357 1.3357 1.3439 S3 1.3285 1.3333 1.3432 S4 1.3213 1.3261 1.3412
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3480 1.3382 0.0098 0.7% 0.0002 0.0% 106% True False 92 10 1.3621 1.3382 0.0239 1.8% 0.0006 0.0% 44% False False 96
Crabel Price Patterns NR True 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 -0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3480 2.618 1.3480 1.618 1.3480 1.000 1.3480 0.618 1.3480 HIGH 1.3480 0.618 1.3480 0.500 1.3480 0.382 1.3480 LOW 1.3480 0.618 1.3480 1.000 1.3480 1.618 1.3480 2.618 1.3480 4.250 1.3480
Fisher Pivots for day following 18-Jun-2007 Pivot 1 day 3 day R1 1.3484 1.3468 PP 1.3482 1.3450 S1 1.3480 1.3433

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