CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary Previous Current 20-Jun-2007 21-Jun-2007 Change Change % Previous Week Open 1.3504 1.3460 -0.0044 -0.3% 1.3433 High 1.3504 1.3460 -0.0044 -0.3% 1.3454 Low 1.3490 1.3460 -0.0030 -0.2% 1.3382 Close 1.3491 1.3460 -0.0031 -0.2% 1.3452 Range 0.0014 0.0000 -0.0014 -100.0% 0.0072 ATR 0.0033 0.0033 0.0000 -0.5% 0.0000 Volume 72 97 25 34.7% 241
Daily Pivots for day following 21-Jun-2007 Classic Woodie Camarilla DeMark R4 1.3460 1.3460 1.3460 R3 1.3460 1.3460 1.3460 R2 1.3460 1.3460 1.3460 R1 1.3460 1.3460 1.3460 1.3460 PP 1.3460 1.3460 1.3460 1.3460 S1 1.3460 1.3460 1.3460 1.3460 S2 1.3460 1.3460 1.3460 S3 1.3460 1.3460 1.3460 S4 1.3460 1.3460 1.3460	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 1.3504 1.3443 0.0061 0.5% 0.0005 0.0% 28% False False 115 10 1.3504 1.3382 0.0122 0.9% 0.0003 0.0% 64% False False 104
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 -0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3460 2.618 1.3460 1.618 1.3460 1.000 1.3460 0.618 1.3460 HIGH 1.3460 0.618 1.3460 0.500 1.3460 0.382 1.3460 LOW 1.3460 0.618 1.3460 1.000 1.3460 1.618 1.3460 2.618 1.3460 4.250 1.3460
Fisher Pivots for day following 21-Jun-2007 Pivot 1 day 3 day R1 1.3460 1.3482 PP 1.3460 1.3475 S1 1.3460 1.3467

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