CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary Previous Current 25-Jun-2007 26-Jun-2007 Change Change % Previous Week Open 1.3527 1.3537 0.0010 0.1% 1.3486 High 1.3540 1.3537 -0.0003 0.0% 1.3535 Low 1.3517 1.3537 0.0020 0.1% 1.3460 Close 1.3536 1.3537 0.0001 0.0% 1.3536 Range 0.0023 0.0000 -0.0023 -100.0% 0.0075 ATR 0.0035 0.0033 -0.0002 -6.9% 0.0000 Volume 330 155 -175 -53.0% 600
Daily Pivots for day following 26-Jun-2007 Classic Woodie Camarilla DeMark R4 1.3537 1.3537 1.3537 R3 1.3537 1.3537 1.3537 R2 1.3537 1.3537 1.3537 R1 1.3537 1.3537 1.3537 1.3537 PP 1.3537 1.3537 1.3537 1.3537 S1 1.3537 1.3537 1.3537 1.3537 S2 1.3537 1.3537 1.3537 S3 1.3537 1.3537 1.3537 S4 1.3537 1.3537 1.3537	Weekly Pivots for week ending 22-Jun-2007 Classic Woodie Camarilla DeMark R4 1.3735 1.3711 1.3577 R3 1.3660 1.3636 1.3557 R2 1.3585 1.3585 1.3550 R1 1.3561 1.3561 1.3543 1.3573 PP 1.3510 1.3510 1.3510 1.3517 S1 1.3486 1.3486 1.3529 1.3498 S2 1.3435 1.3435 1.3522 S3 1.3360 1.3411 1.3515 S4 1.3285 1.3336 1.3495
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3540 1.3460 0.0080 0.6% 0.0014 0.1% 96% False False 155 10 1.3540 1.3382 0.0158 1.2% 0.0008 0.1% 98% False False 129
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.3537 2.618 1.3537 1.618 1.3537 1.000 1.3537 0.618 1.3537 HIGH 1.3537 0.618 1.3537 0.500 1.3537 0.382 1.3537 LOW 1.3537 0.618 1.3537 1.000 1.3537 1.618 1.3537 2.618 1.3537 4.250 1.3537
Fisher Pivots for day following 26-Jun-2007 Pivot 1 day 3 day R1 1.3537 1.3532 PP 1.3537 1.3526 S1 1.3537 1.3521

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