CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Mar-2006
Day Change Summary
Previous Current
20-Mar-2006 21-Mar-2006 Change Change % Previous Week
Open 1.2465 1.2399 -0.0066 -0.5% 1.2273
High 1.2465 1.2399 -0.0066 -0.5% 1.2496
Low 1.2465 1.2399 -0.0066 -0.5% 1.2273
Close 1.2465 1.2399 -0.0066 -0.5% 1.2496
Range
ATR 0.0040 0.0042 0.0002 4.6% 0.0000
Volume
Daily Pivots for day following 21-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2399 1.2399 1.2399
R3 1.2399 1.2399 1.2399
R2 1.2399 1.2399 1.2399
R1 1.2399 1.2399 1.2399 1.2399
PP 1.2399 1.2399 1.2399 1.2399
S1 1.2399 1.2399 1.2399 1.2399
S2 1.2399 1.2399 1.2399
S3 1.2399 1.2399 1.2399
S4 1.2399 1.2399 1.2399
Weekly Pivots for week ending 17-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.3091 1.3016 1.2619
R3 1.2868 1.2793 1.2557
R2 1.2645 1.2645 1.2537
R1 1.2570 1.2570 1.2516 1.2608
PP 1.2422 1.2422 1.2422 1.2440
S1 1.2347 1.2347 1.2476 1.2385
S2 1.2199 1.2199 1.2455
S3 1.1976 1.2124 1.2435
S4 1.1753 1.1901 1.2373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2496 1.2381 0.0115 0.9% 0.0000 0.0% 16% False False
10 1.2496 1.2223 0.0273 2.2% 0.0000 0.0% 64% False False
20 1.2496 1.2174 0.0322 2.6% 0.0000 0.0% 70% False False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2399
2.618 1.2399
1.618 1.2399
1.000 1.2399
0.618 1.2399
HIGH 1.2399
0.618 1.2399
0.500 1.2399
0.382 1.2399
LOW 1.2399
0.618 1.2399
1.000 1.2399
1.618 1.2399
2.618 1.2399
4.250 1.2399
Fisher Pivots for day following 21-Mar-2006
Pivot 1 day 3 day
R1 1.2399 1.2448
PP 1.2399 1.2431
S1 1.2399 1.2415

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These figures are updated between 7pm and 10pm EST after a trading day.

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