CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2006
Day Change Summary
Previous Current
22-Mar-2006 23-Mar-2006 Change Change % Previous Week
Open 1.2377 1.2261 -0.0116 -0.9% 1.2273
High 1.2377 1.2261 -0.0116 -0.9% 1.2496
Low 1.2377 1.2261 -0.0116 -0.9% 1.2273
Close 1.2377 1.2261 -0.0116 -0.9% 1.2496
Range
ATR 0.0040 0.0046 0.0005 13.3% 0.0000
Volume
Daily Pivots for day following 23-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2261 1.2261 1.2261
R3 1.2261 1.2261 1.2261
R2 1.2261 1.2261 1.2261
R1 1.2261 1.2261 1.2261 1.2261
PP 1.2261 1.2261 1.2261 1.2261
S1 1.2261 1.2261 1.2261 1.2261
S2 1.2261 1.2261 1.2261
S3 1.2261 1.2261 1.2261
S4 1.2261 1.2261 1.2261
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 1.2261 0.0235 1.9% 0.0000 0.0% 0% False True
10 1.2496 1.2226 0.0270 2.2% 0.0000 0.0% 13% False False
20 1.2496 1.2174 0.0322 2.6% 0.0000 0.0% 27% 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 1.2261
2.618 1.2261
1.618 1.2261
1.000 1.2261
0.618 1.2261
HIGH 1.2261
0.618 1.2261
0.500 1.2261
0.382 1.2261
LOW 1.2261
0.618 1.2261
1.000 1.2261
1.618 1.2261
2.618 1.2261
4.250 1.2261
Fisher Pivots for day following 23-Mar-2006
Pivot 1 day 3 day
R1 1.2261 1.2330
PP 1.2261 1.2307
S1 1.2261 1.2284

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

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