CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2006
Day Change Summary
Previous Current
24-Mar-2006 27-Mar-2006 Change Change % Previous Week
Open 1.2325 1.2302 -0.0023 -0.2% 1.2465
High 1.2325 1.2302 -0.0023 -0.2% 1.2465
Low 1.2325 1.2302 -0.0023 -0.2% 1.2261
Close 1.2325 1.2302 -0.0023 -0.2% 1.2325
Range
ATR 0.0047 0.0045 -0.0002 -3.7% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 27-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2302 1.2302 1.2302
R3 1.2302 1.2302 1.2302
R2 1.2302 1.2302 1.2302
R1 1.2302 1.2302 1.2302 1.2302
PP 1.2302 1.2302 1.2302 1.2302
S1 1.2302 1.2302 1.2302 1.2302
S2 1.2302 1.2302 1.2302
S3 1.2302 1.2302 1.2302
S4 1.2302 1.2302 1.2302
Weekly Pivots for week ending 24-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2962 1.2848 1.2437
R3 1.2758 1.2644 1.2381
R2 1.2554 1.2554 1.2362
R1 1.2440 1.2440 1.2344 1.2395
PP 1.2350 1.2350 1.2350 1.2328
S1 1.2236 1.2236 1.2306 1.2191
S2 1.2146 1.2146 1.2288
S3 1.1942 1.2032 1.2269
S4 1.1738 1.1828 1.2213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2399 1.2261 0.0138 1.1% 0.0000 0.0% 30% False False
10 1.2496 1.2261 0.0235 1.9% 0.0000 0.0% 17% False False
20 1.2496 1.2201 0.0295 2.4% 0.0000 0.0% 34% 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 1.2302
2.618 1.2302
1.618 1.2302
1.000 1.2302
0.618 1.2302
HIGH 1.2302
0.618 1.2302
0.500 1.2302
0.382 1.2302
LOW 1.2302
0.618 1.2302
1.000 1.2302
1.618 1.2302
2.618 1.2302
4.250 1.2302
Fisher Pivots for day following 27-Mar-2006
Pivot 1 day 3 day
R1 1.2302 1.2299
PP 1.2302 1.2296
S1 1.2302 1.2293

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

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