CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 30-Mar-2006
Day Change Summary
Previous Current
29-Mar-2006 30-Mar-2006 Change Change % Previous Week
Open 1.2314 1.2446 0.0132 1.1% 1.2465
High 1.2314 1.2446 0.0132 1.1% 1.2465
Low 1.2314 1.2446 0.0132 1.1% 1.2261
Close 1.2314 1.2446 0.0132 1.1% 1.2325
Range
ATR 0.0041 0.0047 0.0007 16.1% 0.0000
Volume
Daily Pivots for day following 30-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2446 1.2446 1.2446
R3 1.2446 1.2446 1.2446
R2 1.2446 1.2446 1.2446
R1 1.2446 1.2446 1.2446 1.2446
PP 1.2446 1.2446 1.2446 1.2446
S1 1.2446 1.2446 1.2446 1.2446
S2 1.2446 1.2446 1.2446
S3 1.2446 1.2446 1.2446
S4 1.2446 1.2446 1.2446
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 1.2446 1.2298 0.0148 1.2% 0.0000 0.0% 100% True False 3
10 1.2496 1.2261 0.0235 1.9% 0.0000 0.0% 79% False False 1
20 1.2496 1.2201 0.0295 2.4% 0.0000 0.0% 83% False False
40 1.2496 1.2174 0.0322 2.6% 0.0000 0.0% 84% 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 1.2446
2.618 1.2446
1.618 1.2446
1.000 1.2446
0.618 1.2446
HIGH 1.2446
0.618 1.2446
0.500 1.2446
0.382 1.2446
LOW 1.2446
0.618 1.2446
1.000 1.2446
1.618 1.2446
2.618 1.2446
4.250 1.2446
Fisher Pivots for day following 30-Mar-2006
Pivot 1 day 3 day
R1 1.2446 1.2421
PP 1.2446 1.2397
S1 1.2446 1.2372

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

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