CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Jan-2006
Day Change Summary
Previous Current
26-Jan-2006 27-Jan-2006 Change Change % Previous Week
Open 1.2490 1.2381 -0.0109 -0.9% 1.2580
High 1.2490 1.2381 -0.0109 -0.9% 1.2580
Low 1.2490 1.2381 -0.0109 -0.9% 1.2381
Close 1.2490 1.2381 -0.0109 -0.9% 1.2381
Range
ATR
Volume
Daily Pivots for day following 27-Jan-2006
Classic Woodie Camarilla DeMark
R4 1.2381 1.2381 1.2381
R3 1.2381 1.2381 1.2381
R2 1.2381 1.2381 1.2381
R1 1.2381 1.2381 1.2381 1.2381
PP 1.2381 1.2381 1.2381 1.2381
S1 1.2381 1.2381 1.2381 1.2381
S2 1.2381 1.2381 1.2381
S3 1.2381 1.2381 1.2381
S4 1.2381 1.2381 1.2381
Weekly Pivots for week ending 27-Jan-2006
Classic Woodie Camarilla DeMark
R4 1.3044 1.2912 1.2490
R3 1.2845 1.2713 1.2436
R2 1.2646 1.2646 1.2417
R1 1.2514 1.2514 1.2399 1.2481
PP 1.2447 1.2447 1.2447 1.2431
S1 1.2315 1.2315 1.2363 1.2282
S2 1.2248 1.2248 1.2345
S3 1.2049 1.2116 1.2326
S4 1.1850 1.1917 1.2272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2580 1.2381 0.0199 1.6% 0.0000 0.0% 0% False True
10 1.2580 1.2369 0.0211 1.7% 0.0000 0.0% 6% 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 1.2381
2.618 1.2381
1.618 1.2381
1.000 1.2381
0.618 1.2381
HIGH 1.2381
0.618 1.2381
0.500 1.2381
0.382 1.2381
LOW 1.2381
0.618 1.2381
1.000 1.2381
1.618 1.2381
2.618 1.2381
4.250 1.2381
Fisher Pivots for day following 27-Jan-2006
Pivot 1 day 3 day
R1 1.2381 1.2458
PP 1.2381 1.2432
S1 1.2381 1.2407

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

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