CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 01-Feb-2006
Day Change Summary
Previous Current
31-Jan-2006 01-Feb-2006 Change Change % Previous Week
Open 1.2424 1.2333 -0.0091 -0.7% 1.2580
High 1.2424 1.2333 -0.0091 -0.7% 1.2580
Low 1.2424 1.2333 -0.0091 -0.7% 1.2381
Close 1.2424 1.2333 -0.0091 -0.7% 1.2381
Range
ATR 0.0053 0.0055 0.0003 5.2% 0.0000
Volume 2 0 -2 -100.0% 0
Daily Pivots for day following 01-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2333 1.2333 1.2333
R3 1.2333 1.2333 1.2333
R2 1.2333 1.2333 1.2333
R1 1.2333 1.2333 1.2333 1.2333
PP 1.2333 1.2333 1.2333 1.2333
S1 1.2333 1.2333 1.2333 1.2333
S2 1.2333 1.2333 1.2333
S3 1.2333 1.2333 1.2333
S4 1.2333 1.2333 1.2333
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 1.2490 1.2333 0.0157 1.3% 0.0000 0.0% 0% False True
10 1.2580 1.2333 0.0247 2.0% 0.0000 0.0% 0% False True
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 1.2333
2.618 1.2333
1.618 1.2333
1.000 1.2333
0.618 1.2333
HIGH 1.2333
0.618 1.2333
0.500 1.2333
0.382 1.2333
LOW 1.2333
0.618 1.2333
1.000 1.2333
1.618 1.2333
2.618 1.2333
4.250 1.2333
Fisher Pivots for day following 01-Feb-2006
Pivot 1 day 3 day
R1 1.2333 1.2379
PP 1.2333 1.2363
S1 1.2333 1.2348

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

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