CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 16-Feb-2006
Day Change Summary
Previous Current
15-Feb-2006 16-Feb-2006 Change Change % Previous Week
Open 1.2156 1.2170 0.0014 0.1% 1.2243
High 1.2156 1.2170 0.0014 0.1% 1.2245
Low 1.2156 1.2170 0.0014 0.1% 1.2179
Close 1.2156 1.2158 0.0002 0.0% 1.2179
Range
ATR 0.0042 0.0040 -0.0002 -4.7% 0.0000
Volume
Daily Pivots for day following 16-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2166 1.2162 1.2158
R3 1.2166 1.2162 1.2158
R2 1.2166 1.2166 1.2158
R1 1.2162 1.2162 1.2158 1.2164
PP 1.2166 1.2166 1.2166 1.2167
S1 1.2162 1.2162 1.2158 1.2164
S2 1.2166 1.2166 1.2158
S3 1.2166 1.2162 1.2158
S4 1.2166 1.2162 1.2158
Weekly Pivots for week ending 10-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2399 1.2355 1.2215
R3 1.2333 1.2289 1.2197
R2 1.2267 1.2267 1.2191
R1 1.2223 1.2223 1.2185 1.2212
PP 1.2201 1.2201 1.2201 1.2196
S1 1.2157 1.2157 1.2173 1.2146
S2 1.2135 1.2135 1.2167
S3 1.2069 1.2091 1.2161
S4 1.2003 1.2025 1.2143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2182 1.2156 0.0026 0.2% 0.0000 0.0% 8% False False
10 1.2296 1.2156 0.0140 1.2% 0.0000 0.0% 1% False False
20 1.2580 1.2156 0.0424 3.5% 0.0000 0.0% 0% 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 1.2170
2.618 1.2170
1.618 1.2170
1.000 1.2170
0.618 1.2170
HIGH 1.2170
0.618 1.2170
0.500 1.2170
0.382 1.2170
LOW 1.2170
0.618 1.2170
1.000 1.2170
1.618 1.2170
2.618 1.2170
4.250 1.2170
Fisher Pivots for day following 16-Feb-2006
Pivot 1 day 3 day
R1 1.2170 1.2169
PP 1.2166 1.2165
S1 1.2162 1.2162

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

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