CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 16-Mar-2006
Day Change Summary
Previous Current
15-Mar-2006 16-Mar-2006 Change Change % Previous Week
Open 1.2324 1.2427 0.0103 0.8% 1.2275
High 1.2324 1.2427 0.0103 0.8% 1.2275
Low 1.2324 1.2427 0.0103 0.8% 1.2143
Close 1.2324 1.2427 0.0103 0.8% 1.2168
Range
ATR 0.0040 0.0044 0.0005 11.4% 0.0000
Volume
Daily Pivots for day following 16-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2427 1.2427 1.2427
R3 1.2427 1.2427 1.2427
R2 1.2427 1.2427 1.2427
R1 1.2427 1.2427 1.2427 1.2427
PP 1.2427 1.2427 1.2427 1.2427
S1 1.2427 1.2427 1.2427 1.2427
S2 1.2427 1.2427 1.2427
S3 1.2427 1.2427 1.2427
S4 1.2427 1.2427 1.2427
Weekly Pivots for week ending 10-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2591 1.2512 1.2241
R3 1.2459 1.2380 1.2204
R2 1.2327 1.2327 1.2192
R1 1.2248 1.2248 1.2180 1.2222
PP 1.2195 1.2195 1.2195 1.2182
S1 1.2116 1.2116 1.2156 1.2090
S2 1.2063 1.2063 1.2144
S3 1.1931 1.1984 1.2132
S4 1.1799 1.1852 1.2095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2427 1.2168 0.0259 2.1% 0.0000 0.0% 100% True False
10 1.2427 1.2143 0.0284 2.3% 0.0000 0.0% 100% True False 1
20 1.2427 1.2116 0.0311 2.5% 0.0000 0.0% 100% True False 2
40 1.2580 1.2116 0.0464 3.7% 0.0000 0.0% 67% False False 1
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 1.2427
2.618 1.2427
1.618 1.2427
1.000 1.2427
0.618 1.2427
HIGH 1.2427
0.618 1.2427
0.500 1.2427
0.382 1.2427
LOW 1.2427
0.618 1.2427
1.000 1.2427
1.618 1.2427
2.618 1.2427
4.250 1.2427
Fisher Pivots for day following 16-Mar-2006
Pivot 1 day 3 day
R1 1.2427 1.2401
PP 1.2427 1.2375
S1 1.2427 1.2350

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

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