CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 22-Mar-2006
Day Change Summary
Previous Current
21-Mar-2006 22-Mar-2006 Change Change % Previous Week
Open 1.2344 1.2322 -0.0022 -0.2% 1.2215
High 1.2344 1.2322 -0.0022 -0.2% 1.2441
Low 1.2344 1.2322 -0.0022 -0.2% 1.2215
Close 1.2344 1.2322 -0.0022 -0.2% 1.2441
Range
ATR 0.0043 0.0042 -0.0002 -3.5% 0.0000
Volume
Daily Pivots for day following 22-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2322 1.2322 1.2322
R3 1.2322 1.2322 1.2322
R2 1.2322 1.2322 1.2322
R1 1.2322 1.2322 1.2322 1.2322
PP 1.2322 1.2322 1.2322 1.2322
S1 1.2322 1.2322 1.2322 1.2322
S2 1.2322 1.2322 1.2322
S3 1.2322 1.2322 1.2322
S4 1.2322 1.2322 1.2322
Weekly Pivots for week ending 17-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.3044 1.2968 1.2565
R3 1.2818 1.2742 1.2503
R2 1.2592 1.2592 1.2482
R1 1.2516 1.2516 1.2462 1.2554
PP 1.2366 1.2366 1.2366 1.2385
S1 1.2290 1.2290 1.2420 1.2328
S2 1.2140 1.2140 1.2400
S3 1.1914 1.2064 1.2379
S4 1.1688 1.1838 1.2317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2441 1.2322 0.0119 1.0% 0.0000 0.0% 0% False True
10 1.2441 1.2165 0.0276 2.2% 0.0000 0.0% 57% False False
20 1.2441 1.2116 0.0325 2.6% 0.0000 0.0% 63% False False 2
40 1.2535 1.2116 0.0419 3.4% 0.0000 0.0% 49% 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 1.2322
2.618 1.2322
1.618 1.2322
1.000 1.2322
0.618 1.2322
HIGH 1.2322
0.618 1.2322
0.500 1.2322
0.382 1.2322
LOW 1.2322
0.618 1.2322
1.000 1.2322
1.618 1.2322
2.618 1.2322
4.250 1.2322
Fisher Pivots for day following 22-Mar-2006
Pivot 1 day 3 day
R1 1.2322 1.2366
PP 1.2322 1.2351
S1 1.2322 1.2337

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

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