CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 24-Mar-2006
Day Change Summary
Previous Current
23-Mar-2006 24-Mar-2006 Change Change % Previous Week
Open 1.2206 1.2270 0.0064 0.5% 1.2410
High 1.2206 1.2270 0.0064 0.5% 1.2410
Low 1.2206 1.2270 0.0064 0.5% 1.2206
Close 1.2206 1.2270 0.0064 0.5% 1.2270
Range
ATR 0.0047 0.0048 0.0001 2.6% 0.0000
Volume
Daily Pivots for day following 24-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2270 1.2270 1.2270
R3 1.2270 1.2270 1.2270
R2 1.2270 1.2270 1.2270
R1 1.2270 1.2270 1.2270 1.2270
PP 1.2270 1.2270 1.2270 1.2270
S1 1.2270 1.2270 1.2270 1.2270
S2 1.2270 1.2270 1.2270
S3 1.2270 1.2270 1.2270
S4 1.2270 1.2270 1.2270
Weekly Pivots for week ending 24-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2907 1.2793 1.2382
R3 1.2703 1.2589 1.2326
R2 1.2499 1.2499 1.2307
R1 1.2385 1.2385 1.2289 1.2340
PP 1.2295 1.2295 1.2295 1.2273
S1 1.2181 1.2181 1.2251 1.2136
S2 1.2091 1.2091 1.2233
S3 1.1887 1.1977 1.2214
S4 1.1683 1.1773 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2410 1.2206 0.0204 1.7% 0.0000 0.0% 31% False False
10 1.2441 1.2206 0.0235 1.9% 0.0000 0.0% 27% False False
20 1.2441 1.2116 0.0325 2.6% 0.0000 0.0% 47% False False 2
40 1.2441 1.2116 0.0325 2.6% 0.0000 0.0% 47% 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 1.2270
2.618 1.2270
1.618 1.2270
1.000 1.2270
0.618 1.2270
HIGH 1.2270
0.618 1.2270
0.500 1.2270
0.382 1.2270
LOW 1.2270
0.618 1.2270
1.000 1.2270
1.618 1.2270
2.618 1.2270
4.250 1.2270
Fisher Pivots for day following 24-Mar-2006
Pivot 1 day 3 day
R1 1.2270 1.2268
PP 1.2270 1.2266
S1 1.2270 1.2264

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

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