CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 28-Mar-2006
Day Change Summary
Previous Current
27-Mar-2006 28-Mar-2006 Change Change % Previous Week
Open 1.2247 1.2243 -0.0004 0.0% 1.2410
High 1.2247 1.2243 -0.0004 0.0% 1.2410
Low 1.2247 1.2243 -0.0004 0.0% 1.2206
Close 1.2247 1.2243 -0.0004 0.0% 1.2270
Range
ATR 0.0046 0.0043 -0.0003 -6.5% 0.0000
Volume 3 0 -3 -100.0% 0
Daily Pivots for day following 28-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2243 1.2243 1.2243
R3 1.2243 1.2243 1.2243
R2 1.2243 1.2243 1.2243
R1 1.2243 1.2243 1.2243 1.2243
PP 1.2243 1.2243 1.2243 1.2243
S1 1.2243 1.2243 1.2243 1.2243
S2 1.2243 1.2243 1.2243
S3 1.2243 1.2243 1.2243
S4 1.2243 1.2243 1.2243
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 1.2322 1.2206 0.0116 0.9% 0.0000 0.0% 32% False False
10 1.2441 1.2206 0.0235 1.9% 0.0000 0.0% 16% False False
20 1.2441 1.2143 0.0298 2.4% 0.0000 0.0% 34% False False 2
40 1.2441 1.2116 0.0325 2.7% 0.0000 0.0% 39% 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 1.2243
2.618 1.2243
1.618 1.2243
1.000 1.2243
0.618 1.2243
HIGH 1.2243
0.618 1.2243
0.500 1.2243
0.382 1.2243
LOW 1.2243
0.618 1.2243
1.000 1.2243
1.618 1.2243
2.618 1.2243
4.250 1.2243
Fisher Pivots for day following 28-Mar-2006
Pivot 1 day 3 day
R1 1.2243 1.2257
PP 1.2243 1.2252
S1 1.2243 1.2248

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

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