CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 18-Apr-2006
Day Change Summary
Previous Current
17-Apr-2006 18-Apr-2006 Change Change % Previous Week
Open 1.2525 1.2550 0.0025 0.2% 1.2338
High 1.2528 1.2550 0.0022 0.2% 1.2375
Low 1.2508 1.2550 0.0042 0.3% 1.2322
Close 1.2497 1.2550 0.0053 0.4% 1.2340
Range 0.0020 0.0000 -0.0020 -100.0% 0.0053
ATR 0.0058 0.0057 0.0000 -0.6% 0.0000
Volume 0 15 15 17
Daily Pivots for day following 18-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2550 1.2550 1.2550
R3 1.2550 1.2550 1.2550
R2 1.2550 1.2550 1.2550
R1 1.2550 1.2550 1.2550 1.2550
PP 1.2550 1.2550 1.2550 1.2550
S1 1.2550 1.2550 1.2550 1.2550
S2 1.2550 1.2550 1.2550
S3 1.2550 1.2550 1.2550
S4 1.2550 1.2550 1.2550
Weekly Pivots for week ending 14-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2505 1.2475 1.2369
R3 1.2452 1.2422 1.2355
R2 1.2399 1.2399 1.2350
R1 1.2369 1.2369 1.2345 1.2384
PP 1.2346 1.2346 1.2346 1.2353
S1 1.2316 1.2316 1.2335 1.2331
S2 1.2293 1.2293 1.2330
S3 1.2240 1.2263 1.2325
S4 1.2187 1.2210 1.2311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2550 1.2322 0.0228 1.8% 0.0007 0.1% 100% True False 6
10 1.2550 1.2322 0.0228 1.8% 0.0004 0.0% 100% True False 3
20 1.2550 1.2206 0.0344 2.7% 0.0005 0.0% 100% True False 2
40 1.2550 1.2116 0.0434 3.5% 0.0003 0.0% 100% True False 2
60 1.2580 1.2116 0.0464 3.7% 0.0002 0.0% 94% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2550
2.618 1.2550
1.618 1.2550
1.000 1.2550
0.618 1.2550
HIGH 1.2550
0.618 1.2550
0.500 1.2550
0.382 1.2550
LOW 1.2550
0.618 1.2550
1.000 1.2550
1.618 1.2550
2.618 1.2550
4.250 1.2550
Fisher Pivots for day following 18-Apr-2006
Pivot 1 day 3 day
R1 1.2550 1.2515
PP 1.2550 1.2480
S1 1.2550 1.2445

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

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