CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 19-Apr-2006
Day Change Summary
Previous Current
18-Apr-2006 19-Apr-2006 Change Change % Previous Week
Open 1.2550 1.2622 0.0072 0.6% 1.2338
High 1.2550 1.2622 0.0072 0.6% 1.2375
Low 1.2550 1.2622 0.0072 0.6% 1.2322
Close 1.2550 1.2622 0.0072 0.6% 1.2340
Range
ATR 0.0057 0.0058 0.0001 1.8% 0.0000
Volume 15 0 -15 -100.0% 17
Daily Pivots for day following 19-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2622 1.2622 1.2622
R3 1.2622 1.2622 1.2622
R2 1.2622 1.2622 1.2622
R1 1.2622 1.2622 1.2622 1.2622
PP 1.2622 1.2622 1.2622 1.2622
S1 1.2622 1.2622 1.2622 1.2622
S2 1.2622 1.2622 1.2622
S3 1.2622 1.2622 1.2622
S4 1.2622 1.2622 1.2622
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 1.2622 1.2322 0.0300 2.4% 0.0007 0.1% 100% True False 6
10 1.2622 1.2322 0.0300 2.4% 0.0004 0.0% 100% True False 3
20 1.2622 1.2206 0.0416 3.3% 0.0005 0.0% 100% True False 2
40 1.2622 1.2116 0.0506 4.0% 0.0003 0.0% 100% True False 2
60 1.2622 1.2116 0.0506 4.0% 0.0002 0.0% 100% True 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 1.2622
2.618 1.2622
1.618 1.2622
1.000 1.2622
0.618 1.2622
HIGH 1.2622
0.618 1.2622
0.500 1.2622
0.382 1.2622
LOW 1.2622
0.618 1.2622
1.000 1.2622
1.618 1.2622
2.618 1.2622
4.250 1.2622
Fisher Pivots for day following 19-Apr-2006
Pivot 1 day 3 day
R1 1.2622 1.2603
PP 1.2622 1.2584
S1 1.2622 1.2565

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

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