CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 08-May-2006
Day Change Summary
Previous Current
05-May-2006 08-May-2006 Change Change % Previous Week
Open 1.2962 1.2930 -0.0032 -0.2% 1.2839
High 1.2962 1.2930 -0.0032 -0.2% 1.2962
Low 1.2962 1.2930 -0.0032 -0.2% 1.2839
Close 1.2962 1.2930 -0.0032 -0.2% 1.2962
Range
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 08-May-2006
Classic Woodie Camarilla DeMark
R4 1.2930 1.2930 1.2930
R3 1.2930 1.2930 1.2930
R2 1.2930 1.2930 1.2930
R1 1.2930 1.2930 1.2930 1.2930
PP 1.2930 1.2930 1.2930 1.2930
S1 1.2930 1.2930 1.2930 1.2930
S2 1.2930 1.2930 1.2930
S3 1.2930 1.2930 1.2930
S4 1.2930 1.2930 1.2930
Weekly Pivots for week ending 05-May-2006
Classic Woodie Camarilla DeMark
R4 1.3290 1.3249 1.3030
R3 1.3167 1.3126 1.2996
R2 1.3044 1.3044 1.2985
R1 1.3003 1.3003 1.2973 1.3024
PP 1.2921 1.2921 1.2921 1.2931
S1 1.2880 1.2880 1.2951 1.2901
S2 1.2798 1.2798 1.2939
S3 1.2675 1.2757 1.2928
S4 1.2552 1.2634 1.2894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2962 1.2856 0.0106 0.8% 0.0000 0.0% 70% False False
10 1.2962 1.2668 0.0294 2.3% 0.0000 0.0% 89% False False
20 1.2962 1.2322 0.0640 4.9% 0.0002 0.0% 95% False False 1
40 1.2962 1.2206 0.0756 5.8% 0.0003 0.0% 96% False False 1
60 1.2962 1.2116 0.0846 6.5% 0.0002 0.0% 96% False False 1
80 1.2962 1.2116 0.0846 6.5% 0.0001 0.0% 96% 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 1.2930
2.618 1.2930
1.618 1.2930
1.000 1.2930
0.618 1.2930
HIGH 1.2930
0.618 1.2930
0.500 1.2930
0.382 1.2930
LOW 1.2930
0.618 1.2930
1.000 1.2930
1.618 1.2930
2.618 1.2930
4.250 1.2930
Fisher Pivots for day following 08-May-2006
Pivot 1 day 3 day
R1 1.2930 1.2946
PP 1.2930 1.2941
S1 1.2930 1.2935

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

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