CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 10-May-2006
Day Change Summary
Previous Current
09-May-2006 10-May-2006 Change Change % Previous Week
Open 1.2979 1.3033 0.0054 0.4% 1.2839
High 1.2979 1.3033 0.0054 0.4% 1.2962
Low 1.2979 1.3033 0.0054 0.4% 1.2839
Close 1.2979 1.3033 0.0054 0.4% 1.2962
Range
ATR 0.0047 0.0047 0.0001 1.1% 0.0000
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 10-May-2006
Classic Woodie Camarilla DeMark
R4 1.3033 1.3033 1.3033
R3 1.3033 1.3033 1.3033
R2 1.3033 1.3033 1.3033
R1 1.3033 1.3033 1.3033 1.3033
PP 1.3033 1.3033 1.3033 1.3033
S1 1.3033 1.3033 1.3033 1.3033
S2 1.3033 1.3033 1.3033
S3 1.3033 1.3033 1.3033
S4 1.3033 1.3033 1.3033
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 1.3033 1.2930 0.0103 0.8% 0.0000 0.0% 100% True False
10 1.3033 1.2766 0.0267 2.0% 0.0000 0.0% 100% True False
20 1.3033 1.2322 0.0711 5.5% 0.0002 0.0% 100% True False 1
40 1.3033 1.2206 0.0827 6.3% 0.0003 0.0% 100% True False 1
60 1.3033 1.2116 0.0917 7.0% 0.0002 0.0% 100% True False 1
80 1.3033 1.2116 0.0917 7.0% 0.0001 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 1.3033
2.618 1.3033
1.618 1.3033
1.000 1.3033
0.618 1.3033
HIGH 1.3033
0.618 1.3033
0.500 1.3033
0.382 1.3033
LOW 1.3033
0.618 1.3033
1.000 1.3033
1.618 1.3033
2.618 1.3033
4.250 1.3033
Fisher Pivots for day following 10-May-2006
Pivot 1 day 3 day
R1 1.3033 1.3016
PP 1.3033 1.2999
S1 1.3033 1.2982

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

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