CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 15-May-2006
Day Change Summary
Previous Current
12-May-2006 15-May-2006 Change Change % Previous Week
Open 1.3129 1.3030 -0.0099 -0.8% 1.2930
High 1.3129 1.3030 -0.0099 -0.8% 1.3129
Low 1.3129 1.3030 -0.0099 -0.8% 1.2930
Close 1.3129 1.3030 -0.0099 -0.8% 1.3129
Range
ATR 0.0047 0.0051 0.0004 7.8% 0.0000
Volume
Daily Pivots for day following 15-May-2006
Classic Woodie Camarilla DeMark
R4 1.3030 1.3030 1.3030
R3 1.3030 1.3030 1.3030
R2 1.3030 1.3030 1.3030
R1 1.3030 1.3030 1.3030 1.3030
PP 1.3030 1.3030 1.3030 1.3030
S1 1.3030 1.3030 1.3030 1.3030
S2 1.3030 1.3030 1.3030
S3 1.3030 1.3030 1.3030
S4 1.3030 1.3030 1.3030
Weekly Pivots for week ending 12-May-2006
Classic Woodie Camarilla DeMark
R4 1.3660 1.3593 1.3238
R3 1.3461 1.3394 1.3184
R2 1.3262 1.3262 1.3165
R1 1.3195 1.3195 1.3147 1.3229
PP 1.3063 1.3063 1.3063 1.3079
S1 1.2996 1.2996 1.3111 1.3030
S2 1.2864 1.2864 1.3093
S3 1.2665 1.2797 1.3074
S4 1.2466 1.2598 1.3020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3129 1.2979 0.0150 1.2% 0.0000 0.0% 34% False False
10 1.3129 1.2856 0.0273 2.1% 0.0000 0.0% 64% False False
20 1.3129 1.2550 0.0579 4.4% 0.0000 0.0% 83% False False 1
40 1.3129 1.2206 0.0923 7.1% 0.0003 0.0% 89% False False 1
60 1.3129 1.2116 0.1013 7.8% 0.0002 0.0% 90% False False 1
80 1.3129 1.2116 0.1013 7.8% 0.0001 0.0% 90% 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 1.3030
2.618 1.3030
1.618 1.3030
1.000 1.3030
0.618 1.3030
HIGH 1.3030
0.618 1.3030
0.500 1.3030
0.382 1.3030
LOW 1.3030
0.618 1.3030
1.000 1.3030
1.618 1.3030
2.618 1.3030
4.250 1.3030
Fisher Pivots for day following 15-May-2006
Pivot 1 day 3 day
R1 1.3030 1.3080
PP 1.3030 1.3063
S1 1.3030 1.3047

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

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