CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 22-May-2006
Day Change Summary
Previous Current
19-May-2006 22-May-2006 Change Change % Previous Week
Open 1.2996 1.3086 0.0090 0.7% 1.3030
High 1.2996 1.3090 0.0094 0.7% 1.3081
Low 1.2996 1.3090 0.0094 0.7% 1.2971
Close 1.2996 1.3086 0.0090 0.7% 1.2996
Range
ATR 0.0056 0.0059 0.0003 4.9% 0.0000
Volume
Daily Pivots for day following 22-May-2006
Classic Woodie Camarilla DeMark
R4 1.3089 1.3087 1.3086
R3 1.3089 1.3087 1.3086
R2 1.3089 1.3089 1.3086
R1 1.3087 1.3087 1.3086 1.3086
PP 1.3089 1.3089 1.3089 1.3088
S1 1.3087 1.3087 1.3086 1.3086
S2 1.3089 1.3089 1.3086
S3 1.3089 1.3087 1.3086
S4 1.3089 1.3087 1.3086
Weekly Pivots for week ending 19-May-2006
Classic Woodie Camarilla DeMark
R4 1.3346 1.3281 1.3057
R3 1.3236 1.3171 1.3026
R2 1.3126 1.3126 1.3016
R1 1.3061 1.3061 1.3006 1.3039
PP 1.3016 1.3016 1.3016 1.3005
S1 1.2951 1.2951 1.2986 1.2929
S2 1.2906 1.2906 1.2976
S3 1.2796 1.2841 1.2966
S4 1.2686 1.2731 1.2936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2971 0.0119 0.9% 0.0000 0.0% 97% True False
10 1.3129 1.2971 0.0158 1.2% 0.0000 0.0% 73% False False
20 1.3129 1.2668 0.0461 3.5% 0.0000 0.0% 91% False False
40 1.3129 1.2243 0.0886 6.8% 0.0003 0.0% 95% False False 1
60 1.3129 1.2116 0.1013 7.7% 0.0002 0.0% 96% False False 1
80 1.3129 1.2116 0.1013 7.7% 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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3090
2.618 1.3090
1.618 1.3090
1.000 1.3090
0.618 1.3090
HIGH 1.3090
0.618 1.3090
0.500 1.3090
0.382 1.3090
LOW 1.3090
0.618 1.3090
1.000 1.3090
1.618 1.3090
2.618 1.3090
4.250 1.3090
Fisher Pivots for day following 22-May-2006
Pivot 1 day 3 day
R1 1.3090 1.3072
PP 1.3089 1.3057
S1 1.3087 1.3043

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

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