CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 24-May-2006
Day Change Summary
Previous Current
23-May-2006 24-May-2006 Change Change % Previous Week
Open 1.3089 1.3003 -0.0086 -0.7% 1.3030
High 1.3089 1.3003 -0.0086 -0.7% 1.3081
Low 1.3089 1.3003 -0.0086 -0.7% 1.2971
Close 1.3089 1.3003 -0.0086 -0.7% 1.2996
Range
ATR 0.0055 0.0057 0.0002 4.1% 0.0000
Volume 0 5 5 4
Daily Pivots for day following 24-May-2006
Classic Woodie Camarilla DeMark
R4 1.3003 1.3003 1.3003
R3 1.3003 1.3003 1.3003
R2 1.3003 1.3003 1.3003
R1 1.3003 1.3003 1.3003 1.3003
PP 1.3003 1.3003 1.3003 1.3003
S1 1.3003 1.3003 1.3003 1.3003
S2 1.3003 1.3003 1.3003
S3 1.3003 1.3003 1.3003
S4 1.3003 1.3003 1.3003
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 1.2996 0.0094 0.7% 0.0000 0.0% 7% False False 1
10 1.3129 1.2971 0.0158 1.2% 0.0000 0.0% 20% False False
20 1.3129 1.2766 0.0363 2.8% 0.0000 0.0% 65% False False
40 1.3129 1.2259 0.0870 6.7% 0.0003 0.0% 86% False False 1
60 1.3129 1.2143 0.0986 7.6% 0.0002 0.0% 87% False False 1
80 1.3129 1.2116 0.1013 7.8% 0.0001 0.0% 88% 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 True
Bear Hook False
Bull Hook False
Stretch -0.0001
Fibonacci Retracements and Extensions
4.250 1.3003
2.618 1.3003
1.618 1.3003
1.000 1.3003
0.618 1.3003
HIGH 1.3003
0.618 1.3003
0.500 1.3003
0.382 1.3003
LOW 1.3003
0.618 1.3003
1.000 1.3003
1.618 1.3003
2.618 1.3003
4.250 1.3003
Fisher Pivots for day following 24-May-2006
Pivot 1 day 3 day
R1 1.3003 1.3047
PP 1.3003 1.3032
S1 1.3003 1.3018

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

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