CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 25-May-2006
Day Change Summary
Previous Current
24-May-2006 25-May-2006 Change Change % Previous Week
Open 1.3003 1.3023 0.0020 0.2% 1.3030
High 1.3003 1.3023 0.0020 0.2% 1.3081
Low 1.3003 1.3023 0.0020 0.2% 1.2971
Close 1.3003 1.3023 0.0020 0.2% 1.2996
Range
ATR 0.0057 0.0054 -0.0003 -4.6% 0.0000
Volume 5 0 -5 -100.0% 4
Daily Pivots for day following 25-May-2006
Classic Woodie Camarilla DeMark
R4 1.3023 1.3023 1.3023
R3 1.3023 1.3023 1.3023
R2 1.3023 1.3023 1.3023
R1 1.3023 1.3023 1.3023 1.3023
PP 1.3023 1.3023 1.3023 1.3023
S1 1.3023 1.3023 1.3023 1.3023
S2 1.3023 1.3023 1.3023
S3 1.3023 1.3023 1.3023
S4 1.3023 1.3023 1.3023
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% 29% False False 1
10 1.3129 1.2971 0.0158 1.2% 0.0000 0.0% 33% False False
20 1.3129 1.2839 0.0290 2.2% 0.0000 0.0% 63% False False
40 1.3129 1.2316 0.0813 6.2% 0.0003 0.0% 87% False False 1
60 1.3129 1.2143 0.0986 7.6% 0.0002 0.0% 89% 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 True
Bear Hook False
Bull Hook False
Stretch -0.0001
Fibonacci Retracements and Extensions
4.250 1.3023
2.618 1.3023
1.618 1.3023
1.000 1.3023
0.618 1.3023
HIGH 1.3023
0.618 1.3023
0.500 1.3023
0.382 1.3023
LOW 1.3023
0.618 1.3023
1.000 1.3023
1.618 1.3023
2.618 1.3023
4.250 1.3023
Fisher Pivots for day following 25-May-2006
Pivot 1 day 3 day
R1 1.3023 1.3046
PP 1.3023 1.3038
S1 1.3023 1.3031

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

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