CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 09-Jun-2006
Day Change Summary
Previous Current
08-Jun-2006 09-Jun-2006 Change Change % Previous Week
Open 1.2848 1.2858 0.0010 0.1% 1.3135
High 1.2848 1.2858 0.0010 0.1% 1.3135
Low 1.2848 1.2858 0.0010 0.1% 1.2848
Close 1.2848 1.2858 0.0010 0.1% 1.2858
Range
ATR 0.0067 0.0063 -0.0004 -6.1% 0.0000
Volume 3 4 1 33.3% 19
Daily Pivots for day following 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2858 1.2858 1.2858
R3 1.2858 1.2858 1.2858
R2 1.2858 1.2858 1.2858
R1 1.2858 1.2858 1.2858 1.2858
PP 1.2858 1.2858 1.2858 1.2858
S1 1.2858 1.2858 1.2858 1.2858
S2 1.2858 1.2858 1.2858
S3 1.2858 1.2858 1.2858
S4 1.2858 1.2858 1.2858
Weekly Pivots for week ending 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3808 1.3620 1.3016
R3 1.3521 1.3333 1.2937
R2 1.3234 1.3234 1.2911
R1 1.3046 1.3046 1.2884 1.2997
PP 1.2947 1.2947 1.2947 1.2922
S1 1.2759 1.2759 1.2832 1.2710
S2 1.2660 1.2660 1.2805
S3 1.2373 1.2472 1.2779
S4 1.2086 1.2185 1.2700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3135 1.2848 0.0287 2.2% 0.0000 0.0% 3% False False 3
10 1.3135 1.2848 0.0287 2.2% 0.0000 0.0% 3% False False 2
20 1.3135 1.2848 0.0287 2.2% 0.0000 0.0% 3% False False 1
40 1.3135 1.2340 0.0795 6.2% 0.0001 0.0% 65% False False 1
60 1.3135 1.2206 0.0929 7.2% 0.0002 0.0% 70% False False 1
80 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 73% False False 1
100 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 73% 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 1.2858
2.618 1.2858
1.618 1.2858
1.000 1.2858
0.618 1.2858
HIGH 1.2858
0.618 1.2858
0.500 1.2858
0.382 1.2858
LOW 1.2858
0.618 1.2858
1.000 1.2858
1.618 1.2858
2.618 1.2858
4.250 1.2858
Fisher Pivots for day following 09-Jun-2006
Pivot 1 day 3 day
R1 1.2858 1.2929
PP 1.2858 1.2905
S1 1.2858 1.2882

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

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