CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 20-Jun-2006
Day Change Summary
Previous Current
19-Jun-2006 20-Jun-2006 Change Change % Previous Week
Open 1.2796 1.2801 0.0005 0.0% 1.2822
High 1.2796 1.2801 0.0005 0.0% 1.2862
Low 1.2796 1.2801 0.0005 0.0% 1.2790
Close 1.2796 1.2801 0.0005 0.0% 1.2865
Range
ATR 0.0055 0.0052 -0.0004 -6.5% 0.0000
Volume 40 3 -37 -92.5% 9
Daily Pivots for day following 20-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2801 1.2801 1.2801
R3 1.2801 1.2801 1.2801
R2 1.2801 1.2801 1.2801
R1 1.2801 1.2801 1.2801 1.2801
PP 1.2801 1.2801 1.2801 1.2801
S1 1.2801 1.2801 1.2801 1.2801
S2 1.2801 1.2801 1.2801
S3 1.2801 1.2801 1.2801
S4 1.2801 1.2801 1.2801
Weekly Pivots for week ending 16-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3055 1.3032 1.2905
R3 1.2983 1.2960 1.2885
R2 1.2911 1.2911 1.2878
R1 1.2888 1.2888 1.2872 1.2900
PP 1.2839 1.2839 1.2839 1.2845
S1 1.2816 1.2816 1.2858 1.2828
S2 1.2767 1.2767 1.2852
S3 1.2695 1.2744 1.2845
S4 1.2623 1.2672 1.2825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2862 1.2796 0.0066 0.5% 0.0001 0.0% 8% False False 10
10 1.3009 1.2790 0.0219 1.7% 0.0001 0.0% 5% False False 5
20 1.3135 1.2790 0.0345 2.7% 0.0000 0.0% 3% False False 3
40 1.3135 1.2668 0.0467 3.6% 0.0000 0.0% 28% False False 2
60 1.3135 1.2243 0.0892 7.0% 0.0002 0.0% 63% False False 2
80 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 67% False False 2
100 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 67% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2801
2.618 1.2801
1.618 1.2801
1.000 1.2801
0.618 1.2801
HIGH 1.2801
0.618 1.2801
0.500 1.2801
0.382 1.2801
LOW 1.2801
0.618 1.2801
1.000 1.2801
1.618 1.2801
2.618 1.2801
4.250 1.2801
Fisher Pivots for day following 20-Jun-2006
Pivot 1 day 3 day
R1 1.2801 1.2829
PP 1.2801 1.2820
S1 1.2801 1.2810

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

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