CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Jun-2006
Day Change Summary
Previous Current
26-Jun-2006 27-Jun-2006 Change Change % Previous Week
Open 1.2792 1.2796 0.0004 0.0% 1.2796
High 1.2792 1.2796 0.0004 0.0% 1.2876
Low 1.2792 1.2796 0.0004 0.0% 1.2731
Close 1.2792 1.2796 0.0004 0.0% 1.2731
Range
ATR 0.0056 0.0053 -0.0004 -6.6% 0.0000
Volume 0 2 2 45
Daily Pivots for day following 27-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2796 1.2796 1.2796
R3 1.2796 1.2796 1.2796
R2 1.2796 1.2796 1.2796
R1 1.2796 1.2796 1.2796 1.2796
PP 1.2796 1.2796 1.2796 1.2796
S1 1.2796 1.2796 1.2796 1.2796
S2 1.2796 1.2796 1.2796
S3 1.2796 1.2796 1.2796
S4 1.2796 1.2796 1.2796
Weekly Pivots for week ending 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3214 1.3118 1.2811
R3 1.3069 1.2973 1.2771
R2 1.2924 1.2924 1.2758
R1 1.2828 1.2828 1.2744 1.2804
PP 1.2779 1.2779 1.2779 1.2767
S1 1.2683 1.2683 1.2718 1.2659
S2 1.2634 1.2634 1.2704
S3 1.2489 1.2538 1.2691
S4 1.2344 1.2393 1.2651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2876 1.2731 0.0145 1.1% 0.0000 0.0% 45% False False
10 1.2876 1.2731 0.0145 1.1% 0.0001 0.0% 45% False False 5
20 1.3135 1.2731 0.0404 3.2% 0.0000 0.0% 16% False False 3
40 1.3135 1.2731 0.0404 3.2% 0.0000 0.0% 16% False False 2
60 1.3135 1.2322 0.0813 6.4% 0.0001 0.0% 58% False False 2
80 1.3135 1.2143 0.0992 7.8% 0.0001 0.0% 66% False False 1
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2796
2.618 1.2796
1.618 1.2796
1.000 1.2796
0.618 1.2796
HIGH 1.2796
0.618 1.2796
0.500 1.2796
0.382 1.2796
LOW 1.2796
0.618 1.2796
1.000 1.2796
1.618 1.2796
2.618 1.2796
4.250 1.2796
Fisher Pivots for day following 27-Jun-2006
Pivot 1 day 3 day
R1 1.2796 1.2785
PP 1.2796 1.2774
S1 1.2796 1.2764

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

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