CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 24-Jul-2006
Day Change Summary
Previous Current
21-Jul-2006 24-Jul-2006 Change Change % Previous Week
Open 1.2872 1.2808 -0.0064 -0.5% 1.2711
High 1.2872 1.2808 -0.0064 -0.5% 1.2872
Low 1.2872 1.2808 -0.0064 -0.5% 1.2670
Close 1.2870 1.2808 -0.0062 -0.5% 1.2870
Range
ATR 0.0057 0.0057 0.0000 0.6% 0.0000
Volume 0 42 42 46
Daily Pivots for day following 24-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2808 1.2808 1.2808
R3 1.2808 1.2808 1.2808
R2 1.2808 1.2808 1.2808
R1 1.2808 1.2808 1.2808 1.2808
PP 1.2808 1.2808 1.2808 1.2808
S1 1.2808 1.2808 1.2808 1.2808
S2 1.2808 1.2808 1.2808
S3 1.2808 1.2808 1.2808
S4 1.2808 1.2808 1.2808
Weekly Pivots for week ending 21-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3410 1.3342 1.2981
R3 1.3208 1.3140 1.2926
R2 1.3006 1.3006 1.2907
R1 1.2938 1.2938 1.2889 1.2972
PP 1.2804 1.2804 1.2804 1.2821
S1 1.2736 1.2736 1.2851 1.2770
S2 1.2602 1.2602 1.2833
S3 1.2400 1.2534 1.2814
S4 1.2198 1.2332 1.2759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2872 1.2670 0.0202 1.6% 0.0024 0.2% 68% False False 17
10 1.2967 1.2670 0.0297 2.3% 0.0012 0.1% 46% False False 11
20 1.3016 1.2670 0.0346 2.7% 0.0006 0.0% 40% False False 6
40 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 30% False False 5
60 1.3135 1.2670 0.0465 3.6% 0.0002 0.0% 30% False False 3
80 1.3135 1.2316 0.0819 6.4% 0.0003 0.0% 60% False False 3
100 1.3135 1.2143 0.0992 7.7% 0.0002 0.0% 67% False False 3
120 1.3135 1.2116 0.1019 8.0% 0.0002 0.0% 68% False False 2
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 1.2808
2.618 1.2808
1.618 1.2808
1.000 1.2808
0.618 1.2808
HIGH 1.2808
0.618 1.2808
0.500 1.2808
0.382 1.2808
LOW 1.2808
0.618 1.2808
1.000 1.2808
1.618 1.2808
2.618 1.2808
4.250 1.2808
Fisher Pivots for day following 24-Jul-2006
Pivot 1 day 3 day
R1 1.2808 1.2840
PP 1.2808 1.2829
S1 1.2808 1.2819

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

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