CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 01-Aug-2006
Day Change Summary
Previous Current
31-Jul-2006 01-Aug-2006 Change Change % Previous Week
Open 1.2943 1.2985 0.0042 0.3% 1.2808
High 1.2943 1.2985 0.0042 0.3% 1.2940
Low 1.2943 1.2985 0.0042 0.3% 1.2761
Close 1.2943 1.2985 0.0042 0.3% 1.2922
Range
ATR 0.0060 0.0058 -0.0001 -2.1% 0.0000
Volume 27 0 -27 -100.0% 66
Daily Pivots for day following 01-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2985 1.2985 1.2985
R3 1.2985 1.2985 1.2985
R2 1.2985 1.2985 1.2985
R1 1.2985 1.2985 1.2985 1.2985
PP 1.2985 1.2985 1.2985 1.2985
S1 1.2985 1.2985 1.2985 1.2985
S2 1.2985 1.2985 1.2985
S3 1.2985 1.2985 1.2985
S4 1.2985 1.2985 1.2985
Weekly Pivots for week ending 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3411 1.3346 1.3020
R3 1.3232 1.3167 1.2971
R2 1.3053 1.3053 1.2955
R1 1.2988 1.2988 1.2938 1.3021
PP 1.2874 1.2874 1.2874 1.2891
S1 1.2809 1.2809 1.2906 1.2842
S2 1.2695 1.2695 1.2889
S3 1.2516 1.2630 1.2873
S4 1.2337 1.2451 1.2824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2985 1.2860 0.0125 1.0% 0.0016 0.1% 100% True False 10
10 1.2985 1.2670 0.0315 2.4% 0.0020 0.2% 100% True False 13
20 1.3016 1.2670 0.0346 2.7% 0.0010 0.1% 91% False False 9
40 1.3050 1.2670 0.0380 2.9% 0.0005 0.0% 83% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 68% False False 4
80 1.3135 1.2322 0.0813 6.3% 0.0003 0.0% 82% False False 3
100 1.3135 1.2168 0.0967 7.4% 0.0003 0.0% 84% False False 3
120 1.3135 1.2116 0.1019 7.8% 0.0003 0.0% 85% False False 3
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2985
2.618 1.2985
1.618 1.2985
1.000 1.2985
0.618 1.2985
HIGH 1.2985
0.618 1.2985
0.500 1.2985
0.382 1.2985
LOW 1.2985
0.618 1.2985
1.000 1.2985
1.618 1.2985
2.618 1.2985
4.250 1.2985
Fisher Pivots for day following 01-Aug-2006
Pivot 1 day 3 day
R1 1.2985 1.2977
PP 1.2985 1.2968
S1 1.2985 1.2960

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

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