CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 21-Aug-2006
Day Change Summary
Previous Current
18-Aug-2006 21-Aug-2006 Change Change % Previous Week
Open 1.2973 1.3042 0.0069 0.5% 1.2870
High 1.2973 1.3042 0.0069 0.5% 1.2991
Low 1.2973 1.3042 0.0069 0.5% 1.2870
Close 1.2973 1.3046 0.0073 0.6% 1.2973
Range
ATR 0.0043 0.0045 0.0002 4.2% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 21-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3043 1.3045 1.3046
R3 1.3043 1.3045 1.3046
R2 1.3043 1.3043 1.3046
R1 1.3045 1.3045 1.3046 1.3044
PP 1.3043 1.3043 1.3043 1.3043
S1 1.3045 1.3045 1.3046 1.3044
S2 1.3043 1.3043 1.3046
S3 1.3043 1.3045 1.3046
S4 1.3043 1.3045 1.3046
Weekly Pivots for week ending 18-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3308 1.3261 1.3040
R3 1.3187 1.3140 1.3006
R2 1.3066 1.3066 1.2995
R1 1.3019 1.3019 1.2984 1.3043
PP 1.2945 1.2945 1.2945 1.2956
S1 1.2898 1.2898 1.2962 1.2922
S2 1.2824 1.2824 1.2951
S3 1.2703 1.2777 1.2940
S4 1.2582 1.2656 1.2906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3042 1.2936 0.0106 0.8% 0.0000 0.0% 104% True False
10 1.3042 1.2870 0.0172 1.3% 0.0000 0.0% 102% True False
20 1.3042 1.2761 0.0281 2.2% 0.0004 0.0% 101% True False 3
40 1.3042 1.2670 0.0372 2.9% 0.0005 0.0% 101% True False 5
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 81% False False 4
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 81% False False 3
100 1.3135 1.2316 0.0819 6.3% 0.0003 0.0% 89% False False 3
120 1.3135 1.2143 0.0992 7.6% 0.0003 0.0% 91% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Fibonacci Retracements and Extensions
4.250 1.3042
2.618 1.3042
1.618 1.3042
1.000 1.3042
0.618 1.3042
HIGH 1.3042
0.618 1.3042
0.500 1.3042
0.382 1.3042
LOW 1.3042
0.618 1.3042
1.000 1.3042
1.618 1.3042
2.618 1.3042
4.250 1.3042
Fisher Pivots for day following 21-Aug-2006
Pivot 1 day 3 day
R1 1.3045 1.3033
PP 1.3043 1.3020
S1 1.3042 1.3008

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

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