CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 13-Sep-2006
Day Change Summary
Previous Current
12-Sep-2006 13-Sep-2006 Change Change % Previous Week
Open 1.2810 1.2815 0.0005 0.0% 1.2950
High 1.2810 1.2800 -0.0010 -0.1% 1.2950
Low 1.2807 1.2800 -0.0007 -0.1% 1.2790
Close 1.2815 1.2815 0.0000 0.0% 1.2799
Range 0.0003 0.0000 -0.0003 -100.0% 0.0160
ATR 0.0038 0.0036 -0.0002 -4.3% 0.0000
Volume 5 131 126 2,520.0% 61
Daily Pivots for day following 13-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2805 1.2810 1.2815
R3 1.2805 1.2810 1.2815
R2 1.2805 1.2805 1.2815
R1 1.2810 1.2810 1.2815 1.2815
PP 1.2805 1.2805 1.2805 1.2808
S1 1.2810 1.2810 1.2815 1.2815
S2 1.2805 1.2805 1.2815
S3 1.2805 1.2810 1.2815
S4 1.2805 1.2810 1.2815
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3326 1.3223 1.2887
R3 1.3166 1.3063 1.2843
R2 1.3006 1.3006 1.2828
R1 1.2903 1.2903 1.2814 1.2875
PP 1.2846 1.2846 1.2846 1.2832
S1 1.2743 1.2743 1.2784 1.2715
S2 1.2686 1.2686 1.2770
S3 1.2526 1.2583 1.2755
S4 1.2366 1.2423 1.2711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2871 1.2790 0.0081 0.6% 0.0002 0.0% 31% False False 48
10 1.2970 1.2790 0.0180 1.4% 0.0001 0.0% 14% False False 29
20 1.3042 1.2790 0.0252 2.0% 0.0002 0.0% 10% False False 17
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 39% False False 12
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 39% False False 9
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 31% False False 7
100 1.3135 1.2638 0.0497 3.9% 0.0003 0.0% 36% False False 6
120 1.3135 1.2243 0.0892 7.0% 0.0003 0.0% 64% False False 5
Crabel Price Patterns
NR True
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 -0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2800
2.618 1.2800
1.618 1.2800
1.000 1.2800
0.618 1.2800
HIGH 1.2800
0.618 1.2800
0.500 1.2800
0.382 1.2800
LOW 1.2800
0.618 1.2800
1.000 1.2800
1.618 1.2800
2.618 1.2800
4.250 1.2800
Fisher Pivots for day following 13-Sep-2006
Pivot 1 day 3 day
R1 1.2810 1.2814
PP 1.2805 1.2814
S1 1.2800 1.2813

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

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