CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 18-Oct-2006
Day Change Summary
Previous Current
17-Oct-2006 18-Oct-2006 Change Change % Previous Week
Open 1.2654 1.2627 -0.0027 -0.2% 1.2709
High 1.2656 1.2623 -0.0033 -0.3% 1.2709
Low 1.2634 1.2605 -0.0029 -0.2% 1.2585
Close 1.2636 1.2627 -0.0009 -0.1% 1.2611
Range 0.0022 0.0018 -0.0004 -18.2% 0.0124
ATR 0.0042 0.0041 -0.0001 -1.8% 0.0000
Volume 460 220 -240 -52.2% 2,867
Daily Pivots for day following 18-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2672 1.2668 1.2637
R3 1.2654 1.2650 1.2632
R2 1.2636 1.2636 1.2630
R1 1.2632 1.2632 1.2629 1.2636
PP 1.2618 1.2618 1.2618 1.2621
S1 1.2614 1.2614 1.2625 1.2618
S2 1.2600 1.2600 1.2624
S3 1.2582 1.2596 1.2622
S4 1.2564 1.2578 1.2617
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3007 1.2933 1.2679
R3 1.2883 1.2809 1.2645
R2 1.2759 1.2759 1.2634
R1 1.2685 1.2685 1.2622 1.2660
PP 1.2635 1.2635 1.2635 1.2623
S1 1.2561 1.2561 1.2600 1.2536
S2 1.2511 1.2511 1.2588
S3 1.2387 1.2437 1.2577
S4 1.2263 1.2313 1.2543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2656 1.2585 0.0071 0.6% 0.0016 0.1% 59% False False 526
10 1.2796 1.2585 0.0211 1.7% 0.0016 0.1% 20% False False 480
20 1.2925 1.2585 0.0340 2.7% 0.0020 0.2% 12% False False 344
40 1.2973 1.2585 0.0388 3.1% 0.0013 0.1% 11% False False 197
60 1.3042 1.2585 0.0457 3.6% 0.0010 0.1% 9% False False 133
80 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 9% False False 101
100 1.3135 1.2585 0.0550 4.4% 0.0007 0.1% 8% False False 81
120 1.3135 1.2585 0.0550 4.4% 0.0006 0.0% 8% False False 68
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2700
2.618 1.2670
1.618 1.2652
1.000 1.2641
0.618 1.2634
HIGH 1.2623
0.618 1.2616
0.500 1.2614
0.382 1.2612
LOW 1.2605
0.618 1.2594
1.000 1.2587
1.618 1.2576
2.618 1.2558
4.250 1.2529
Fisher Pivots for day following 18-Oct-2006
Pivot 1 day 3 day
R1 1.2623 1.2631
PP 1.2618 1.2629
S1 1.2614 1.2628

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

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