CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 1.2958 1.2992 0.0034 0.3% 1.2986
High 1.2999 1.3006 0.0007 0.1% 1.3006
Low 1.2933 1.2948 0.0015 0.1% 1.2933
Close 1.2993 1.2999 0.0006 0.0% 1.2999
Range 0.0066 0.0058 -0.0008 -12.1% 0.0073
ATR 0.0076 0.0074 -0.0001 -1.7% 0.0000
Volume 130,841 224,976 94,135 71.9% 749,349
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3158 1.3137 1.3031
R3 1.3100 1.3079 1.3015
R2 1.3042 1.3042 1.3010
R1 1.3021 1.3021 1.3004 1.3032
PP 1.2984 1.2984 1.2984 1.2990
S1 1.2963 1.2963 1.2994 1.2974
S2 1.2926 1.2926 1.2988
S3 1.2868 1.2905 1.2983
S4 1.2810 1.2847 1.2967
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3198 1.3172 1.3039
R3 1.3125 1.3099 1.3019
R2 1.3052 1.3052 1.3012
R1 1.3026 1.3026 1.3006 1.3039
PP 1.2979 1.2979 1.2979 1.2986
S1 1.2953 1.2953 1.2992 1.2966
S2 1.2906 1.2906 1.2986
S3 1.2833 1.2880 1.2979
S4 1.2760 1.2807 1.2959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2904 0.0102 0.8% 0.0062 0.5% 93% True False 209,211
10 1.3132 1.2904 0.0228 1.8% 0.0070 0.5% 42% False False 193,845
20 1.3344 1.2904 0.0440 3.4% 0.0065 0.5% 22% False False 165,630
40 1.3421 1.2892 0.0529 4.1% 0.0065 0.5% 20% False False 110,976
60 1.3421 1.2633 0.0788 6.1% 0.0055 0.4% 46% False False 74,185
80 1.3421 1.2585 0.0836 6.4% 0.0046 0.4% 50% False False 55,730
100 1.3421 1.2585 0.0836 6.4% 0.0038 0.3% 50% False False 44,599
120 1.3421 1.2585 0.0836 6.4% 0.0032 0.2% 50% False False 37,167
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3253
2.618 1.3158
1.618 1.3100
1.000 1.3064
0.618 1.3042
HIGH 1.3006
0.618 1.2984
0.500 1.2977
0.382 1.2970
LOW 1.2948
0.618 1.2912
1.000 1.2890
1.618 1.2854
2.618 1.2796
4.250 1.2702
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 1.2992 1.2989
PP 1.2984 1.2979
S1 1.2977 1.2970

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

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