CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 26-Jan-2006

Day Change Summary
	Previous	Current
	25-Jan-2006	26-Jan-2006	Change	Change %	Previous Week
Open	1.2535	1.2490	-0.0045	-0.4%	1.2378
High	1.2535	1.2490	-0.0045	-0.4%	1.2417
Low	1.2535	1.2490	-0.0045	-0.4%	1.2369
Close	1.2535	1.2490	-0.0045	-0.4%	1.2417
Range
ATR
Volume

Daily Pivots for day following 26-Jan-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2490	1.2490	1.2490
R3	1.2490	1.2490	1.2490
R2	1.2490	1.2490	1.2490
R1	1.2490	1.2490	1.2490	1.2490
PP	1.2490	1.2490	1.2490	1.2490
S1	1.2490	1.2490	1.2490	1.2490
S2	1.2490	1.2490	1.2490
S3	1.2490	1.2490	1.2490
S4	1.2490	1.2490	1.2490

Weekly Pivots for week ending 20-Jan-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2545	1.2529	1.2443
R3	1.2497	1.2481	1.2430
R2	1.2449	1.2449	1.2426
R1	1.2433	1.2433	1.2421	1.2441
PP	1.2401	1.2401	1.2401	1.2405
S1	1.2385	1.2385	1.2413	1.2393
S2	1.2353	1.2353	1.2408
S3	1.2305	1.2337	1.2404
S4	1.2257	1.2289	1.2391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2580	1.2417	0.0163	1.3%	0.0000	0.0%	45%	False	False
10	1.2580	1.2326	0.0254	2.0%	0.0000	0.0%	65%	False	False

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.2490
2.618	1.2490
1.618	1.2490
1.000	1.2490
0.618	1.2490
HIGH	1.2490
0.618	1.2490
0.500	1.2490
0.382	1.2490
LOW	1.2490
0.618	1.2490
1.000	1.2490
1.618	1.2490
2.618	1.2490
4.250	1.2490

Fisher Pivots for day following 26-Jan-2006
Pivot	1 day	3 day
R1	1.2490	1.2529
PP	1.2490	1.2516
S1	1.2490	1.2503

Download as Excel Spreadsheet

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

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