CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 11-Apr-2006
Day Change Summary
Previous Current
10-Apr-2006 11-Apr-2006 Change Change % Previous Week
Open 1.2338 1.2375 0.0037 0.3% 1.2376
High 1.2338 1.2375 0.0037 0.3% 1.2537
Low 1.2338 1.2375 0.0037 0.3% 1.2348
Close 1.2338 1.2375 0.0037 0.3% 1.2348
Range
ATR 0.0052 0.0051 -0.0001 -2.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2375 1.2375 1.2375
R3 1.2375 1.2375 1.2375
R2 1.2375 1.2375 1.2375
R1 1.2375 1.2375 1.2375 1.2375
PP 1.2375 1.2375 1.2375 1.2375
S1 1.2375 1.2375 1.2375 1.2375
S2 1.2375 1.2375 1.2375
S3 1.2375 1.2375 1.2375
S4 1.2375 1.2375 1.2375
Weekly Pivots for week ending 07-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2978 1.2852 1.2452
R3 1.2789 1.2663 1.2400
R2 1.2600 1.2600 1.2383
R1 1.2474 1.2474 1.2365 1.2443
PP 1.2411 1.2411 1.2411 1.2395
S1 1.2285 1.2285 1.2331 1.2254
S2 1.2222 1.2222 1.2313
S3 1.2033 1.2096 1.2296
S4 1.1844 1.1907 1.2244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2537 1.2338 0.0199 1.6% 0.0000 0.0% 19% False False 1
10 1.2537 1.2259 0.0278 2.2% 0.0007 0.1% 42% False False 2
20 1.2537 1.2206 0.0331 2.7% 0.0003 0.0% 51% False False 1
40 1.2537 1.2116 0.0421 3.4% 0.0002 0.0% 62% False False 1
60 1.2580 1.2116 0.0464 3.7% 0.0001 0.0% 56% False False 1
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 1.2375
2.618 1.2375
1.618 1.2375
1.000 1.2375
0.618 1.2375
HIGH 1.2375
0.618 1.2375
0.500 1.2375
0.382 1.2375
LOW 1.2375
0.618 1.2375
1.000 1.2375
1.618 1.2375
2.618 1.2375
4.250 1.2375
Fisher Pivots for day following 11-Apr-2006
Pivot 1 day 3 day
R1 1.2375 1.2369
PP 1.2375 1.2363
S1 1.2375 1.2357

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

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