CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 25-Apr-2006
Day Change Summary
Previous Current
24-Apr-2006 25-Apr-2006 Change Change % Previous Week
Open 1.2638 1.2668 0.0030 0.2% 1.2525
High 1.2638 1.2668 0.0030 0.2% 1.2622
Low 1.2638 1.2668 0.0030 0.2% 1.2508
Close 1.2638 1.2668 0.0030 0.2% 1.2577
Range
ATR 0.0057 0.0055 -0.0002 -3.4% 0.0000
Volume
Daily Pivots for day following 25-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2668 1.2668 1.2668
R3 1.2668 1.2668 1.2668
R2 1.2668 1.2668 1.2668
R1 1.2668 1.2668 1.2668 1.2668
PP 1.2668 1.2668 1.2668 1.2668
S1 1.2668 1.2668 1.2668 1.2668
S2 1.2668 1.2668 1.2668
S3 1.2668 1.2668 1.2668
S4 1.2668 1.2668 1.2668
Weekly Pivots for week ending 21-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2911 1.2858 1.2640
R3 1.2797 1.2744 1.2608
R2 1.2683 1.2683 1.2598
R1 1.2630 1.2630 1.2587 1.2657
PP 1.2569 1.2569 1.2569 1.2582
S1 1.2516 1.2516 1.2567 1.2543
S2 1.2455 1.2455 1.2556
S3 1.2341 1.2402 1.2546
S4 1.2227 1.2288 1.2514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2668 1.2552 0.0116 0.9% 0.0000 0.0% 100% True False
10 1.2668 1.2322 0.0346 2.7% 0.0004 0.0% 100% True False 3
20 1.2668 1.2243 0.0425 3.4% 0.0005 0.0% 100% True False 2
40 1.2668 1.2143 0.0525 4.1% 0.0003 0.0% 100% True False 2
60 1.2668 1.2116 0.0552 4.4% 0.0002 0.0% 100% True 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 1.2668
2.618 1.2668
1.618 1.2668
1.000 1.2668
0.618 1.2668
HIGH 1.2668
0.618 1.2668
0.500 1.2668
0.382 1.2668
LOW 1.2668
0.618 1.2668
1.000 1.2668
1.618 1.2668
2.618 1.2668
4.250 1.2668
Fisher Pivots for day following 25-Apr-2006
Pivot 1 day 3 day
R1 1.2668 1.2653
PP 1.2668 1.2638
S1 1.2668 1.2623

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

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