CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 03-Jul-2006
Day Change Summary
Previous Current
30-Jun-2006 03-Jul-2006 Change Change % Previous Week
Open 1.2988 1.3000 0.0012 0.1% 1.2792
High 1.2988 1.3000 0.0012 0.1% 1.2988
Low 1.2988 1.3000 0.0012 0.1% 1.2766
Close 1.2988 1.3000 0.0012 0.1% 1.2988
Range
ATR 0.0059 0.0056 -0.0003 -5.7% 0.0000
Volume 0 2 2 3
Daily Pivots for day following 03-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3000 1.3000 1.3000
R3 1.3000 1.3000 1.3000
R2 1.3000 1.3000 1.3000
R1 1.3000 1.3000 1.3000 1.3000
PP 1.3000 1.3000 1.3000 1.3000
S1 1.3000 1.3000 1.3000 1.3000
S2 1.3000 1.3000 1.3000
S3 1.3000 1.3000 1.3000
S4 1.3000 1.3000 1.3000
Weekly Pivots for week ending 30-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3580 1.3506 1.3110
R3 1.3358 1.3284 1.3049
R2 1.3136 1.3136 1.3029
R1 1.3062 1.3062 1.3008 1.3099
PP 1.2914 1.2914 1.2914 1.2933
S1 1.2840 1.2840 1.2968 1.2877
S2 1.2692 1.2692 1.2947
S3 1.2470 1.2618 1.2927
S4 1.2248 1.2396 1.2866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3000 1.2766 0.0234 1.8% 0.0000 0.0% 100% True False 1
10 1.3000 1.2731 0.0269 2.1% 0.0000 0.0% 100% True False 1
20 1.3050 1.2731 0.0319 2.5% 0.0000 0.0% 84% False False 3
40 1.3135 1.2731 0.0404 3.1% 0.0000 0.0% 67% False False 2
60 1.3135 1.2322 0.0813 6.3% 0.0001 0.0% 83% False False 2
80 1.3135 1.2168 0.0967 7.4% 0.0001 0.0% 86% False False 1
100 1.3135 1.2116 0.1019 7.8% 0.0001 0.0% 87% 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 1.3000
2.618 1.3000
1.618 1.3000
1.000 1.3000
0.618 1.3000
HIGH 1.3000
0.618 1.3000
0.500 1.3000
0.382 1.3000
LOW 1.3000
0.618 1.3000
1.000 1.3000
1.618 1.3000
2.618 1.3000
4.250 1.3000
Fisher Pivots for day following 03-Jul-2006
Pivot 1 day 3 day
R1 1.3000 1.2979
PP 1.3000 1.2957
S1 1.3000 1.2936

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

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