CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 09-Mar-2006
Day Change Summary
Previous Current
08-Mar-2006 09-Mar-2006 Change Change % Previous Week
Open 1.2229 1.2223 -0.0006 0.0% 1.2174
High 1.2229 1.2223 -0.0006 0.0% 1.2351
Low 1.2229 1.2223 -0.0006 0.0% 1.2174
Close 1.2229 1.2223 -0.0006 0.0% 1.2349
Range
ATR 0.0040 0.0037 -0.0002 -6.1% 0.0000
Volume
Daily Pivots for day following 09-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2223 1.2223 1.2223
R3 1.2223 1.2223 1.2223
R2 1.2223 1.2223 1.2223
R1 1.2223 1.2223 1.2223 1.2223
PP 1.2223 1.2223 1.2223 1.2223
S1 1.2223 1.2223 1.2223 1.2223
S2 1.2223 1.2223 1.2223
S3 1.2223 1.2223 1.2223
S4 1.2223 1.2223 1.2223
Weekly Pivots for week ending 03-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2822 1.2763 1.2446
R3 1.2645 1.2586 1.2398
R2 1.2468 1.2468 1.2381
R1 1.2409 1.2409 1.2365 1.2439
PP 1.2291 1.2291 1.2291 1.2306
S1 1.2232 1.2232 1.2333 1.2262
S2 1.2114 1.2114 1.2317
S3 1.1937 1.2055 1.2300
S4 1.1760 1.1878 1.2252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2349 1.2201 0.0148 1.2% 0.0000 0.0% 15% False False
10 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 28% False False
20 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 28% 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 1.2223
2.618 1.2223
1.618 1.2223
1.000 1.2223
0.618 1.2223
HIGH 1.2223
0.618 1.2223
0.500 1.2223
0.382 1.2223
LOW 1.2223
0.618 1.2223
1.000 1.2223
1.618 1.2223
2.618 1.2223
4.250 1.2223
Fisher Pivots for day following 09-Mar-2006
Pivot 1 day 3 day
R1 1.2223 1.2220
PP 1.2223 1.2218
S1 1.2223 1.2215

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

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