CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 30-Jan-2006

Day Change Summary
	Previous	Current
	27-Jan-2006	30-Jan-2006	Change	Change %	Previous Week
Open	1.2381	1.2360	-0.0021	-0.2%	1.2580
High	1.2381	1.2360	-0.0021	-0.2%	1.2580
Low	1.2381	1.2360	-0.0021	-0.2%	1.2381
Close	1.2381	1.2363	-0.0018	-0.1%	1.2381
Range
ATR
Volume

Daily Pivots for day following 30-Jan-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2361	1.2362	1.2363
R3	1.2361	1.2362	1.2363
R2	1.2361	1.2361	1.2363
R1	1.2362	1.2362	1.2363	1.2362
PP	1.2361	1.2361	1.2361	1.2361
S1	1.2362	1.2362	1.2363	1.2362
S2	1.2361	1.2361	1.2363
S3	1.2361	1.2362	1.2363
S4	1.2361	1.2362	1.2363

Weekly Pivots for week ending 27-Jan-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3044	1.2912	1.2490
R3	1.2845	1.2713	1.2436
R2	1.2646	1.2646	1.2417
R1	1.2514	1.2514	1.2399	1.2481
PP	1.2447	1.2447	1.2447	1.2431
S1	1.2315	1.2315	1.2363	1.2282
S2	1.2248	1.2248	1.2345
S3	1.2049	1.2116	1.2326
S4	1.1850	1.1917	1.2272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2568	1.2360	0.0208	1.7%	0.0000	0.0%	1%	False	True
10	1.2580	1.2360	0.0220	1.8%	0.0000	0.0%	1%	False	True

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	1.2360
2.618	1.2360
1.618	1.2360
1.000	1.2360
0.618	1.2360
HIGH	1.2360
0.618	1.2360
0.500	1.2360
0.382	1.2360
LOW	1.2360
0.618	1.2360
1.000	1.2360
1.618	1.2360
2.618	1.2360
4.250	1.2360

Fisher Pivots for day following 30-Jan-2006
Pivot	1 day	3 day
R1	1.2362	1.2425
PP	1.2361	1.2404
S1	1.2360	1.2384

Download as Excel Spreadsheet

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

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