CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 31-Jan-2006

Day Change Summary
	Previous	Current
	30-Jan-2006	31-Jan-2006	Change	Change %	Previous Week
Open	1.2360	1.2424	0.0064	0.5%	1.2580
High	1.2360	1.2424	0.0064	0.5%	1.2580
Low	1.2360	1.2424	0.0064	0.5%	1.2381
Close	1.2363	1.2424	0.0061	0.5%	1.2381
Range
ATR	0.0000	0.0053	0.0053		0.0000
Volume	0	2	2		0

Daily Pivots for day following 31-Jan-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2424	1.2424	1.2424
R3	1.2424	1.2424	1.2424
R2	1.2424	1.2424	1.2424
R1	1.2424	1.2424	1.2424	1.2424
PP	1.2424	1.2424	1.2424	1.2424
S1	1.2424	1.2424	1.2424	1.2424
S2	1.2424	1.2424	1.2424
S3	1.2424	1.2424	1.2424
S4	1.2424	1.2424	1.2424

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	1.2535	1.2360	0.0175	1.4%	0.0000	0.0%	37%	False	False
10	1.2580	1.2360	0.0220	1.8%	0.0000	0.0%	29%	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	1.2424
2.618	1.2424
1.618	1.2424
1.000	1.2424
0.618	1.2424
HIGH	1.2424
0.618	1.2424
0.500	1.2424
0.382	1.2424
LOW	1.2424
0.618	1.2424
1.000	1.2424
1.618	1.2424
2.618	1.2424
4.250	1.2424

Fisher Pivots for day following 31-Jan-2006
Pivot	1 day	3 day
R1	1.2424	1.2413
PP	1.2424	1.2403
S1	1.2424	1.2392

Download as Excel Spreadsheet

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

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