CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 03-Feb-2006

Day Change Summary
	Previous	Current
	02-Feb-2006	03-Feb-2006	Change	Change %	Previous Week
Open	1.2372	1.2296	-0.0076	-0.6%	1.2360
High	1.2372	1.2296	-0.0076	-0.6%	1.2424
Low	1.2372	1.2296	-0.0076	-0.6%	1.2296
Close	1.2372	1.2296	-0.0076	-0.6%	1.2296
Range
ATR	0.0054	0.0056	0.0002	2.9%	0.0000
Volume

Daily Pivots for day following 03-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2296	1.2296	1.2296
R3	1.2296	1.2296	1.2296
R2	1.2296	1.2296	1.2296
R1	1.2296	1.2296	1.2296	1.2296
PP	1.2296	1.2296	1.2296	1.2296
S1	1.2296	1.2296	1.2296	1.2296
S2	1.2296	1.2296	1.2296
S3	1.2296	1.2296	1.2296
S4	1.2296	1.2296	1.2296

Weekly Pivots for week ending 03-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2723	1.2637	1.2366
R3	1.2595	1.2509	1.2331
R2	1.2467	1.2467	1.2319
R1	1.2381	1.2381	1.2308	1.2360
PP	1.2339	1.2339	1.2339	1.2328
S1	1.2253	1.2253	1.2284	1.2232
S2	1.2211	1.2211	1.2273
S3	1.2083	1.2125	1.2261
S4	1.1955	1.1997	1.2226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2424	1.2296	0.0128	1.0%	0.0000	0.0%	0%	False	True
10	1.2580	1.2296	0.0284	2.3%	0.0000	0.0%	0%	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	1.2296
2.618	1.2296
1.618	1.2296
1.000	1.2296
0.618	1.2296
HIGH	1.2296
0.618	1.2296
0.500	1.2296
0.382	1.2296
LOW	1.2296
0.618	1.2296
1.000	1.2296
1.618	1.2296
2.618	1.2296
4.250	1.2296

Fisher Pivots for day following 03-Feb-2006
Pivot	1 day	3 day
R1	1.2296	1.2334
PP	1.2296	1.2321
S1	1.2296	1.2309

Download as Excel Spreadsheet

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

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