CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 06-Mar-2006
Day Change Summary
Previous Current
03-Mar-2006 06-Mar-2006 Change Change % Previous Week
Open 1.2291 1.2275 -0.0016 -0.1% 1.2116
High 1.2291 1.2275 -0.0016 -0.1% 1.2293
Low 1.2291 1.2275 -0.0016 -0.1% 1.2116
Close 1.2291 1.2277 -0.0014 -0.1% 1.2291
Range
ATR 0.0037 0.0036 -0.0002 -4.1% 0.0000
Volume 1 0 -1 -100.0% 32
Daily Pivots for day following 06-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2276 1.2276 1.2277
R3 1.2276 1.2276 1.2277
R2 1.2276 1.2276 1.2277
R1 1.2276 1.2276 1.2277 1.2276
PP 1.2276 1.2276 1.2276 1.2276
S1 1.2276 1.2276 1.2277 1.2276
S2 1.2276 1.2276 1.2277
S3 1.2276 1.2276 1.2277
S4 1.2276 1.2276 1.2277
Weekly Pivots for week ending 03-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2764 1.2705 1.2388
R3 1.2587 1.2528 1.2340
R2 1.2410 1.2410 1.2323
R1 1.2351 1.2351 1.2307 1.2381
PP 1.2233 1.2233 1.2233 1.2248
S1 1.2174 1.2174 1.2275 1.2204
S2 1.2056 1.2056 1.2259
S3 1.1879 1.1997 1.2242
S4 1.1702 1.1820 1.2194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2293 1.2177 0.0116 0.9% 0.0000 0.0% 86% False False 6
10 1.2293 1.2116 0.0177 1.4% 0.0000 0.0% 91% False False 3
20 1.2293 1.2116 0.0177 1.4% 0.0000 0.0% 91% 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 1.2275
2.618 1.2275
1.618 1.2275
1.000 1.2275
0.618 1.2275
HIGH 1.2275
0.618 1.2275
0.500 1.2275
0.382 1.2275
LOW 1.2275
0.618 1.2275
1.000 1.2275
1.618 1.2275
2.618 1.2275
4.250 1.2275
Fisher Pivots for day following 06-Mar-2006
Pivot 1 day 3 day
R1 1.2276 1.2284
PP 1.2276 1.2282
S1 1.2275 1.2279

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

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