CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 08-Mar-2006
Day Change Summary
Previous Current
07-Mar-2006 08-Mar-2006 Change Change % Previous Week
Open 1.2143 1.2171 0.0028 0.2% 1.2116
High 1.2143 1.2171 0.0028 0.2% 1.2293
Low 1.2143 1.2171 0.0028 0.2% 1.2116
Close 1.2143 1.2171 0.0028 0.2% 1.2291
Range
ATR 0.0043 0.0042 -0.0001 -2.5% 0.0000
Volume 2 3 1 50.0% 32
Daily Pivots for day following 08-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2171 1.2171 1.2171
R3 1.2171 1.2171 1.2171
R2 1.2171 1.2171 1.2171
R1 1.2171 1.2171 1.2171 1.2171
PP 1.2171 1.2171 1.2171 1.2171
S1 1.2171 1.2171 1.2171 1.2171
S2 1.2171 1.2171 1.2171
S3 1.2171 1.2171 1.2171
S4 1.2171 1.2171 1.2171
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 1.2143 0.0150 1.2% 0.0000 0.0% 19% False False 6
10 1.2293 1.2116 0.0177 1.5% 0.0000 0.0% 31% False False 3
20 1.2293 1.2116 0.0177 1.5% 0.0000 0.0% 31% False False 2
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 1.2171
2.618 1.2171
1.618 1.2171
1.000 1.2171
0.618 1.2171
HIGH 1.2171
0.618 1.2171
0.500 1.2171
0.382 1.2171
LOW 1.2171
0.618 1.2171
1.000 1.2171
1.618 1.2171
2.618 1.2171
4.250 1.2171
Fisher Pivots for day following 08-Mar-2006
Pivot 1 day 3 day
R1 1.2171 1.2209
PP 1.2171 1.2196
S1 1.2171 1.2184

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

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