CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 29-Mar-2006
Day Change Summary
Previous Current
28-Mar-2006 29-Mar-2006 Change Change % Previous Week
Open 1.2243 1.2259 0.0016 0.1% 1.2410
High 1.2243 1.2259 0.0016 0.1% 1.2410
Low 1.2243 1.2259 0.0016 0.1% 1.2206
Close 1.2243 1.2259 0.0016 0.1% 1.2270
Range
ATR 0.0043 0.0041 -0.0002 -4.5% 0.0000
Volume
Daily Pivots for day following 29-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2259 1.2259 1.2259
R3 1.2259 1.2259 1.2259
R2 1.2259 1.2259 1.2259
R1 1.2259 1.2259 1.2259 1.2259
PP 1.2259 1.2259 1.2259 1.2259
S1 1.2259 1.2259 1.2259 1.2259
S2 1.2259 1.2259 1.2259
S3 1.2259 1.2259 1.2259
S4 1.2259 1.2259 1.2259
Weekly Pivots for week ending 24-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2907 1.2793 1.2382
R3 1.2703 1.2589 1.2326
R2 1.2499 1.2499 1.2307
R1 1.2385 1.2385 1.2289 1.2340
PP 1.2295 1.2295 1.2295 1.2273
S1 1.2181 1.2181 1.2251 1.2136
S2 1.2091 1.2091 1.2233
S3 1.1887 1.1977 1.2214
S4 1.1683 1.1773 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2270 1.2206 0.0064 0.5% 0.0000 0.0% 83% False False
10 1.2441 1.2206 0.0235 1.9% 0.0000 0.0% 23% False False
20 1.2441 1.2143 0.0298 2.4% 0.0000 0.0% 39% False False 2
40 1.2441 1.2116 0.0325 2.7% 0.0000 0.0% 44% 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 1.2259
2.618 1.2259
1.618 1.2259
1.000 1.2259
0.618 1.2259
HIGH 1.2259
0.618 1.2259
0.500 1.2259
0.382 1.2259
LOW 1.2259
0.618 1.2259
1.000 1.2259
1.618 1.2259
2.618 1.2259
4.250 1.2259
Fisher Pivots for day following 29-Mar-2006
Pivot 1 day 3 day
R1 1.2259 1.2256
PP 1.2259 1.2254
S1 1.2259 1.2251

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

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