CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 30-Mar-2006

Day Change Summary
	Previous	Current
	29-Mar-2006	30-Mar-2006	Change	Change %	Previous Week
Open	1.2259	1.2316	0.0057	0.5%	1.2410
High	1.2259	1.2385	0.0126	1.0%	1.2410
Low	1.2259	1.2316	0.0057	0.5%	1.2206
Close	1.2259	1.2391	0.0132	1.1%	1.2270
Range	0.0000	0.0069	0.0069		0.0204
ATR	0.0041	0.0047	0.0006	14.6%	0.0000
Volume

Daily Pivots for day following 30-Mar-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2571	1.2550	1.2429
R3	1.2502	1.2481	1.2410
R2	1.2433	1.2433	1.2404
R1	1.2412	1.2412	1.2397	1.2423
PP	1.2364	1.2364	1.2364	1.2369
S1	1.2343	1.2343	1.2385	1.2354
S2	1.2295	1.2295	1.2378
S3	1.2226	1.2274	1.2372
S4	1.2157	1.2205	1.2353

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	1.2385	1.2243	0.0142	1.1%	0.0014	0.1%	104%	True	False
10	1.2441	1.2206	0.0235	1.9%	0.0007	0.1%	79%	False	False
20	1.2441	1.2143	0.0298	2.4%	0.0003	0.0%	83%	False	False
40	1.2441	1.2116	0.0325	2.6%	0.0002	0.0%	85%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	1.2678
2.618	1.2566
1.618	1.2497
1.000	1.2454
0.618	1.2428
HIGH	1.2385
0.618	1.2359
0.500	1.2351
0.382	1.2342
LOW	1.2316
0.618	1.2273
1.000	1.2247
1.618	1.2204
2.618	1.2135
4.250	1.2023

Fisher Pivots for day following 30-Mar-2006
Pivot	1 day	3 day
R1	1.2378	1.2365
PP	1.2364	1.2340
S1	1.2351	1.2314

Download as Excel Spreadsheet

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

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