CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 06-Apr-2006
Day Change Summary
Previous Current
05-Apr-2006 06-Apr-2006 Change Change % Previous Week
Open 1.2537 1.2465 -0.0072 -0.6% 1.2247
High 1.2537 1.2465 -0.0072 -0.6% 1.2385
Low 1.2537 1.2465 -0.0072 -0.6% 1.2243
Close 1.2537 1.2465 -0.0072 -0.6% 1.2357
Range
ATR 0.0049 0.0051 0.0002 3.3% 0.0000
Volume 5 0 -5 -100.0% 18
Daily Pivots for day following 06-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2465 1.2465 1.2465
R3 1.2465 1.2465 1.2465
R2 1.2465 1.2465 1.2465
R1 1.2465 1.2465 1.2465 1.2465
PP 1.2465 1.2465 1.2465 1.2465
S1 1.2465 1.2465 1.2465 1.2465
S2 1.2465 1.2465 1.2465
S3 1.2465 1.2465 1.2465
S4 1.2465 1.2465 1.2465
Weekly Pivots for week ending 31-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2754 1.2698 1.2435
R3 1.2612 1.2556 1.2396
R2 1.2470 1.2470 1.2383
R1 1.2414 1.2414 1.2370 1.2442
PP 1.2328 1.2328 1.2328 1.2343
S1 1.2272 1.2272 1.2344 1.2300
S2 1.2186 1.2186 1.2331
S3 1.2044 1.2130 1.2318
S4 1.1902 1.1988 1.2279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2537 1.2357 0.0180 1.4% 0.0000 0.0% 60% False False 4
10 1.2537 1.2243 0.0294 2.4% 0.0007 0.1% 76% False False 2
20 1.2537 1.2168 0.0369 3.0% 0.0003 0.0% 80% False False 1
40 1.2537 1.2116 0.0421 3.4% 0.0002 0.0% 83% 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 1.2465
2.618 1.2465
1.618 1.2465
1.000 1.2465
0.618 1.2465
HIGH 1.2465
0.618 1.2465
0.500 1.2465
0.382 1.2465
LOW 1.2465
0.618 1.2465
1.000 1.2465
1.618 1.2465
2.618 1.2465
4.250 1.2465
Fisher Pivots for day following 06-Apr-2006
Pivot 1 day 3 day
R1 1.2465 1.2501
PP 1.2465 1.2489
S1 1.2465 1.2477

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

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