CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 10-Apr-2006
Day Change Summary
Previous Current
07-Apr-2006 10-Apr-2006 Change Change % Previous Week
Open 1.2348 1.2338 -0.0010 -0.1% 1.2376
High 1.2348 1.2338 -0.0010 -0.1% 1.2537
Low 1.2348 1.2338 -0.0010 -0.1% 1.2348
Close 1.2348 1.2338 -0.0010 -0.1% 1.2348
Range
ATR 0.0056 0.0052 -0.0003 -5.9% 0.0000
Volume 0 1 1 5
Daily Pivots for day following 10-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2338 1.2338 1.2338
R3 1.2338 1.2338 1.2338
R2 1.2338 1.2338 1.2338
R1 1.2338 1.2338 1.2338 1.2338
PP 1.2338 1.2338 1.2338 1.2338
S1 1.2338 1.2338 1.2338 1.2338
S2 1.2338 1.2338 1.2338
S3 1.2338 1.2338 1.2338
S4 1.2338 1.2338 1.2338
Weekly Pivots for week ending 07-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2978 1.2852 1.2452
R3 1.2789 1.2663 1.2400
R2 1.2600 1.2600 1.2383
R1 1.2474 1.2474 1.2365 1.2443
PP 1.2411 1.2411 1.2411 1.2395
S1 1.2285 1.2285 1.2331 1.2254
S2 1.2222 1.2222 1.2313
S3 1.2033 1.2096 1.2296
S4 1.1844 1.1907 1.2244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2537 1.2338 0.0199 1.6% 0.0000 0.0% 0% False True 1
10 1.2537 1.2243 0.0294 2.4% 0.0007 0.1% 32% False False 2
20 1.2537 1.2206 0.0331 2.7% 0.0003 0.0% 40% False False 1
40 1.2537 1.2116 0.0421 3.4% 0.0002 0.0% 53% False False 1
60 1.2580 1.2116 0.0464 3.8% 0.0001 0.0% 48% 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 1.2338
2.618 1.2338
1.618 1.2338
1.000 1.2338
0.618 1.2338
HIGH 1.2338
0.618 1.2338
0.500 1.2338
0.382 1.2338
LOW 1.2338
0.618 1.2338
1.000 1.2338
1.618 1.2338
2.618 1.2338
4.250 1.2338
Fisher Pivots for day following 10-Apr-2006
Pivot 1 day 3 day
R1 1.2338 1.2402
PP 1.2338 1.2380
S1 1.2338 1.2359

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

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