CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 12-Apr-2006
Day Change Summary
Previous Current
11-Apr-2006 12-Apr-2006 Change Change % Previous Week
Open 1.2375 1.2322 -0.0053 -0.4% 1.2376
High 1.2375 1.2338 -0.0037 -0.3% 1.2537
Low 1.2375 1.2322 -0.0053 -0.4% 1.2348
Close 1.2375 1.2341 -0.0034 -0.3% 1.2348
Range 0.0000 0.0016 0.0016 0.0189
ATR 0.0051 0.0051 0.0000 0.3% 0.0000
Volume 1 0 -1 -100.0% 5
Daily Pivots for day following 12-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2382 1.2377 1.2350
R3 1.2366 1.2361 1.2345
R2 1.2350 1.2350 1.2344
R1 1.2345 1.2345 1.2342 1.2348
PP 1.2334 1.2334 1.2334 1.2335
S1 1.2329 1.2329 1.2340 1.2332
S2 1.2318 1.2318 1.2338
S3 1.2302 1.2313 1.2337
S4 1.2286 1.2297 1.2332
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 1.2465 1.2322 0.0143 1.2% 0.0003 0.0% 13% False True
10 1.2537 1.2316 0.0221 1.8% 0.0009 0.1% 11% False False 2
20 1.2537 1.2206 0.0331 2.7% 0.0004 0.0% 41% 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 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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2406
2.618 1.2380
1.618 1.2364
1.000 1.2354
0.618 1.2348
HIGH 1.2338
0.618 1.2332
0.500 1.2330
0.382 1.2328
LOW 1.2322
0.618 1.2312
1.000 1.2306
1.618 1.2296
2.618 1.2280
4.250 1.2254
Fisher Pivots for day following 12-Apr-2006
Pivot 1 day 3 day
R1 1.2337 1.2349
PP 1.2334 1.2346
S1 1.2330 1.2344

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

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