CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 17-Apr-2006
Day Change Summary
Previous Current
13-Apr-2006 17-Apr-2006 Change Change % Previous Week
Open 1.2340 1.2525 0.0185 1.5% 1.2338
High 1.2340 1.2528 0.0188 1.5% 1.2375
Low 1.2340 1.2508 0.0168 1.4% 1.2322
Close 1.2340 1.2497 0.0157 1.3% 1.2340
Range 0.0000 0.0020 0.0020 0.0053
ATR 0.0048 0.0058 0.0010 21.0% 0.0000
Volume 15 0 -15 -100.0% 17
Daily Pivots for day following 17-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2571 1.2554 1.2508
R3 1.2551 1.2534 1.2503
R2 1.2531 1.2531 1.2501
R1 1.2514 1.2514 1.2499 1.2513
PP 1.2511 1.2511 1.2511 1.2510
S1 1.2494 1.2494 1.2495 1.2493
S2 1.2491 1.2491 1.2493
S3 1.2471 1.2474 1.2492
S4 1.2451 1.2454 1.2486
Weekly Pivots for week ending 14-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2505 1.2475 1.2369
R3 1.2452 1.2422 1.2355
R2 1.2399 1.2399 1.2350
R1 1.2369 1.2369 1.2345 1.2384
PP 1.2346 1.2346 1.2346 1.2353
S1 1.2316 1.2316 1.2335 1.2331
S2 1.2293 1.2293 1.2330
S3 1.2240 1.2263 1.2325
S4 1.2187 1.2210 1.2311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2528 1.2322 0.0206 1.6% 0.0007 0.1% 85% True False 3
10 1.2537 1.2322 0.0215 1.7% 0.0004 0.0% 81% False False 2
20 1.2537 1.2206 0.0331 2.6% 0.0005 0.0% 88% False False 2
40 1.2537 1.2116 0.0421 3.4% 0.0003 0.0% 90% False False 2
60 1.2580 1.2116 0.0464 3.7% 0.0002 0.0% 82% 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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2613
2.618 1.2580
1.618 1.2560
1.000 1.2548
0.618 1.2540
HIGH 1.2528
0.618 1.2520
0.500 1.2518
0.382 1.2516
LOW 1.2508
0.618 1.2496
1.000 1.2488
1.618 1.2476
2.618 1.2456
4.250 1.2423
Fisher Pivots for day following 17-Apr-2006
Pivot 1 day 3 day
R1 1.2518 1.2473
PP 1.2511 1.2449
S1 1.2504 1.2425

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

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