CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 01-May-2006
Day Change Summary
Previous Current
28-Apr-2006 01-May-2006 Change Change % Previous Week
Open 1.2860 1.2839 -0.0021 -0.2% 1.2638
High 1.2860 1.2839 -0.0021 -0.2% 1.2860
Low 1.2860 1.2839 -0.0021 -0.2% 1.2638
Close 1.2838 1.2839 0.0001 0.0% 1.2838
Range
ATR 0.0057 0.0053 -0.0004 -7.0% 0.0000
Volume
Daily Pivots for day following 01-May-2006
Classic Woodie Camarilla DeMark
R4 1.2839 1.2839 1.2839
R3 1.2839 1.2839 1.2839
R2 1.2839 1.2839 1.2839
R1 1.2839 1.2839 1.2839 1.2839
PP 1.2839 1.2839 1.2839 1.2839
S1 1.2839 1.2839 1.2839 1.2839
S2 1.2839 1.2839 1.2839
S3 1.2839 1.2839 1.2839
S4 1.2839 1.2839 1.2839
Weekly Pivots for week ending 28-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.3445 1.3363 1.2960
R3 1.3223 1.3141 1.2899
R2 1.3001 1.3001 1.2879
R1 1.2919 1.2919 1.2858 1.2960
PP 1.2779 1.2779 1.2779 1.2799
S1 1.2697 1.2697 1.2818 1.2738
S2 1.2557 1.2557 1.2797
S3 1.2335 1.2475 1.2777
S4 1.2113 1.2253 1.2716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2860 1.2668 0.0192 1.5% 0.0000 0.0% 89% False False
10 1.2860 1.2550 0.0310 2.4% 0.0000 0.0% 93% False False 1
20 1.2860 1.2322 0.0538 4.2% 0.0002 0.0% 96% False False 1
40 1.2860 1.2143 0.0717 5.6% 0.0003 0.0% 97% False False 1
60 1.2860 1.2116 0.0744 5.8% 0.0002 0.0% 97% 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 1.2839
2.618 1.2839
1.618 1.2839
1.000 1.2839
0.618 1.2839
HIGH 1.2839
0.618 1.2839
0.500 1.2839
0.382 1.2839
LOW 1.2839
0.618 1.2839
1.000 1.2839
1.618 1.2839
2.618 1.2839
4.250 1.2839
Fisher Pivots for day following 01-May-2006
Pivot 1 day 3 day
R1 1.2839 1.2830
PP 1.2839 1.2822
S1 1.2839 1.2813

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

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