CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 11-May-2006
Day Change Summary
Previous Current
10-May-2006 11-May-2006 Change Change % Previous Week
Open 1.3033 1.3073 0.0040 0.3% 1.2839
High 1.3033 1.3073 0.0040 0.3% 1.2962
Low 1.3033 1.3073 0.0040 0.3% 1.2839
Close 1.3033 1.3073 0.0040 0.3% 1.2962
Range
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume
Daily Pivots for day following 11-May-2006
Classic Woodie Camarilla DeMark
R4 1.3073 1.3073 1.3073
R3 1.3073 1.3073 1.3073
R2 1.3073 1.3073 1.3073
R1 1.3073 1.3073 1.3073 1.3073
PP 1.3073 1.3073 1.3073 1.3073
S1 1.3073 1.3073 1.3073 1.3073
S2 1.3073 1.3073 1.3073
S3 1.3073 1.3073 1.3073
S4 1.3073 1.3073 1.3073
Weekly Pivots for week ending 05-May-2006
Classic Woodie Camarilla DeMark
R4 1.3290 1.3249 1.3030
R3 1.3167 1.3126 1.2996
R2 1.3044 1.3044 1.2985
R1 1.3003 1.3003 1.2973 1.3024
PP 1.2921 1.2921 1.2921 1.2931
S1 1.2880 1.2880 1.2951 1.2901
S2 1.2798 1.2798 1.2939
S3 1.2675 1.2757 1.2928
S4 1.2552 1.2634 1.2894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3073 1.2930 0.0143 1.1% 0.0000 0.0% 100% True False
10 1.3073 1.2839 0.0234 1.8% 0.0000 0.0% 100% True False
20 1.3073 1.2340 0.0733 5.6% 0.0001 0.0% 100% True False 1
40 1.3073 1.2206 0.0867 6.6% 0.0003 0.0% 100% True False 1
60 1.3073 1.2116 0.0957 7.3% 0.0002 0.0% 100% True False 1
80 1.3073 1.2116 0.0957 7.3% 0.0001 0.0% 100% True 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 1.3073
2.618 1.3073
1.618 1.3073
1.000 1.3073
0.618 1.3073
HIGH 1.3073
0.618 1.3073
0.500 1.3073
0.382 1.3073
LOW 1.3073
0.618 1.3073
1.000 1.3073
1.618 1.3073
2.618 1.3073
4.250 1.3073
Fisher Pivots for day following 11-May-2006
Pivot 1 day 3 day
R1 1.3073 1.3057
PP 1.3073 1.3042
S1 1.3073 1.3026

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

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