CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 12-May-2006
Day Change Summary
Previous Current
11-May-2006 12-May-2006 Change Change % Previous Week
Open 1.3073 1.3129 0.0056 0.4% 1.2930
High 1.3073 1.3129 0.0056 0.4% 1.3129
Low 1.3073 1.3129 0.0056 0.4% 1.2930
Close 1.3073 1.3129 0.0056 0.4% 1.3129
Range
ATR 0.0047 0.0047 0.0001 1.4% 0.0000
Volume
Daily Pivots for day following 12-May-2006
Classic Woodie Camarilla DeMark
R4 1.3129 1.3129 1.3129
R3 1.3129 1.3129 1.3129
R2 1.3129 1.3129 1.3129
R1 1.3129 1.3129 1.3129 1.3129
PP 1.3129 1.3129 1.3129 1.3129
S1 1.3129 1.3129 1.3129 1.3129
S2 1.3129 1.3129 1.3129
S3 1.3129 1.3129 1.3129
S4 1.3129 1.3129 1.3129
Weekly Pivots for week ending 12-May-2006
Classic Woodie Camarilla DeMark
R4 1.3660 1.3593 1.3238
R3 1.3461 1.3394 1.3184
R2 1.3262 1.3262 1.3165
R1 1.3195 1.3195 1.3147 1.3229
PP 1.3063 1.3063 1.3063 1.3079
S1 1.2996 1.2996 1.3111 1.3030
S2 1.2864 1.2864 1.3093
S3 1.2665 1.2797 1.3074
S4 1.2466 1.2598 1.3020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3129 1.2930 0.0199 1.5% 0.0000 0.0% 100% True False
10 1.3129 1.2839 0.0290 2.2% 0.0000 0.0% 100% True False
20 1.3129 1.2508 0.0621 4.7% 0.0001 0.0% 100% True False 1
40 1.3129 1.2206 0.0923 7.0% 0.0003 0.0% 100% True False 1
60 1.3129 1.2116 0.1013 7.7% 0.0002 0.0% 100% True False 1
80 1.3129 1.2116 0.1013 7.7% 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 1.3129
2.618 1.3129
1.618 1.3129
1.000 1.3129
0.618 1.3129
HIGH 1.3129
0.618 1.3129
0.500 1.3129
0.382 1.3129
LOW 1.3129
0.618 1.3129
1.000 1.3129
1.618 1.3129
2.618 1.3129
4.250 1.3129
Fisher Pivots for day following 12-May-2006
Pivot 1 day 3 day
R1 1.3129 1.3113
PP 1.3129 1.3097
S1 1.3129 1.3081

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

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