CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 17-May-2006
Day Change Summary
Previous Current
16-May-2006 17-May-2006 Change Change % Previous Week
Open 1.3081 1.2971 -0.0110 -0.8% 1.2930
High 1.3081 1.2971 -0.0110 -0.8% 1.3129
Low 1.3081 1.2971 -0.0110 -0.8% 1.2930
Close 1.3081 1.2971 -0.0110 -0.8% 1.3129
Range
ATR 0.0051 0.0055 0.0004 8.2% 0.0000
Volume 3 1 -2 -66.7% 2
Daily Pivots for day following 17-May-2006
Classic Woodie Camarilla DeMark
R4 1.2971 1.2971 1.2971
R3 1.2971 1.2971 1.2971
R2 1.2971 1.2971 1.2971
R1 1.2971 1.2971 1.2971 1.2971
PP 1.2971 1.2971 1.2971 1.2971
S1 1.2971 1.2971 1.2971 1.2971
S2 1.2971 1.2971 1.2971
S3 1.2971 1.2971 1.2971
S4 1.2971 1.2971 1.2971
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 1.2971 0.0158 1.2% 0.0000 0.0% 0% False True
10 1.3129 1.2930 0.0199 1.5% 0.0000 0.0% 21% False False
20 1.3129 1.2552 0.0577 4.4% 0.0000 0.0% 73% False False
40 1.3129 1.2206 0.0923 7.1% 0.0003 0.0% 83% False False 1
60 1.3129 1.2116 0.1013 7.8% 0.0002 0.0% 84% False False 1
80 1.3129 1.2116 0.1013 7.8% 0.0001 0.0% 84% 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 1.2971
2.618 1.2971
1.618 1.2971
1.000 1.2971
0.618 1.2971
HIGH 1.2971
0.618 1.2971
0.500 1.2971
0.382 1.2971
LOW 1.2971
0.618 1.2971
1.000 1.2971
1.618 1.2971
2.618 1.2971
4.250 1.2971
Fisher Pivots for day following 17-May-2006
Pivot 1 day 3 day
R1 1.2971 1.3026
PP 1.2971 1.3008
S1 1.2971 1.2989

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

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