CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 18-May-2006
Day Change Summary
Previous Current
17-May-2006 18-May-2006 Change Change % Previous Week
Open 1.2971 1.3046 0.0075 0.6% 1.2930
High 1.2971 1.3040 0.0069 0.5% 1.3129
Low 1.2971 1.3040 0.0069 0.5% 1.2930
Close 1.2971 1.3046 0.0075 0.6% 1.3129
Range
ATR 0.0055 0.0056 0.0001 1.8% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 18-May-2006
Classic Woodie Camarilla DeMark
R4 1.3042 1.3044 1.3046
R3 1.3042 1.3044 1.3046
R2 1.3042 1.3042 1.3046
R1 1.3044 1.3044 1.3046 1.3046
PP 1.3042 1.3042 1.3042 1.3043
S1 1.3044 1.3044 1.3046 1.3046
S2 1.3042 1.3042 1.3046
S3 1.3042 1.3044 1.3046
S4 1.3042 1.3044 1.3046
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% 47% False False
10 1.3129 1.2930 0.0199 1.5% 0.0000 0.0% 58% False False
20 1.3129 1.2577 0.0552 4.2% 0.0000 0.0% 85% False False
40 1.3129 1.2206 0.0923 7.1% 0.0003 0.0% 91% False False 1
60 1.3129 1.2116 0.1013 7.8% 0.0002 0.0% 92% False False 1
80 1.3129 1.2116 0.1013 7.8% 0.0001 0.0% 92% 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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3040
2.618 1.3040
1.618 1.3040
1.000 1.3040
0.618 1.3040
HIGH 1.3040
0.618 1.3040
0.500 1.3040
0.382 1.3040
LOW 1.3040
0.618 1.3040
1.000 1.3040
1.618 1.3040
2.618 1.3040
4.250 1.3040
Fisher Pivots for day following 18-May-2006
Pivot 1 day 3 day
R1 1.3044 1.3039
PP 1.3042 1.3033
S1 1.3040 1.3026

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

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