CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 26-May-2006
Day Change Summary
Previous Current
25-May-2006 26-May-2006 Change Change % Previous Week
Open 1.3023 1.2933 -0.0090 -0.7% 1.3086
High 1.3023 1.2933 -0.0090 -0.7% 1.3090
Low 1.3023 1.2933 -0.0090 -0.7% 1.2933
Close 1.3023 1.2933 -0.0090 -0.7% 1.2933
Range
ATR 0.0054 0.0057 0.0003 4.7% 0.0000
Volume
Daily Pivots for day following 26-May-2006
Classic Woodie Camarilla DeMark
R4 1.2933 1.2933 1.2933
R3 1.2933 1.2933 1.2933
R2 1.2933 1.2933 1.2933
R1 1.2933 1.2933 1.2933 1.2933
PP 1.2933 1.2933 1.2933 1.2933
S1 1.2933 1.2933 1.2933 1.2933
S2 1.2933 1.2933 1.2933
S3 1.2933 1.2933 1.2933
S4 1.2933 1.2933 1.2933
Weekly Pivots for week ending 26-May-2006
Classic Woodie Camarilla DeMark
R4 1.3456 1.3352 1.3019
R3 1.3299 1.3195 1.2976
R2 1.3142 1.3142 1.2962
R1 1.3038 1.3038 1.2947 1.3012
PP 1.2985 1.2985 1.2985 1.2972
S1 1.2881 1.2881 1.2919 1.2855
S2 1.2828 1.2828 1.2904
S3 1.2671 1.2724 1.2890
S4 1.2514 1.2567 1.2847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2933 0.0157 1.2% 0.0000 0.0% 0% False True 1
10 1.3090 1.2933 0.0157 1.2% 0.0000 0.0% 0% False True
20 1.3129 1.2839 0.0290 2.2% 0.0000 0.0% 32% False False
40 1.3129 1.2322 0.0807 6.2% 0.0001 0.0% 76% False False 1
60 1.3129 1.2143 0.0986 7.6% 0.0002 0.0% 80% False False 1
80 1.3129 1.2116 0.1013 7.8% 0.0001 0.0% 81% 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 1.2933
2.618 1.2933
1.618 1.2933
1.000 1.2933
0.618 1.2933
HIGH 1.2933
0.618 1.2933
0.500 1.2933
0.382 1.2933
LOW 1.2933
0.618 1.2933
1.000 1.2933
1.618 1.2933
2.618 1.2933
4.250 1.2933
Fisher Pivots for day following 26-May-2006
Pivot 1 day 3 day
R1 1.2933 1.2978
PP 1.2933 1.2963
S1 1.2933 1.2948

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

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