CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 30-May-2006
Day Change Summary
Previous Current
26-May-2006 30-May-2006 Change Change % Previous Week
Open 1.2933 1.3088 0.0155 1.2% 1.3086
High 1.2933 1.3088 0.0155 1.2% 1.3090
Low 1.2933 1.3088 0.0155 1.2% 1.2933
Close 1.2933 1.3088 0.0155 1.2% 1.2933
Range
ATR 0.0057 0.0064 0.0007 12.4% 0.0000
Volume
Daily Pivots for day following 30-May-2006
Classic Woodie Camarilla DeMark
R4 1.3088 1.3088 1.3088
R3 1.3088 1.3088 1.3088
R2 1.3088 1.3088 1.3088
R1 1.3088 1.3088 1.3088 1.3088
PP 1.3088 1.3088 1.3088 1.3088
S1 1.3088 1.3088 1.3088 1.3088
S2 1.3088 1.3088 1.3088
S3 1.3088 1.3088 1.3088
S4 1.3088 1.3088 1.3088
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 1.3089 1.2933 0.0156 1.2% 0.0000 0.0% 99% False False 1
10 1.3090 1.2933 0.0157 1.2% 0.0000 0.0% 99% False False
20 1.3129 1.2856 0.0273 2.1% 0.0000 0.0% 85% False False
40 1.3129 1.2322 0.0807 6.2% 0.0001 0.0% 95% False False 1
60 1.3129 1.2143 0.0986 7.5% 0.0002 0.0% 96% False False 1
80 1.3129 1.2116 0.1013 7.7% 0.0001 0.0% 96% 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 1.3088
2.618 1.3088
1.618 1.3088
1.000 1.3088
0.618 1.3088
HIGH 1.3088
0.618 1.3088
0.500 1.3088
0.382 1.3088
LOW 1.3088
0.618 1.3088
1.000 1.3088
1.618 1.3088
2.618 1.3088
4.250 1.3088
Fisher Pivots for day following 30-May-2006
Pivot 1 day 3 day
R1 1.3088 1.3062
PP 1.3088 1.3036
S1 1.3088 1.3011

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

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