CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 12-Jul-2006
Day Change Summary
Previous Current
11-Jul-2006 12-Jul-2006 Change Change % Previous Week
Open 1.2967 1.2897 -0.0070 -0.5% 1.3000
High 1.2967 1.2897 -0.0070 -0.5% 1.3016
Low 1.2967 1.2897 -0.0070 -0.5% 1.2939
Close 1.2967 1.2897 -0.0070 -0.5% 1.3016
Range
ATR 0.0055 0.0056 0.0001 2.0% 0.0000
Volume 6 10 4 66.7% 5
Daily Pivots for day following 12-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2897 1.2897 1.2897
R3 1.2897 1.2897 1.2897
R2 1.2897 1.2897 1.2897
R1 1.2897 1.2897 1.2897 1.2897
PP 1.2897 1.2897 1.2897 1.2897
S1 1.2897 1.2897 1.2897 1.2897
S2 1.2897 1.2897 1.2897
S3 1.2897 1.2897 1.2897
S4 1.2897 1.2897 1.2897
Weekly Pivots for week ending 07-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3221 1.3196 1.3058
R3 1.3144 1.3119 1.3037
R2 1.3067 1.3067 1.3030
R1 1.3042 1.3042 1.3023 1.3055
PP 1.2990 1.2990 1.2990 1.2997
S1 1.2965 1.2965 1.3009 1.2978
S2 1.2913 1.2913 1.3002
S3 1.2836 1.2888 1.2995
S4 1.2759 1.2811 1.2974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3016 1.2897 0.0119 0.9% 0.0000 0.0% 0% False True 5
10 1.3016 1.2766 0.0250 1.9% 0.0000 0.0% 52% False False 3
20 1.3016 1.2731 0.0285 2.2% 0.0000 0.0% 58% False False 4
40 1.3135 1.2731 0.0404 3.1% 0.0000 0.0% 41% False False 2
60 1.3135 1.2550 0.0585 4.5% 0.0000 0.0% 59% False False 2
80 1.3135 1.2206 0.0929 7.2% 0.0001 0.0% 74% False False 2
100 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 77% False False 2
120 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 77% 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 1.2897
2.618 1.2897
1.618 1.2897
1.000 1.2897
0.618 1.2897
HIGH 1.2897
0.618 1.2897
0.500 1.2897
0.382 1.2897
LOW 1.2897
0.618 1.2897
1.000 1.2897
1.618 1.2897
2.618 1.2897
4.250 1.2897
Fisher Pivots for day following 12-Jul-2006
Pivot 1 day 3 day
R1 1.2897 1.2932
PP 1.2897 1.2920
S1 1.2897 1.2909

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

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