CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 11-Aug-2006
Day Change Summary
Previous Current
10-Aug-2006 11-Aug-2006 Change Change % Previous Week
Open 1.2953 1.2877 -0.0076 -0.6% 1.3002
High 1.2953 1.2877 -0.0076 -0.6% 1.3038
Low 1.2953 1.2877 -0.0076 -0.6% 1.2877
Close 1.2953 1.2877 -0.0076 -0.6% 1.2877
Range
ATR 0.0048 0.0050 0.0002 4.1% 0.0000
Volume
Daily Pivots for day following 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2877 1.2877 1.2877
R3 1.2877 1.2877 1.2877
R2 1.2877 1.2877 1.2877
R1 1.2877 1.2877 1.2877 1.2877
PP 1.2877 1.2877 1.2877 1.2877
S1 1.2877 1.2877 1.2877 1.2877
S2 1.2877 1.2877 1.2877
S3 1.2877 1.2877 1.2877
S4 1.2877 1.2877 1.2877
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3414 1.3306 1.2966
R3 1.3253 1.3145 1.2921
R2 1.3092 1.3092 1.2907
R1 1.2984 1.2984 1.2892 1.2958
PP 1.2931 1.2931 1.2931 1.2917
S1 1.2823 1.2823 1.2862 1.2797
S2 1.2770 1.2770 1.2847
S3 1.2609 1.2662 1.2833
S4 1.2448 1.2501 1.2788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3038 1.2877 0.0161 1.3% 0.0000 0.0% 0% False True
10 1.3040 1.2877 0.0163 1.3% 0.0000 0.0% 0% False True 5
20 1.3040 1.2670 0.0370 2.9% 0.0010 0.1% 56% False False 8
40 1.3040 1.2670 0.0370 2.9% 0.0005 0.0% 56% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 45% False False 4
80 1.3135 1.2552 0.0583 4.5% 0.0003 0.0% 56% False False 3
100 1.3135 1.2206 0.0929 7.2% 0.0003 0.0% 72% False False 3
120 1.3135 1.2116 0.1019 7.9% 0.0003 0.0% 75% False False 3
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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.2877
2.618 1.2877
1.618 1.2877
1.000 1.2877
0.618 1.2877
HIGH 1.2877
0.618 1.2877
0.500 1.2877
0.382 1.2877
LOW 1.2877
0.618 1.2877
1.000 1.2877
1.618 1.2877
2.618 1.2877
4.250 1.2877
Fisher Pivots for day following 11-Aug-2006
Pivot 1 day 3 day
R1 1.2877 1.2958
PP 1.2877 1.2931
S1 1.2877 1.2904

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

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