CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 28-Sep-2006
Day Change Summary
Previous Current
27-Sep-2006 28-Sep-2006 Change Change % Previous Week
Open 1.2816 1.2800 -0.0016 -0.1% 1.2819
High 1.2816 1.2818 0.0002 0.0% 1.2925
Low 1.2816 1.2792 -0.0024 -0.2% 1.2785
Close 1.2816 1.2819 0.0003 0.0% 1.2896
Range 0.0000 0.0026 0.0026 0.0140
ATR 0.0042 0.0041 -0.0001 -2.8% 0.0000
Volume 148 94 -54 -36.5% 727
Daily Pivots for day following 28-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2888 1.2879 1.2833
R3 1.2862 1.2853 1.2826
R2 1.2836 1.2836 1.2824
R1 1.2827 1.2827 1.2821 1.2832
PP 1.2810 1.2810 1.2810 1.2812
S1 1.2801 1.2801 1.2817 1.2806
S2 1.2784 1.2784 1.2814
S3 1.2758 1.2775 1.2812
S4 1.2732 1.2749 1.2805
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3289 1.3232 1.2973
R3 1.3149 1.3092 1.2935
R2 1.3009 1.3009 1.2922
R1 1.2952 1.2952 1.2909 1.2981
PP 1.2869 1.2869 1.2869 1.2883
S1 1.2812 1.2812 1.2883 1.2841
S2 1.2729 1.2729 1.2870
S3 1.2589 1.2672 1.2858
S4 1.2449 1.2532 1.2819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2925 1.2778 0.0147 1.1% 0.0018 0.1% 28% False False 207
10 1.2925 1.2778 0.0147 1.1% 0.0022 0.2% 28% False False 163
20 1.2950 1.2778 0.0172 1.3% 0.0011 0.1% 24% False False 103
40 1.3042 1.2778 0.0264 2.1% 0.0007 0.1% 16% False False 52
60 1.3042 1.2670 0.0372 2.9% 0.0008 0.1% 40% False False 38
80 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 40% False False 29
100 1.3135 1.2670 0.0465 3.6% 0.0005 0.0% 32% False False 24
120 1.3135 1.2322 0.0813 6.3% 0.0004 0.0% 61% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2929
2.618 1.2886
1.618 1.2860
1.000 1.2844
0.618 1.2834
HIGH 1.2818
0.618 1.2808
0.500 1.2805
0.382 1.2802
LOW 1.2792
0.618 1.2776
1.000 1.2766
1.618 1.2750
2.618 1.2724
4.250 1.2682
Fisher Pivots for day following 28-Sep-2006
Pivot 1 day 3 day
R1 1.2814 1.2812
PP 1.2810 1.2805
S1 1.2805 1.2798

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

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