CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 13-Oct-2006
Day Change Summary
Previous Current
12-Oct-2006 13-Oct-2006 Change Change % Previous Week
Open 1.2645 1.2611 -0.0034 -0.3% 1.2709
High 1.2640 1.2610 -0.0030 -0.2% 1.2709
Low 1.2625 1.2585 -0.0040 -0.3% 1.2585
Close 1.2645 1.2611 -0.0034 -0.3% 1.2611
Range 0.0015 0.0025 0.0010 66.7% 0.0124
ATR 0.0043 0.0045 0.0001 2.7% 0.0000
Volume 399 819 420 105.3% 2,867
Daily Pivots for day following 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2677 1.2669 1.2625
R3 1.2652 1.2644 1.2618
R2 1.2627 1.2627 1.2616
R1 1.2619 1.2619 1.2613 1.2624
PP 1.2602 1.2602 1.2602 1.2604
S1 1.2594 1.2594 1.2609 1.2599
S2 1.2577 1.2577 1.2606
S3 1.2552 1.2569 1.2604
S4 1.2527 1.2544 1.2597
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3007 1.2933 1.2679
R3 1.2883 1.2809 1.2645
R2 1.2759 1.2759 1.2634
R1 1.2685 1.2685 1.2622 1.2660
PP 1.2635 1.2635 1.2635 1.2623
S1 1.2561 1.2561 1.2600 1.2536
S2 1.2511 1.2511 1.2588
S3 1.2387 1.2437 1.2577
S4 1.2263 1.2313 1.2543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2709 1.2585 0.0124 1.0% 0.0019 0.2% 21% False True 573
10 1.2858 1.2585 0.0273 2.2% 0.0016 0.1% 10% False True 430
20 1.2925 1.2585 0.0340 2.7% 0.0021 0.2% 8% False True 296
40 1.3042 1.2585 0.0457 3.6% 0.0012 0.1% 6% False True 162
60 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 6% False True 110
80 1.3042 1.2585 0.0457 3.6% 0.0008 0.1% 6% False True 83
100 1.3135 1.2585 0.0550 4.4% 0.0007 0.1% 5% False True 67
120 1.3135 1.2585 0.0550 4.4% 0.0006 0.0% 5% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2716
2.618 1.2675
1.618 1.2650
1.000 1.2635
0.618 1.2625
HIGH 1.2610
0.618 1.2600
0.500 1.2598
0.382 1.2595
LOW 1.2585
0.618 1.2570
1.000 1.2560
1.618 1.2545
2.618 1.2520
4.250 1.2479
Fisher Pivots for day following 13-Oct-2006
Pivot 1 day 3 day
R1 1.2607 1.2619
PP 1.2602 1.2616
S1 1.2598 1.2614

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

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