CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 19-Oct-2006
Day Change Summary
Previous Current
18-Oct-2006 19-Oct-2006 Change Change % Previous Week
Open 1.2627 1.2725 0.0098 0.8% 1.2709
High 1.2623 1.2725 0.0102 0.8% 1.2709
Low 1.2605 1.2686 0.0081 0.6% 1.2585
Close 1.2627 1.2720 0.0093 0.7% 1.2611
Range 0.0018 0.0039 0.0021 116.7% 0.0124
ATR 0.0041 0.0045 0.0004 10.0% 0.0000
Volume 220 270 50 22.7% 2,867
Daily Pivots for day following 19-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2827 1.2813 1.2741
R3 1.2788 1.2774 1.2731
R2 1.2749 1.2749 1.2727
R1 1.2735 1.2735 1.2724 1.2723
PP 1.2710 1.2710 1.2710 1.2704
S1 1.2696 1.2696 1.2716 1.2684
S2 1.2671 1.2671 1.2713
S3 1.2632 1.2657 1.2709
S4 1.2593 1.2618 1.2699
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 1.2725 1.2585 0.0140 1.1% 0.0021 0.2% 96% True False 500
10 1.2725 1.2585 0.0140 1.1% 0.0018 0.1% 96% True False 481
20 1.2925 1.2585 0.0340 2.7% 0.0018 0.1% 40% False False 355
40 1.2973 1.2585 0.0388 3.1% 0.0013 0.1% 35% False False 204
60 1.3042 1.2585 0.0457 3.6% 0.0010 0.1% 30% False False 137
80 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 30% False False 104
100 1.3135 1.2585 0.0550 4.3% 0.0008 0.1% 25% False False 84
120 1.3135 1.2585 0.0550 4.3% 0.0006 0.0% 25% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2891
2.618 1.2827
1.618 1.2788
1.000 1.2764
0.618 1.2749
HIGH 1.2725
0.618 1.2710
0.500 1.2706
0.382 1.2701
LOW 1.2686
0.618 1.2662
1.000 1.2647
1.618 1.2623
2.618 1.2584
4.250 1.2520
Fisher Pivots for day following 19-Oct-2006
Pivot 1 day 3 day
R1 1.2715 1.2702
PP 1.2710 1.2683
S1 1.2706 1.2665

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

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