CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 23-Oct-2006
Day Change Summary
Previous Current
20-Oct-2006 23-Oct-2006 Change Change % Previous Week
Open 1.2711 1.2635 -0.0076 -0.6% 1.2620
High 1.2705 1.2641 -0.0064 -0.5% 1.2725
Low 1.2700 1.2635 -0.0065 -0.5% 1.2605
Close 1.2711 1.2642 -0.0069 -0.5% 1.2711
Range 0.0005 0.0006 0.0001 20.0% 0.0120
ATR 0.0043 0.0045 0.0002 5.4% 0.0000
Volume 317 386 69 21.8% 2,000
Daily Pivots for day following 23-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2657 1.2656 1.2645
R3 1.2651 1.2650 1.2644
R2 1.2645 1.2645 1.2643
R1 1.2644 1.2644 1.2643 1.2645
PP 1.2639 1.2639 1.2639 1.2640
S1 1.2638 1.2638 1.2641 1.2639
S2 1.2633 1.2633 1.2641
S3 1.2627 1.2632 1.2640
S4 1.2621 1.2626 1.2639
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3040 1.2996 1.2777
R3 1.2920 1.2876 1.2744
R2 1.2800 1.2800 1.2733
R1 1.2756 1.2756 1.2722 1.2778
PP 1.2680 1.2680 1.2680 1.2692
S1 1.2636 1.2636 1.2700 1.2658
S2 1.2560 1.2560 1.2689
S3 1.2440 1.2516 1.2678
S4 1.2320 1.2396 1.2645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2725 1.2605 0.0120 0.9% 0.0018 0.1% 31% False False 330
10 1.2725 1.2585 0.0140 1.1% 0.0019 0.1% 41% False False 433
20 1.2858 1.2585 0.0273 2.2% 0.0017 0.1% 21% False False 366
40 1.2973 1.2585 0.0388 3.1% 0.0013 0.1% 15% False False 220
60 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 12% False False 148
80 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 12% False False 113
100 1.3135 1.2585 0.0550 4.4% 0.0008 0.1% 10% False False 91
120 1.3135 1.2585 0.0550 4.4% 0.0006 0.1% 10% False False 76
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 1.2667
2.618 1.2657
1.618 1.2651
1.000 1.2647
0.618 1.2645
HIGH 1.2641
0.618 1.2639
0.500 1.2638
0.382 1.2637
LOW 1.2635
0.618 1.2631
1.000 1.2629
1.618 1.2625
2.618 1.2619
4.250 1.2610
Fisher Pivots for day following 23-Oct-2006
Pivot 1 day 3 day
R1 1.2641 1.2680
PP 1.2639 1.2667
S1 1.2638 1.2655

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

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