CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 10-Nov-2006
Day Change Summary
Previous Current
09-Nov-2006 10-Nov-2006 Change Change % Previous Week
Open 1.2837 1.2939 0.0102 0.8% 1.2790
High 1.2917 1.2949 0.0032 0.2% 1.2949
Low 1.2837 1.2926 0.0089 0.7% 1.2759
Close 1.2900 1.2922 0.0022 0.2% 1.2922
Range 0.0080 0.0023 -0.0057 -71.3% 0.0190
ATR 0.0050 0.0050 0.0000 -0.1% 0.0000
Volume 249 927 678 272.3% 2,580
Daily Pivots for day following 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3001 1.2985 1.2935
R3 1.2978 1.2962 1.2928
R2 1.2955 1.2955 1.2926
R1 1.2939 1.2939 1.2924 1.2936
PP 1.2932 1.2932 1.2932 1.2931
S1 1.2916 1.2916 1.2920 1.2913
S2 1.2909 1.2909 1.2918
S3 1.2886 1.2893 1.2916
S4 1.2863 1.2870 1.2909
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3447 1.3374 1.3027
R3 1.3257 1.3184 1.2974
R2 1.3067 1.3067 1.2957
R1 1.2994 1.2994 1.2939 1.3031
PP 1.2877 1.2877 1.2877 1.2895
S1 1.2804 1.2804 1.2905 1.2841
S2 1.2687 1.2687 1.2887
S3 1.2497 1.2614 1.2870
S4 1.2307 1.2424 1.2818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2949 1.2759 0.0190 1.5% 0.0040 0.3% 86% True False 516
10 1.2949 1.2759 0.0190 1.5% 0.0036 0.3% 86% True False 628
20 1.2949 1.2605 0.0344 2.7% 0.0027 0.2% 92% True False 524
40 1.2949 1.2585 0.0364 2.8% 0.0024 0.2% 93% True False 410
60 1.3042 1.2585 0.0457 3.5% 0.0017 0.1% 74% False False 283
80 1.3042 1.2585 0.0457 3.5% 0.0014 0.1% 74% False False 213
100 1.3042 1.2585 0.0457 3.5% 0.0012 0.1% 74% False False 171
120 1.3135 1.2585 0.0550 4.3% 0.0010 0.1% 61% False False 143
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3047
2.618 1.3009
1.618 1.2986
1.000 1.2972
0.618 1.2963
HIGH 1.2949
0.618 1.2940
0.500 1.2938
0.382 1.2935
LOW 1.2926
0.618 1.2912
1.000 1.2903
1.618 1.2889
2.618 1.2866
4.250 1.2828
Fisher Pivots for day following 10-Nov-2006
Pivot 1 day 3 day
R1 1.2938 1.2912
PP 1.2932 1.2902
S1 1.2927 1.2892

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

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