CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 17-Apr-2006
Day Change Summary
Previous Current
13-Apr-2006 17-Apr-2006 Change Change % Previous Week
Open 1.2395 1.2552 0.0157 1.3% 1.2393
High 1.2395 1.2552 0.0157 1.3% 1.2430
Low 1.2395 1.2552 0.0157 1.3% 1.2393
Close 1.2395 1.2552 0.0157 1.3% 1.2395
Range
ATR 0.0046 0.0054 0.0008 17.1% 0.0000
Volume
Daily Pivots for day following 17-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2552 1.2552 1.2552
R3 1.2552 1.2552 1.2552
R2 1.2552 1.2552 1.2552
R1 1.2552 1.2552 1.2552 1.2552
PP 1.2552 1.2552 1.2552 1.2552
S1 1.2552 1.2552 1.2552 1.2552
S2 1.2552 1.2552 1.2552
S3 1.2552 1.2552 1.2552
S4 1.2552 1.2552 1.2552
Weekly Pivots for week ending 14-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2517 1.2493 1.2415
R3 1.2480 1.2456 1.2405
R2 1.2443 1.2443 1.2402
R1 1.2419 1.2419 1.2398 1.2431
PP 1.2406 1.2406 1.2406 1.2412
S1 1.2382 1.2382 1.2392 1.2394
S2 1.2369 1.2369 1.2388
S3 1.2332 1.2345 1.2385
S4 1.2295 1.2308 1.2375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2552 1.2393 0.0159 1.3% 0.0000 0.0% 100% True False
10 1.2592 1.2393 0.0199 1.6% 0.0000 0.0% 80% False False
20 1.2592 1.2261 0.0331 2.6% 0.0000 0.0% 88% False False
40 1.2592 1.2174 0.0418 3.3% 0.0000 0.0% 90% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2552
2.618 1.2552
1.618 1.2552
1.000 1.2552
0.618 1.2552
HIGH 1.2552
0.618 1.2552
0.500 1.2552
0.382 1.2552
LOW 1.2552
0.618 1.2552
1.000 1.2552
1.618 1.2552
2.618 1.2552
4.250 1.2552
Fisher Pivots for day following 17-Apr-2006
Pivot 1 day 3 day
R1 1.2552 1.2526
PP 1.2552 1.2500
S1 1.2552 1.2474

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

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