CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-May-2006
Day Change Summary
Previous Current
11-May-2006 12-May-2006 Change Change % Previous Week
Open 1.3128 1.3184 0.0056 0.4% 1.2985
High 1.3128 1.3184 0.0056 0.4% 1.3184
Low 1.3128 1.3184 0.0056 0.4% 1.2985
Close 1.3128 1.3184 0.0056 0.4% 1.3184
Range
ATR 0.0045 0.0045 0.0001 1.8% 0.0000
Volume 5 4 -1 -20.0% 12
Daily Pivots for day following 12-May-2006
Classic Woodie Camarilla DeMark
R4 1.3184 1.3184 1.3184
R3 1.3184 1.3184 1.3184
R2 1.3184 1.3184 1.3184
R1 1.3184 1.3184 1.3184 1.3184
PP 1.3184 1.3184 1.3184 1.3184
S1 1.3184 1.3184 1.3184 1.3184
S2 1.3184 1.3184 1.3184
S3 1.3184 1.3184 1.3184
S4 1.3184 1.3184 1.3184
Weekly Pivots for week ending 12-May-2006
Classic Woodie Camarilla DeMark
R4 1.3715 1.3648 1.3293
R3 1.3516 1.3449 1.3239
R2 1.3317 1.3317 1.3220
R1 1.3250 1.3250 1.3202 1.3284
PP 1.3118 1.3118 1.3118 1.3134
S1 1.3051 1.3051 1.3166 1.3085
S2 1.2919 1.2919 1.3148
S3 1.2720 1.2852 1.3129
S4 1.2521 1.2653 1.3075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3184 1.2985 0.0199 1.5% 0.0000 0.0% 100% True False 2
10 1.3184 1.2894 0.0290 2.2% 0.0000 0.0% 100% True False 2
20 1.3184 1.2552 0.0632 4.8% 0.0000 0.0% 100% True False 1
40 1.3184 1.2261 0.0923 7.0% 0.0000 0.0% 100% True False 1
60 1.3184 1.2174 0.1010 7.7% 0.0000 0.0% 100% True False 1
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 1.3184
2.618 1.3184
1.618 1.3184
1.000 1.3184
0.618 1.3184
HIGH 1.3184
0.618 1.3184
0.500 1.3184
0.382 1.3184
LOW 1.3184
0.618 1.3184
1.000 1.3184
1.618 1.3184
2.618 1.3184
4.250 1.3184
Fisher Pivots for day following 12-May-2006
Pivot 1 day 3 day
R1 1.3184 1.3167
PP 1.3184 1.3149
S1 1.3184 1.3132

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

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