CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 31-May-2006
Day Change Summary
Previous Current
30-May-2006 31-May-2006 Change Change % Previous Week
Open 1.3146 1.3079 -0.0067 -0.5% 1.3144
High 1.3146 1.3079 -0.0067 -0.5% 1.3147
Low 1.3146 1.3079 -0.0067 -0.5% 1.2991
Close 1.3146 1.3079 -0.0067 -0.5% 1.2991
Range
ATR 0.0063 0.0063 0.0000 0.5% 0.0000
Volume
Daily Pivots for day following 31-May-2006
Classic Woodie Camarilla DeMark
R4 1.3079 1.3079 1.3079
R3 1.3079 1.3079 1.3079
R2 1.3079 1.3079 1.3079
R1 1.3079 1.3079 1.3079 1.3079
PP 1.3079 1.3079 1.3079 1.3079
S1 1.3079 1.3079 1.3079 1.3079
S2 1.3079 1.3079 1.3079
S3 1.3079 1.3079 1.3079
S4 1.3079 1.3079 1.3079
Weekly Pivots for week ending 26-May-2006
Classic Woodie Camarilla DeMark
R4 1.3511 1.3407 1.3077
R3 1.3355 1.3251 1.3034
R2 1.3199 1.3199 1.3020
R1 1.3095 1.3095 1.3005 1.3069
PP 1.3043 1.3043 1.3043 1.3030
S1 1.2939 1.2939 1.2977 1.2913
S2 1.2887 1.2887 1.2962
S3 1.2731 1.2783 1.2948
S4 1.2575 1.2627 1.2905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3146 1.2991 0.0155 1.2% 0.0000 0.0% 57% False False
10 1.3147 1.2991 0.0156 1.2% 0.0000 0.0% 56% False False
20 1.3184 1.2911 0.0273 2.1% 0.0000 0.0% 62% False False 1
40 1.3184 1.2393 0.0791 6.0% 0.0000 0.0% 87% False False
60 1.3184 1.2201 0.0983 7.5% 0.0000 0.0% 89% False False
80 1.3184 1.2174 0.1010 7.7% 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 1.3079
2.618 1.3079
1.618 1.3079
1.000 1.3079
0.618 1.3079
HIGH 1.3079
0.618 1.3079
0.500 1.3079
0.382 1.3079
LOW 1.3079
0.618 1.3079
1.000 1.3079
1.618 1.3079
2.618 1.3079
4.250 1.3079
Fisher Pivots for day following 31-May-2006
Pivot 1 day 3 day
R1 1.3079 1.3076
PP 1.3079 1.3072
S1 1.3079 1.3069

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

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