CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 01-Jun-2006
Day Change Summary
Previous Current
31-May-2006 01-Jun-2006 Change Change % Previous Week
Open 1.3079 1.3073 -0.0006 0.0% 1.3144
High 1.3079 1.3073 -0.0006 0.0% 1.3147
Low 1.3079 1.3073 -0.0006 0.0% 1.2991
Close 1.3079 1.3073 -0.0006 0.0% 1.2991
Range
ATR 0.0063 0.0059 -0.0004 -6.5% 0.0000
Volume 0 8 8 0
Daily Pivots for day following 01-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3073 1.3073 1.3073
R3 1.3073 1.3073 1.3073
R2 1.3073 1.3073 1.3073
R1 1.3073 1.3073 1.3073 1.3073
PP 1.3073 1.3073 1.3073 1.3073
S1 1.3073 1.3073 1.3073 1.3073
S2 1.3073 1.3073 1.3073
S3 1.3073 1.3073 1.3073
S4 1.3073 1.3073 1.3073
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% 53% False False 1
10 1.3147 1.2991 0.0156 1.2% 0.0000 0.0% 53% False False
20 1.3184 1.2985 0.0199 1.5% 0.0000 0.0% 44% False False 1
40 1.3184 1.2393 0.0791 6.1% 0.0000 0.0% 86% False False 1
60 1.3184 1.2223 0.0961 7.4% 0.0000 0.0% 88% False False 1
80 1.3184 1.2174 0.1010 7.7% 0.0000 0.0% 89% 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 1.3073
2.618 1.3073
1.618 1.3073
1.000 1.3073
0.618 1.3073
HIGH 1.3073
0.618 1.3073
0.500 1.3073
0.382 1.3073
LOW 1.3073
0.618 1.3073
1.000 1.3073
1.618 1.3073
2.618 1.3073
4.250 1.3073
Fisher Pivots for day following 01-Jun-2006
Pivot 1 day 3 day
R1 1.3073 1.3110
PP 1.3073 1.3097
S1 1.3073 1.3085

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

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