CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
24-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 1.3202 1.3245 0.0043 0.3% 1.2928
High 1.3202 1.3250 0.0048 0.4% 1.3202
Low 1.3202 1.3241 0.0039 0.3% 1.2928
Close 1.3202 1.3242 0.0040 0.3% 1.3202
Range 0.0000 0.0009 0.0009 0.0274
ATR 0.0042 0.0042 0.0000 1.1% 0.0000
Volume 4 11 7 175.0% 6
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3271 1.3266 1.3247
R3 1.3262 1.3257 1.3244
R2 1.3253 1.3253 1.3244
R1 1.3248 1.3248 1.3243 1.3246
PP 1.3244 1.3244 1.3244 1.3244
S1 1.3239 1.3239 1.3241 1.3237
S2 1.3235 1.3235 1.3240
S3 1.3226 1.3230 1.3240
S4 1.3217 1.3221 1.3237
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3933 1.3841 1.3353
R3 1.3659 1.3567 1.3277
R2 1.3385 1.3385 1.3252
R1 1.3293 1.3293 1.3227 1.3339
PP 1.3111 1.3111 1.3111 1.3134
S1 1.3019 1.3019 1.3177 1.3065
S2 1.2837 1.2837 1.3152
S3 1.2563 1.2745 1.3127
S4 1.2289 1.2471 1.3051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3250 1.2928 0.0322 2.4% 0.0002 0.0% 98% True False 3
10 1.3250 1.2912 0.0338 2.6% 0.0001 0.0% 98% True False 3
20 1.3250 1.2830 0.0420 3.2% 0.0004 0.0% 98% True False 3
40 1.3250 1.2642 0.0608 4.6% 0.0003 0.0% 99% True False 3
60 1.3250 1.2642 0.0608 4.6% 0.0003 0.0% 99% True False 4
80 1.3250 1.2642 0.0608 4.6% 0.0003 0.0% 99% True False 3
100 1.3250 1.2642 0.0608 4.6% 0.0003 0.0% 99% True False 3
120 1.3250 1.2642 0.0608 4.6% 0.0003 0.0% 99% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3288
2.618 1.3274
1.618 1.3265
1.000 1.3259
0.618 1.3256
HIGH 1.3250
0.618 1.3247
0.500 1.3246
0.382 1.3244
LOW 1.3241
0.618 1.3235
1.000 1.3232
1.618 1.3226
2.618 1.3217
4.250 1.3203
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 1.3246 1.3210
PP 1.3244 1.3177
S1 1.3243 1.3145

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

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