CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 15-Feb-2006

Day Change Summary
	Previous	Current
	14-Feb-2006	15-Feb-2006	Change	Change %	Previous Week
Open	1.2240	1.2214	-0.0026	-0.2%	1.2301
High	1.2240	1.2214	-0.0026	-0.2%	1.2303
Low	1.2240	1.2214	-0.0026	-0.2%	1.2237
Close	1.2240	1.2214	-0.0026	-0.2%	1.2237
Range
ATR
Volume

Daily Pivots for day following 15-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2214	1.2214	1.2214
R3	1.2214	1.2214	1.2214
R2	1.2214	1.2214	1.2214
R1	1.2214	1.2214	1.2214	1.2214
PP	1.2214	1.2214	1.2214	1.2214
S1	1.2214	1.2214	1.2214	1.2214
S2	1.2214	1.2214	1.2214
S3	1.2214	1.2214	1.2214
S4	1.2214	1.2214	1.2214

Weekly Pivots for week ending 10-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2457	1.2413	1.2273
R3	1.2391	1.2347	1.2255
R2	1.2325	1.2325	1.2249
R1	1.2281	1.2281	1.2243	1.2270
PP	1.2259	1.2259	1.2259	1.2254
S1	1.2215	1.2215	1.2231	1.2204
S2	1.2193	1.2193	1.2225
S3	1.2127	1.2149	1.2219
S4	1.2061	1.2083	1.2201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2301	1.2214	0.0087	0.7%	0.0000	0.0%	0%	False	True
10	1.2429	1.2214	0.0215	1.8%	0.0000	0.0%	0%	False	True

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	1.2214
2.618	1.2214
1.618	1.2214
1.000	1.2214
0.618	1.2214
HIGH	1.2214
0.618	1.2214
0.500	1.2214
0.382	1.2214
LOW	1.2214
0.618	1.2214
1.000	1.2214
1.618	1.2214
2.618	1.2214
4.250	1.2214

Fisher Pivots for day following 15-Feb-2006
Pivot	1 day	3 day
R1	1.2214	1.2227
PP	1.2214	1.2223
S1	1.2214	1.2218

Download as Excel Spreadsheet

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

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