CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 23-Feb-2006

Day Change Summary
	Previous	Current
	22-Feb-2006	23-Feb-2006	Change	Change %	Previous Week
Open	1.2222	1.2243	0.0021	0.2%	1.2238
High	1.2222	1.2243	0.0021	0.2%	1.2240
Low	1.2222	1.2243	0.0021	0.2%	1.2190
Close	1.2222	1.2243	0.0021	0.2%	1.2235
Range
ATR	0.0032	0.0031	-0.0001	-2.4%	0.0000
Volume

Daily Pivots for day following 23-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2243	1.2243	1.2243
R3	1.2243	1.2243	1.2243
R2	1.2243	1.2243	1.2243
R1	1.2243	1.2243	1.2243	1.2243
PP	1.2243	1.2243	1.2243	1.2243
S1	1.2243	1.2243	1.2243	1.2243
S2	1.2243	1.2243	1.2243
S3	1.2243	1.2243	1.2243
S4	1.2243	1.2243	1.2243

Weekly Pivots for week ending 17-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2372	1.2353	1.2263
R3	1.2322	1.2303	1.2249
R2	1.2272	1.2272	1.2244
R1	1.2253	1.2253	1.2240	1.2238
PP	1.2222	1.2222	1.2222	1.2214
S1	1.2203	1.2203	1.2230	1.2188
S2	1.2172	1.2172	1.2226
S3	1.2122	1.2153	1.2221
S4	1.2072	1.2103	1.2208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2246	1.2190	0.0056	0.5%	0.0000	0.0%	95%	False	False
10	1.2301	1.2190	0.0111	0.9%	0.0000	0.0%	48%	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	1.2243
2.618	1.2243
1.618	1.2243
1.000	1.2243
0.618	1.2243
HIGH	1.2243
0.618	1.2243
0.500	1.2243
0.382	1.2243
LOW	1.2243
0.618	1.2243
1.000	1.2243
1.618	1.2243
2.618	1.2243
4.250	1.2243

Fisher Pivots for day following 23-Feb-2006
Pivot	1 day	3 day
R1	1.2243	1.2240
PP	1.2243	1.2237
S1	1.2243	1.2234

Download as Excel Spreadsheet

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

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