CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 24-Feb-2006

Day Change Summary
	Previous	Current
	23-Feb-2006	24-Feb-2006	Change	Change %	Previous Week
Open	1.2243	1.2196	-0.0047	-0.4%	1.2246
High	1.2243	1.2196	-0.0047	-0.4%	1.2246
Low	1.2243	1.2196	-0.0047	-0.4%	1.2196
Close	1.2243	1.2196	-0.0047	-0.4%	1.2196
Range
ATR	0.0031	0.0032	0.0001	3.7%	0.0000
Volume

Daily Pivots for day following 24-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2196	1.2196	1.2196
R3	1.2196	1.2196	1.2196
R2	1.2196	1.2196	1.2196
R1	1.2196	1.2196	1.2196	1.2196
PP	1.2196	1.2196	1.2196	1.2196
S1	1.2196	1.2196	1.2196	1.2196
S2	1.2196	1.2196	1.2196
S3	1.2196	1.2196	1.2196
S4	1.2196	1.2196	1.2196

Weekly Pivots for week ending 24-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2363	1.2329	1.2224
R3	1.2313	1.2279	1.2210
R2	1.2263	1.2263	1.2205
R1	1.2229	1.2229	1.2201	1.2221
PP	1.2213	1.2213	1.2213	1.2209
S1	1.2179	1.2179	1.2191	1.2171
S2	1.2163	1.2163	1.2187
S3	1.2113	1.2129	1.2182
S4	1.2063	1.2079	1.2169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2246	1.2196	0.0050	0.4%	0.0000	0.0%	0%	False	True
10	1.2246	1.2190	0.0056	0.5%	0.0000	0.0%	11%	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	1.2196
2.618	1.2196
1.618	1.2196
1.000	1.2196
0.618	1.2196
HIGH	1.2196
0.618	1.2196
0.500	1.2196
0.382	1.2196
LOW	1.2196
0.618	1.2196
1.000	1.2196
1.618	1.2196
2.618	1.2196
4.250	1.2196

Fisher Pivots for day following 24-Feb-2006
Pivot	1 day	3 day
R1	1.2196	1.2220
PP	1.2196	1.2212
S1	1.2196	1.2204

Download as Excel Spreadsheet

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

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