CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 28-Feb-2006
Day Change Summary
Previous Current
27-Feb-2006 28-Feb-2006 Change Change % Previous Week
Open 1.2174 1.2239 0.0065 0.5% 1.2246
High 1.2174 1.2239 0.0065 0.5% 1.2246
Low 1.2174 1.2239 0.0065 0.5% 1.2196
Close 1.2174 1.2239 0.0065 0.5% 1.2196
Range
ATR 0.0031 0.0034 0.0002 7.7% 0.0000
Volume 0 3 3 0
Daily Pivots for day following 28-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2239 1.2239 1.2239
R3 1.2239 1.2239 1.2239
R2 1.2239 1.2239 1.2239
R1 1.2239 1.2239 1.2239 1.2239
PP 1.2239 1.2239 1.2239 1.2239
S1 1.2239 1.2239 1.2239 1.2239
S2 1.2239 1.2239 1.2239
S3 1.2239 1.2239 1.2239
S4 1.2239 1.2239 1.2239
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 1.2243 1.2174 0.0069 0.6% 0.0000 0.0% 94% False False
10 1.2246 1.2174 0.0072 0.6% 0.0000 0.0% 90% False False
20 1.2481 1.2174 0.0307 2.5% 0.0000 0.0% 21% 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 1.2239
2.618 1.2239
1.618 1.2239
1.000 1.2239
0.618 1.2239
HIGH 1.2239
0.618 1.2239
0.500 1.2239
0.382 1.2239
LOW 1.2239
0.618 1.2239
1.000 1.2239
1.618 1.2239
2.618 1.2239
4.250 1.2239
Fisher Pivots for day following 28-Feb-2006
Pivot 1 day 3 day
R1 1.2239 1.2228
PP 1.2239 1.2217
S1 1.2239 1.2207

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

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