CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 04-Apr-2006
Day Change Summary
Previous Current
03-Apr-2006 04-Apr-2006 Change Change % Previous Week
Open 1.2431 1.2557 0.0126 1.0% 1.2302
High 1.2431 1.2557 0.0126 1.0% 1.2446
Low 1.2431 1.2557 0.0126 1.0% 1.2298
Close 1.2431 1.2557 0.0126 1.0% 1.2412
Range
ATR 0.0044 0.0050 0.0006 13.2% 0.0000
Volume
Daily Pivots for day following 04-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2557 1.2557 1.2557
R3 1.2557 1.2557 1.2557
R2 1.2557 1.2557 1.2557
R1 1.2557 1.2557 1.2557 1.2557
PP 1.2557 1.2557 1.2557 1.2557
S1 1.2557 1.2557 1.2557 1.2557
S2 1.2557 1.2557 1.2557
S3 1.2557 1.2557 1.2557
S4 1.2557 1.2557 1.2557
Weekly Pivots for week ending 31-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2829 1.2769 1.2493
R3 1.2681 1.2621 1.2453
R2 1.2533 1.2533 1.2439
R1 1.2473 1.2473 1.2426 1.2503
PP 1.2385 1.2385 1.2385 1.2401
S1 1.2325 1.2325 1.2398 1.2355
S2 1.2237 1.2237 1.2385
S3 1.2089 1.2177 1.2371
S4 1.1941 1.2029 1.2331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2557 1.2314 0.0243 1.9% 0.0000 0.0% 100% True False
10 1.2557 1.2261 0.0296 2.4% 0.0000 0.0% 100% True False 1
20 1.2557 1.2223 0.0334 2.7% 0.0000 0.0% 100% True False
40 1.2557 1.2174 0.0383 3.1% 0.0000 0.0% 100% True 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 1.2557
2.618 1.2557
1.618 1.2557
1.000 1.2557
0.618 1.2557
HIGH 1.2557
0.618 1.2557
0.500 1.2557
0.382 1.2557
LOW 1.2557
0.618 1.2557
1.000 1.2557
1.618 1.2557
2.618 1.2557
4.250 1.2557
Fisher Pivots for day following 04-Apr-2006
Pivot 1 day 3 day
R1 1.2557 1.2533
PP 1.2557 1.2509
S1 1.2557 1.2485

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

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