CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 20-Apr-2006
Day Change Summary
Previous Current
19-Apr-2006 20-Apr-2006 Change Change % Previous Week
Open 1.2677 1.2607 -0.0070 -0.6% 1.2393
High 1.2677 1.2607 -0.0070 -0.6% 1.2430
Low 1.2677 1.2607 -0.0070 -0.6% 1.2393
Close 1.2677 1.2607 -0.0070 -0.6% 1.2395
Range
ATR 0.0055 0.0056 0.0001 1.9% 0.0000
Volume
Daily Pivots for day following 20-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2607 1.2607 1.2607
R3 1.2607 1.2607 1.2607
R2 1.2607 1.2607 1.2607
R1 1.2607 1.2607 1.2607 1.2607
PP 1.2607 1.2607 1.2607 1.2607
S1 1.2607 1.2607 1.2607 1.2607
S2 1.2607 1.2607 1.2607
S3 1.2607 1.2607 1.2607
S4 1.2607 1.2607 1.2607
Weekly Pivots for week ending 14-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2517 1.2493 1.2415
R3 1.2480 1.2456 1.2405
R2 1.2443 1.2443 1.2402
R1 1.2419 1.2419 1.2398 1.2431
PP 1.2406 1.2406 1.2406 1.2412
S1 1.2382 1.2382 1.2392 1.2394
S2 1.2369 1.2369 1.2388
S3 1.2332 1.2345 1.2385
S4 1.2295 1.2308 1.2375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2677 1.2395 0.0282 2.2% 0.0000 0.0% 75% False False
10 1.2677 1.2393 0.0284 2.3% 0.0000 0.0% 75% False False
20 1.2677 1.2261 0.0416 3.3% 0.0000 0.0% 83% False False
40 1.2677 1.2174 0.0503 4.0% 0.0000 0.0% 86% 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 1.2607
2.618 1.2607
1.618 1.2607
1.000 1.2607
0.618 1.2607
HIGH 1.2607
0.618 1.2607
0.500 1.2607
0.382 1.2607
LOW 1.2607
0.618 1.2607
1.000 1.2607
1.618 1.2607
2.618 1.2607
4.250 1.2607
Fisher Pivots for day following 20-Apr-2006
Pivot 1 day 3 day
R1 1.2607 1.2641
PP 1.2607 1.2630
S1 1.2607 1.2618

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

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