CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 26-Apr-2006
Day Change Summary
Previous Current
25-Apr-2006 26-Apr-2006 Change Change % Previous Week
Open 1.2723 1.2744 0.0021 0.2% 1.2552
High 1.2723 1.2744 0.0021 0.2% 1.2677
Low 1.2723 1.2744 0.0021 0.2% 1.2552
Close 1.2723 1.2744 0.0021 0.2% 1.2632
Range
ATR 0.0053 0.0051 -0.0002 -4.3% 0.0000
Volume 9 0 -9 -100.0% 0
Daily Pivots for day following 26-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2744 1.2744 1.2744
R3 1.2744 1.2744 1.2744
R2 1.2744 1.2744 1.2744
R1 1.2744 1.2744 1.2744 1.2744
PP 1.2744 1.2744 1.2744 1.2744
S1 1.2744 1.2744 1.2744 1.2744
S2 1.2744 1.2744 1.2744
S3 1.2744 1.2744 1.2744
S4 1.2744 1.2744 1.2744
Weekly Pivots for week ending 21-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2995 1.2939 1.2701
R3 1.2870 1.2814 1.2666
R2 1.2745 1.2745 1.2655
R1 1.2689 1.2689 1.2643 1.2717
PP 1.2620 1.2620 1.2620 1.2635
S1 1.2564 1.2564 1.2621 1.2592
S2 1.2495 1.2495 1.2609
S3 1.2370 1.2439 1.2598
S4 1.2245 1.2314 1.2563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2744 1.2607 0.0137 1.1% 0.0000 0.0% 100% True False 2
10 1.2744 1.2395 0.0349 2.7% 0.0000 0.0% 100% True False 1
20 1.2744 1.2314 0.0430 3.4% 0.0000 0.0% 100% True False
40 1.2744 1.2201 0.0543 4.3% 0.0000 0.0% 100% True False
60 1.2744 1.2174 0.0570 4.5% 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 1.2744
2.618 1.2744
1.618 1.2744
1.000 1.2744
0.618 1.2744
HIGH 1.2744
0.618 1.2744
0.500 1.2744
0.382 1.2744
LOW 1.2744
0.618 1.2744
1.000 1.2744
1.618 1.2744
2.618 1.2744
4.250 1.2744
Fisher Pivots for day following 26-Apr-2006
Pivot 1 day 3 day
R1 1.2744 1.2736
PP 1.2744 1.2727
S1 1.2744 1.2719

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

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