CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 03-May-2006
Day Change Summary
Previous Current
02-May-2006 03-May-2006 Change Change % Previous Week
Open 1.2911 1.2911 0.0000 0.0% 1.2693
High 1.2911 1.2911 0.0000 0.0% 1.2893
Low 1.2911 1.2911 0.0000 0.0% 1.2693
Close 1.2911 1.2911 0.0000 0.0% 1.2893
Range
ATR 0.0048 0.0044 -0.0003 -7.1% 0.0000
Volume 0 1 1 13
Daily Pivots for day following 03-May-2006
Classic Woodie Camarilla DeMark
R4 1.2911 1.2911 1.2911
R3 1.2911 1.2911 1.2911
R2 1.2911 1.2911 1.2911
R1 1.2911 1.2911 1.2911 1.2911
PP 1.2911 1.2911 1.2911 1.2911
S1 1.2911 1.2911 1.2911 1.2911
S2 1.2911 1.2911 1.2911
S3 1.2911 1.2911 1.2911
S4 1.2911 1.2911 1.2911
Weekly Pivots for week ending 28-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.3426 1.3360 1.3003
R3 1.3226 1.3160 1.2948
R2 1.3026 1.3026 1.2930
R1 1.2960 1.2960 1.2911 1.2993
PP 1.2826 1.2826 1.2826 1.2843
S1 1.2760 1.2760 1.2875 1.2793
S2 1.2626 1.2626 1.2856
S3 1.2426 1.2560 1.2838
S4 1.2226 1.2360 1.2783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2911 1.2821 0.0090 0.7% 0.0000 0.0% 100% True False
10 1.2911 1.2607 0.0304 2.4% 0.0000 0.0% 100% True False 1
20 1.2911 1.2393 0.0518 4.0% 0.0000 0.0% 100% True False
40 1.2911 1.2223 0.0688 5.3% 0.0000 0.0% 100% True False
60 1.2911 1.2174 0.0737 5.7% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2911
2.618 1.2911
1.618 1.2911
1.000 1.2911
0.618 1.2911
HIGH 1.2911
0.618 1.2911
0.500 1.2911
0.382 1.2911
LOW 1.2911
0.618 1.2911
1.000 1.2911
1.618 1.2911
2.618 1.2911
4.250 1.2911
Fisher Pivots for day following 03-May-2006
Pivot 1 day 3 day
R1 1.2911 1.2908
PP 1.2911 1.2905
S1 1.2911 1.2903

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

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