CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 09-May-2006
Day Change Summary
Previous Current
08-May-2006 09-May-2006 Change Change % Previous Week
Open 1.2985 1.3034 0.0049 0.4% 1.2894
High 1.2985 1.3034 0.0049 0.4% 1.3017
Low 1.2985 1.3034 0.0049 0.4% 1.2894
Close 1.2985 1.3034 0.0049 0.4% 1.3017
Range
ATR 0.0044 0.0045 0.0000 0.7% 0.0000
Volume 0 3 3 12
Daily Pivots for day following 09-May-2006
Classic Woodie Camarilla DeMark
R4 1.3034 1.3034 1.3034
R3 1.3034 1.3034 1.3034
R2 1.3034 1.3034 1.3034
R1 1.3034 1.3034 1.3034 1.3034
PP 1.3034 1.3034 1.3034 1.3034
S1 1.3034 1.3034 1.3034 1.3034
S2 1.3034 1.3034 1.3034
S3 1.3034 1.3034 1.3034
S4 1.3034 1.3034 1.3034
Weekly Pivots for week ending 05-May-2006
Classic Woodie Camarilla DeMark
R4 1.3345 1.3304 1.3085
R3 1.3222 1.3181 1.3051
R2 1.3099 1.3099 1.3040
R1 1.3058 1.3058 1.3028 1.3079
PP 1.2976 1.2976 1.2976 1.2986
S1 1.2935 1.2935 1.3006 1.2956
S2 1.2853 1.2853 1.2994
S3 1.2730 1.2812 1.2983
S4 1.2607 1.2689 1.2949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3034 1.2911 0.0123 0.9% 0.0000 0.0% 100% True False 3
10 1.3034 1.2744 0.0290 2.2% 0.0000 0.0% 100% True False 1
20 1.3034 1.2395 0.0639 4.9% 0.0000 0.0% 100% True False 1
40 1.3034 1.2261 0.0773 5.9% 0.0000 0.0% 100% True False 1
60 1.3034 1.2174 0.0860 6.6% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3034
2.618 1.3034
1.618 1.3034
1.000 1.3034
0.618 1.3034
HIGH 1.3034
0.618 1.3034
0.500 1.3034
0.382 1.3034
LOW 1.3034
0.618 1.3034
1.000 1.3034
1.618 1.3034
2.618 1.3034
4.250 1.3034
Fisher Pivots for day following 09-May-2006
Pivot 1 day 3 day
R1 1.3034 1.3026
PP 1.3034 1.3018
S1 1.3034 1.3010

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

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