CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 25-May-2006
Day Change Summary
Previous Current
24-May-2006 25-May-2006 Change Change % Previous Week
Open 1.3061 1.3081 0.0020 0.2% 1.3085
High 1.3061 1.3081 0.0020 0.2% 1.3136
Low 1.3061 1.3081 0.0020 0.2% 1.3029
Close 1.3061 1.3081 0.0020 0.2% 1.3054
Range
ATR 0.0056 0.0053 -0.0003 -4.6% 0.0000
Volume
Daily Pivots for day following 25-May-2006
Classic Woodie Camarilla DeMark
R4 1.3081 1.3081 1.3081
R3 1.3081 1.3081 1.3081
R2 1.3081 1.3081 1.3081
R1 1.3081 1.3081 1.3081 1.3081
PP 1.3081 1.3081 1.3081 1.3081
S1 1.3081 1.3081 1.3081 1.3081
S2 1.3081 1.3081 1.3081
S3 1.3081 1.3081 1.3081
S4 1.3081 1.3081 1.3081
Weekly Pivots for week ending 19-May-2006
Classic Woodie Camarilla DeMark
R4 1.3394 1.3331 1.3113
R3 1.3287 1.3224 1.3083
R2 1.3180 1.3180 1.3074
R1 1.3117 1.3117 1.3064 1.3095
PP 1.3073 1.3073 1.3073 1.3062
S1 1.3010 1.3010 1.3044 1.2988
S2 1.2966 1.2966 1.3034
S3 1.2859 1.2903 1.3025
S4 1.2752 1.2796 1.2995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3147 1.3054 0.0093 0.7% 0.0000 0.0% 29% False False
10 1.3184 1.3029 0.0155 1.2% 0.0000 0.0% 34% False False
20 1.3184 1.2893 0.0291 2.2% 0.0000 0.0% 65% False False 1
40 1.3184 1.2393 0.0791 6.0% 0.0000 0.0% 87% False False
60 1.3184 1.2201 0.0983 7.5% 0.0000 0.0% 90% False False
80 1.3184 1.2174 0.1010 7.7% 0.0000 0.0% 90% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3081
2.618 1.3081
1.618 1.3081
1.000 1.3081
0.618 1.3081
HIGH 1.3081
0.618 1.3081
0.500 1.3081
0.382 1.3081
LOW 1.3081
0.618 1.3081
1.000 1.3081
1.618 1.3081
2.618 1.3081
4.250 1.3081
Fisher Pivots for day following 25-May-2006
Pivot 1 day 3 day
R1 1.3081 1.3104
PP 1.3081 1.3096
S1 1.3081 1.3089

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

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