CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 08-Jun-2006
Day Change Summary
Previous Current
07-Jun-2006 08-Jun-2006 Change Change % Previous Week
Open 1.3067 1.2906 -0.0161 -1.2% 1.3146
High 1.3067 1.2906 -0.0161 -1.2% 1.3190
Low 1.3067 1.2906 -0.0161 -1.2% 1.3073
Close 1.3067 1.2906 -0.0161 -1.2% 1.3190
Range
ATR 0.0059 0.0067 0.0007 12.2% 0.0000
Volume
Daily Pivots for day following 08-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2906 1.2906 1.2906
R3 1.2906 1.2906 1.2906
R2 1.2906 1.2906 1.2906
R1 1.2906 1.2906 1.2906 1.2906
PP 1.2906 1.2906 1.2906 1.2906
S1 1.2906 1.2906 1.2906 1.2906
S2 1.2906 1.2906 1.2906
S3 1.2906 1.2906 1.2906
S4 1.2906 1.2906 1.2906
Weekly Pivots for week ending 02-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3502 1.3463 1.3254
R3 1.3385 1.3346 1.3222
R2 1.3268 1.3268 1.3211
R1 1.3229 1.3229 1.3201 1.3249
PP 1.3151 1.3151 1.3151 1.3161
S1 1.3112 1.3112 1.3179 1.3132
S2 1.3034 1.3034 1.3169
S3 1.2917 1.2995 1.3158
S4 1.2800 1.2878 1.3126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3193 1.2906 0.0287 2.2% 0.0000 0.0% 0% False True 1
10 1.3193 1.2906 0.0287 2.2% 0.0000 0.0% 0% False True 1
20 1.3193 1.2906 0.0287 2.2% 0.0000 0.0% 0% False True 1
40 1.3193 1.2395 0.0798 6.2% 0.0000 0.0% 64% False False 1
60 1.3193 1.2261 0.0932 7.2% 0.0000 0.0% 69% False False 1
80 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 72% 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 1.2906
2.618 1.2906
1.618 1.2906
1.000 1.2906
0.618 1.2906
HIGH 1.2906
0.618 1.2906
0.500 1.2906
0.382 1.2906
LOW 1.2906
0.618 1.2906
1.000 1.2906
1.618 1.2906
2.618 1.2906
4.250 1.2906
Fisher Pivots for day following 08-Jun-2006
Pivot 1 day 3 day
R1 1.2906 1.3007
PP 1.2906 1.2973
S1 1.2906 1.2940

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

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