CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 16-Jun-2006
Day Change Summary
Previous Current
15-Jun-2006 16-Jun-2006 Change Change % Previous Week
Open 1.2889 1.2925 0.0036 0.3% 1.2881
High 1.2889 1.2925 0.0036 0.3% 1.2925
Low 1.2889 1.2925 0.0036 0.3% 1.2813
Close 1.2889 1.2925 0.0036 0.3% 1.2925
Range
ATR 0.0058 0.0056 -0.0002 -2.7% 0.0000
Volume
Daily Pivots for day following 16-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2925 1.2925 1.2925
R3 1.2925 1.2925 1.2925
R2 1.2925 1.2925 1.2925
R1 1.2925 1.2925 1.2925 1.2925
PP 1.2925 1.2925 1.2925 1.2925
S1 1.2925 1.2925 1.2925 1.2925
S2 1.2925 1.2925 1.2925
S3 1.2925 1.2925 1.2925
S4 1.2925 1.2925 1.2925
Weekly Pivots for week ending 16-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3224 1.3186 1.2987
R3 1.3112 1.3074 1.2956
R2 1.3000 1.3000 1.2946
R1 1.2962 1.2962 1.2935 1.2981
PP 1.2888 1.2888 1.2888 1.2897
S1 1.2850 1.2850 1.2915 1.2869
S2 1.2776 1.2776 1.2904
S3 1.2664 1.2738 1.2894
S4 1.2552 1.2626 1.2863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2925 1.2813 0.0112 0.9% 0.0000 0.0% 100% True False
10 1.3193 1.2813 0.0380 2.9% 0.0000 0.0% 29% False False 1
20 1.3193 1.2813 0.0380 2.9% 0.0000 0.0% 29% False False 1
40 1.3193 1.2632 0.0561 4.3% 0.0000 0.0% 52% False False 1
60 1.3193 1.2261 0.0932 7.2% 0.0000 0.0% 71% False False 1
80 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 74% False False 1
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 1.2925
2.618 1.2925
1.618 1.2925
1.000 1.2925
0.618 1.2925
HIGH 1.2925
0.618 1.2925
0.500 1.2925
0.382 1.2925
LOW 1.2925
0.618 1.2925
1.000 1.2925
1.618 1.2925
2.618 1.2925
4.250 1.2925
Fisher Pivots for day following 16-Jun-2006
Pivot 1 day 3 day
R1 1.2925 1.2915
PP 1.2925 1.2905
S1 1.2925 1.2896

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

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