CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Jun-2006
Day Change Summary
Previous Current
20-Jun-2006 21-Jun-2006 Change Change % Previous Week
Open 1.2861 1.2936 0.0075 0.6% 1.2881
High 1.2861 1.2936 0.0075 0.6% 1.2925
Low 1.2861 1.2936 0.0075 0.6% 1.2813
Close 1.2861 1.2936 0.0075 0.6% 1.2925
Range
ATR 0.0054 0.0055 0.0002 2.9% 0.0000
Volume
Daily Pivots for day following 21-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2936 1.2936 1.2936
R3 1.2936 1.2936 1.2936
R2 1.2936 1.2936 1.2936
R1 1.2936 1.2936 1.2936 1.2936
PP 1.2936 1.2936 1.2936 1.2936
S1 1.2936 1.2936 1.2936 1.2936
S2 1.2936 1.2936 1.2936
S3 1.2936 1.2936 1.2936
S4 1.2936 1.2936 1.2936
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 1.2936 1.2856 0.0080 0.6% 0.0000 0.0% 100% True False
10 1.2936 1.2813 0.0123 1.0% 0.0000 0.0% 100% True False
20 1.3193 1.2813 0.0380 2.9% 0.0000 0.0% 32% False False 1
40 1.3193 1.2744 0.0449 3.5% 0.0000 0.0% 43% False False 1
60 1.3193 1.2298 0.0895 6.9% 0.0000 0.0% 71% False False 1
80 1.3193 1.2201 0.0992 7.7% 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 1.2936
2.618 1.2936
1.618 1.2936
1.000 1.2936
0.618 1.2936
HIGH 1.2936
0.618 1.2936
0.500 1.2936
0.382 1.2936
LOW 1.2936
0.618 1.2936
1.000 1.2936
1.618 1.2936
2.618 1.2936
4.250 1.2936
Fisher Pivots for day following 21-Jun-2006
Pivot 1 day 3 day
R1 1.2936 1.2923
PP 1.2936 1.2909
S1 1.2936 1.2896

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

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