CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 23-Jun-2006
Day Change Summary
Previous Current
22-Jun-2006 23-Jun-2006 Change Change % Previous Week
Open 1.2858 1.2791 -0.0067 -0.5% 1.2856
High 1.2858 1.2791 -0.0067 -0.5% 1.2936
Low 1.2858 1.2791 -0.0067 -0.5% 1.2791
Close 1.2858 1.2791 -0.0067 -0.5% 1.2791
Range
ATR 0.0057 0.0057 0.0001 1.3% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2791 1.2791 1.2791
R3 1.2791 1.2791 1.2791
R2 1.2791 1.2791 1.2791
R1 1.2791 1.2791 1.2791 1.2791
PP 1.2791 1.2791 1.2791 1.2791
S1 1.2791 1.2791 1.2791 1.2791
S2 1.2791 1.2791 1.2791
S3 1.2791 1.2791 1.2791
S4 1.2791 1.2791 1.2791
Weekly Pivots for week ending 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3274 1.3178 1.2871
R3 1.3129 1.3033 1.2831
R2 1.2984 1.2984 1.2818
R1 1.2888 1.2888 1.2804 1.2864
PP 1.2839 1.2839 1.2839 1.2827
S1 1.2743 1.2743 1.2778 1.2719
S2 1.2694 1.2694 1.2764
S3 1.2549 1.2598 1.2751
S4 1.2404 1.2453 1.2711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2936 1.2791 0.0145 1.1% 0.0000 0.0% 0% False True
10 1.2936 1.2791 0.0145 1.1% 0.0000 0.0% 0% False True
20 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 0% False True 1
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 0% False True 1
60 1.3193 1.2393 0.0800 6.3% 0.0000 0.0% 50% False False
80 1.3193 1.2201 0.0992 7.8% 0.0000 0.0% 59% False False
100 1.3193 1.2174 0.1019 8.0% 0.0000 0.0% 61% 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 1.2791
2.618 1.2791
1.618 1.2791
1.000 1.2791
0.618 1.2791
HIGH 1.2791
0.618 1.2791
0.500 1.2791
0.382 1.2791
LOW 1.2791
0.618 1.2791
1.000 1.2791
1.618 1.2791
2.618 1.2791
4.250 1.2791
Fisher Pivots for day following 23-Jun-2006
Pivot 1 day 3 day
R1 1.2791 1.2864
PP 1.2791 1.2839
S1 1.2791 1.2815

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

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