CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 28-Jul-2006
Day Change Summary
Previous Current
27-Jul-2006 28-Jul-2006 Change Change % Previous Week
Open 1.2923 1.2977 0.0054 0.4% 1.2864
High 1.2980 1.3000 0.0020 0.2% 1.3000
Low 1.2980 1.3000 0.0020 0.2% 1.2817
Close 1.2923 1.2977 0.0054 0.4% 1.2977
Range
ATR 0.0060 0.0062 0.0001 2.0% 0.0000
Volume
Daily Pivots for day following 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2992 1.2985 1.2977
R3 1.2992 1.2985 1.2977
R2 1.2992 1.2992 1.2977
R1 1.2985 1.2985 1.2977 1.2977
PP 1.2992 1.2992 1.2992 1.2989
S1 1.2985 1.2985 1.2977 1.2977
S2 1.2992 1.2992 1.2977
S3 1.2992 1.2985 1.2977
S4 1.2992 1.2985 1.2977
Weekly Pivots for week ending 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3480 1.3412 1.3078
R3 1.3297 1.3229 1.3027
R2 1.3114 1.3114 1.3011
R1 1.3046 1.3046 1.2994 1.3080
PP 1.2931 1.2931 1.2931 1.2949
S1 1.2863 1.2863 1.2960 1.2897
S2 1.2748 1.2748 1.2943
S3 1.2565 1.2680 1.2927
S4 1.2382 1.2497 1.2876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3000 1.2817 0.0183 1.4% 0.0000 0.0% 87% True False
10 1.3000 1.2723 0.0277 2.1% 0.0012 0.1% 92% True False
20 1.3075 1.2723 0.0352 2.7% 0.0006 0.0% 72% False False
40 1.3193 1.2723 0.0470 3.6% 0.0003 0.0% 54% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 54% False False
80 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 73% False False
100 1.3193 1.2223 0.0970 7.5% 0.0001 0.0% 78% False False
120 1.3193 1.2174 0.1019 7.9% 0.0001 0.0% 79% 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 -0.0008
Fibonacci Retracements and Extensions
4.250 1.3000
2.618 1.3000
1.618 1.3000
1.000 1.3000
0.618 1.3000
HIGH 1.3000
0.618 1.3000
0.500 1.3000
0.382 1.3000
LOW 1.3000
0.618 1.3000
1.000 1.3000
1.618 1.3000
2.618 1.3000
4.250 1.3000
Fisher Pivots for day following 28-Jul-2006
Pivot 1 day 3 day
R1 1.3000 1.2973
PP 1.2992 1.2969
S1 1.2985 1.2965

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

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