CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 08-Sep-2006
Day Change Summary
Previous Current
07-Sep-2006 08-Sep-2006 Change Change % Previous Week
Open 1.2909 1.2845 -0.0064 -0.5% 1.2998
High 1.2933 1.2845 -0.0088 -0.7% 1.2998
Low 1.2933 1.2845 -0.0088 -0.7% 1.2845
Close 1.2909 1.2845 -0.0064 -0.5% 1.2845
Range
ATR 0.0035 0.0037 0.0002 5.8% 0.0000
Volume 0 3 3 14
Daily Pivots for day following 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2845 1.2845 1.2845
R3 1.2845 1.2845 1.2845
R2 1.2845 1.2845 1.2845
R1 1.2845 1.2845 1.2845 1.2845
PP 1.2845 1.2845 1.2845 1.2845
S1 1.2845 1.2845 1.2845 1.2845
S2 1.2845 1.2845 1.2845
S3 1.2845 1.2845 1.2845
S4 1.2845 1.2845 1.2845
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3355 1.3253 1.2929
R3 1.3202 1.3100 1.2887
R2 1.3049 1.3049 1.2873
R1 1.2947 1.2947 1.2859 1.2922
PP 1.2896 1.2896 1.2896 1.2883
S1 1.2794 1.2794 1.2831 1.2769
S2 1.2743 1.2743 1.2817
S3 1.2590 1.2641 1.2803
S4 1.2437 1.2488 1.2761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3019 1.2845 0.0174 1.4% 0.0000 0.0% 0% False True 2
10 1.3023 1.2845 0.0178 1.4% 0.0000 0.0% 0% False True 2
20 1.3087 1.2845 0.0242 1.9% 0.0001 0.0% 0% False True 2
40 1.3091 1.2723 0.0368 2.9% 0.0004 0.0% 33% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 33% False False 1
80 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 26% False False 1
100 1.3193 1.2607 0.0586 4.6% 0.0002 0.0% 41% False False 1
120 1.3193 1.2261 0.0932 7.3% 0.0001 0.0% 63% 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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.2845
2.618 1.2845
1.618 1.2845
1.000 1.2845
0.618 1.2845
HIGH 1.2845
0.618 1.2845
0.500 1.2845
0.382 1.2845
LOW 1.2845
0.618 1.2845
1.000 1.2845
1.618 1.2845
2.618 1.2845
4.250 1.2845
Fisher Pivots for day following 08-Sep-2006
Pivot 1 day 3 day
R1 1.2845 1.2919
PP 1.2845 1.2894
S1 1.2845 1.2870

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

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