CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 20-Sep-2006
Day Change Summary
Previous Current
19-Sep-2006 20-Sep-2006 Change Change % Previous Week
Open 1.2878 1.2858 -0.0020 -0.2% 1.2872
High 1.2878 1.2858 -0.0020 -0.2% 1.2889
Low 1.2832 1.2858 0.0026 0.2% 1.2825
Close 1.2841 1.2858 0.0017 0.1% 1.2825
Range 0.0046 0.0000 -0.0046 -100.0% 0.0064
ATR 0.0036 0.0034 -0.0001 -3.7% 0.0000
Volume 3 10 7 233.3% 5
Daily Pivots for day following 20-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2858 1.2858 1.2858
R3 1.2858 1.2858 1.2858
R2 1.2858 1.2858 1.2858
R1 1.2858 1.2858 1.2858 1.2858
PP 1.2858 1.2858 1.2858 1.2858
S1 1.2858 1.2858 1.2858 1.2858
S2 1.2858 1.2858 1.2858
S3 1.2858 1.2858 1.2858
S4 1.2858 1.2858 1.2858
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3038 1.2996 1.2860
R3 1.2974 1.2932 1.2843
R2 1.2910 1.2910 1.2837
R1 1.2868 1.2868 1.2831 1.2857
PP 1.2846 1.2846 1.2846 1.2841
S1 1.2804 1.2804 1.2819 1.2793
S2 1.2782 1.2782 1.2813
S3 1.2718 1.2740 1.2807
S4 1.2654 1.2676 1.2790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2889 1.2825 0.0064 0.5% 0.0009 0.1% 52% False False 3
10 1.2933 1.2825 0.0108 0.8% 0.0005 0.0% 31% False False 2
20 1.3023 1.2825 0.0198 1.5% 0.0004 0.0% 17% False False 2
40 1.3091 1.2825 0.0266 2.1% 0.0002 0.0% 12% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 37% False False 1
80 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 29% False False 1
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 29% False False 1
120 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 58% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch -0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2858
2.618 1.2858
1.618 1.2858
1.000 1.2858
0.618 1.2858
HIGH 1.2858
0.618 1.2858
0.500 1.2858
0.382 1.2858
LOW 1.2858
0.618 1.2858
1.000 1.2858
1.618 1.2858
2.618 1.2858
4.250 1.2858
Fisher Pivots for day following 20-Sep-2006
Pivot 1 day 3 day
R1 1.2858 1.2857
PP 1.2858 1.2856
S1 1.2858 1.2855

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

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