CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 03-Oct-2006
Day Change Summary
Previous Current
02-Oct-2006 03-Oct-2006 Change Change % Previous Week
Open 1.2890 1.2878 -0.0012 -0.1% 1.2920
High 1.2890 1.2878 -0.0012 -0.1% 1.2920
Low 1.2890 1.2878 -0.0012 -0.1% 1.2838
Close 1.2890 1.2878 -0.0012 -0.1% 1.2838
Range
ATR 0.0033 0.0032 -0.0002 -4.6% 0.0000
Volume
Daily Pivots for day following 03-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2878 1.2878 1.2878
R3 1.2878 1.2878 1.2878
R2 1.2878 1.2878 1.2878
R1 1.2878 1.2878 1.2878 1.2878
PP 1.2878 1.2878 1.2878 1.2878
S1 1.2878 1.2878 1.2878 1.2878
S2 1.2878 1.2878 1.2878
S3 1.2878 1.2878 1.2878
S4 1.2878 1.2878 1.2878
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3111 1.3057 1.2883
R3 1.3029 1.2975 1.2861
R2 1.2947 1.2947 1.2853
R1 1.2893 1.2893 1.2846 1.2879
PP 1.2865 1.2865 1.2865 1.2859
S1 1.2811 1.2811 1.2830 1.2797
S2 1.2783 1.2783 1.2823
S3 1.2701 1.2729 1.2815
S4 1.2619 1.2647 1.2793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2890 1.2838 0.0052 0.4% 0.0000 0.0% 77% False False
10 1.2946 1.2838 0.0108 0.8% 0.0000 0.0% 37% False False 9
20 1.2993 1.2825 0.0168 1.3% 0.0002 0.0% 32% False False 5
40 1.3090 1.2825 0.0265 2.1% 0.0002 0.0% 20% False False 3
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 42% False False 2
80 1.3091 1.2723 0.0368 2.9% 0.0002 0.0% 42% False False 2
100 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 33% False False 1
120 1.3193 1.2395 0.0798 6.2% 0.0002 0.0% 61% 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 1.2878
2.618 1.2878
1.618 1.2878
1.000 1.2878
0.618 1.2878
HIGH 1.2878
0.618 1.2878
0.500 1.2878
0.382 1.2878
LOW 1.2878
0.618 1.2878
1.000 1.2878
1.618 1.2878
2.618 1.2878
4.250 1.2878
Fisher Pivots for day following 03-Oct-2006
Pivot 1 day 3 day
R1 1.2878 1.2873
PP 1.2878 1.2869
S1 1.2878 1.2864

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

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