CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 1.2686 1.2699 0.0013 0.1% 1.2664
High 1.2686 1.2699 0.0013 0.1% 1.2764
Low 1.2686 1.2699 0.0013 0.1% 1.2664
Close 1.2686 1.2699 0.0013 0.1% 1.2755
Range
ATR 0.0037 0.0035 -0.0002 -4.6% 0.0000
Volume
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2699 1.2699 1.2699
R3 1.2699 1.2699 1.2699
R2 1.2699 1.2699 1.2699
R1 1.2699 1.2699 1.2699 1.2699
PP 1.2699 1.2699 1.2699 1.2699
S1 1.2699 1.2699 1.2699 1.2699
S2 1.2699 1.2699 1.2699
S3 1.2699 1.2699 1.2699
S4 1.2699 1.2699 1.2699
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3028 1.2991 1.2810
R3 1.2928 1.2891 1.2783
R2 1.2828 1.2828 1.2773
R1 1.2791 1.2791 1.2764 1.2810
PP 1.2728 1.2728 1.2728 1.2737
S1 1.2691 1.2691 1.2746 1.2710
S2 1.2628 1.2628 1.2737
S3 1.2528 1.2591 1.2728
S4 1.2428 1.2491 1.2700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2764 1.2671 0.0093 0.7% 0.0000 0.0% 30% False False
10 1.2764 1.2642 0.0122 1.0% 0.0005 0.0% 47% False False 3
20 1.2890 1.2642 0.0248 2.0% 0.0003 0.0% 23% False False 3
40 1.3023 1.2642 0.0381 3.0% 0.0002 0.0% 15% False False 4
60 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 13% False False 3
80 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 13% False False 2
100 1.3193 1.2642 0.0551 4.3% 0.0002 0.0% 10% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0002 0.0% 10% False False 2
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2699
2.618 1.2699
1.618 1.2699
1.000 1.2699
0.618 1.2699
HIGH 1.2699
0.618 1.2699
0.500 1.2699
0.382 1.2699
LOW 1.2699
0.618 1.2699
1.000 1.2699
1.618 1.2699
2.618 1.2699
4.250 1.2699
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 1.2699 1.2721
PP 1.2699 1.2713
S1 1.2699 1.2706

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

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