CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary
Previous Current
17-Nov-2006 20-Nov-2006 Change Change % Previous Week
Open 1.2930 1.2928 -0.0002 0.0% 1.2929
High 1.2930 1.2928 -0.0002 0.0% 1.2941
Low 1.2930 1.2928 -0.0002 0.0% 1.2912
Close 1.2930 1.2928 -0.0002 0.0% 1.2930
Range
ATR 0.0031 0.0029 -0.0002 -6.7% 0.0000
Volume
Daily Pivots for day following 20-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2928 1.2928 1.2928
R3 1.2928 1.2928 1.2928
R2 1.2928 1.2928 1.2928
R1 1.2928 1.2928 1.2928 1.2928
PP 1.2928 1.2928 1.2928 1.2928
S1 1.2928 1.2928 1.2928 1.2928
S2 1.2928 1.2928 1.2928
S3 1.2928 1.2928 1.2928
S4 1.2928 1.2928 1.2928
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3015 1.3001 1.2946
R3 1.2986 1.2972 1.2938
R2 1.2957 1.2957 1.2935
R1 1.2943 1.2943 1.2933 1.2950
PP 1.2928 1.2928 1.2928 1.2931
S1 1.2914 1.2914 1.2927 1.2921
S2 1.2899 1.2899 1.2925
S3 1.2870 1.2885 1.2922
S4 1.2841 1.2856 1.2914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2941 1.2912 0.0029 0.2% 0.0000 0.0% 55% False False 1
10 1.2965 1.2895 0.0070 0.5% 0.0000 0.0% 47% False False 2
20 1.2965 1.2699 0.0266 2.1% 0.0004 0.0% 86% False False 2
40 1.2965 1.2642 0.0323 2.5% 0.0003 0.0% 89% False False 4
60 1.3023 1.2642 0.0381 2.9% 0.0003 0.0% 75% False False 4
80 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 64% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 64% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 52% 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch -0.0004
Fibonacci Retracements and Extensions
4.250 1.2928
2.618 1.2928
1.618 1.2928
1.000 1.2928
0.618 1.2928
HIGH 1.2928
0.618 1.2928
0.500 1.2928
0.382 1.2928
LOW 1.2928
0.618 1.2928
1.000 1.2928
1.618 1.2928
2.618 1.2928
4.250 1.2928
Fisher Pivots for day following 20-Nov-2006
Pivot 1 day 3 day
R1 1.2928 1.2926
PP 1.2928 1.2923
S1 1.2928 1.2921

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

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