CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Nov-2006
Day Change Summary
Previous Current
20-Nov-2006 21-Nov-2006 Change Change % Previous Week
Open 1.2928 1.2957 0.0029 0.2% 1.2929
High 1.2928 1.2957 0.0029 0.2% 1.2941
Low 1.2928 1.2957 0.0029 0.2% 1.2912
Close 1.2928 1.2957 0.0029 0.2% 1.2930
Range
ATR 0.0029 0.0029 0.0000 0.1% 0.0000
Volume 0 1 1 13
Daily Pivots for day following 21-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2957 1.2957 1.2957
R3 1.2957 1.2957 1.2957
R2 1.2957 1.2957 1.2957
R1 1.2957 1.2957 1.2957 1.2957
PP 1.2957 1.2957 1.2957 1.2957
S1 1.2957 1.2957 1.2957 1.2957
S2 1.2957 1.2957 1.2957
S3 1.2957 1.2957 1.2957
S4 1.2957 1.2957 1.2957
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 1.2957 1.2912 0.0045 0.3% 0.0000 0.0% 100% True False
10 1.2965 1.2895 0.0070 0.5% 0.0000 0.0% 89% False False 3
20 1.2965 1.2745 0.0220 1.7% 0.0004 0.0% 96% False False 2
40 1.2965 1.2642 0.0323 2.5% 0.0003 0.0% 98% False False 3
60 1.3023 1.2642 0.0381 2.9% 0.0003 0.0% 83% False False 4
80 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 70% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 70% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 57% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2957
2.618 1.2957
1.618 1.2957
1.000 1.2957
0.618 1.2957
HIGH 1.2957
0.618 1.2957
0.500 1.2957
0.382 1.2957
LOW 1.2957
0.618 1.2957
1.000 1.2957
1.618 1.2957
2.618 1.2957
4.250 1.2957
Fisher Pivots for day following 21-Nov-2006
Pivot 1 day 3 day
R1 1.2957 1.2952
PP 1.2957 1.2947
S1 1.2957 1.2943

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

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