CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 05-Jun-2006
Day Change Summary
Previous Current
02-Jun-2006 05-Jun-2006 Change Change % Previous Week
Open 1.3132 1.3135 0.0003 0.0% 1.3088
High 1.3132 1.3135 0.0003 0.0% 1.3132
Low 1.3132 1.3135 0.0003 0.0% 1.3015
Close 1.3132 1.3135 0.0003 0.0% 1.3132
Range
ATR 0.0064 0.0060 -0.0004 -6.8% 0.0000
Volume 2 4 2 100.0% 2
Daily Pivots for day following 05-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3135 1.3135 1.3135
R3 1.3135 1.3135 1.3135
R2 1.3135 1.3135 1.3135
R1 1.3135 1.3135 1.3135 1.3135
PP 1.3135 1.3135 1.3135 1.3135
S1 1.3135 1.3135 1.3135 1.3135
S2 1.3135 1.3135 1.3135
S3 1.3135 1.3135 1.3135
S4 1.3135 1.3135 1.3135
Weekly Pivots for week ending 02-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3444 1.3405 1.3196
R3 1.3327 1.3288 1.3164
R2 1.3210 1.3210 1.3153
R1 1.3171 1.3171 1.3143 1.3191
PP 1.3093 1.3093 1.3093 1.3103
S1 1.3054 1.3054 1.3121 1.3074
S2 1.2976 1.2976 1.3111
S3 1.2859 1.2937 1.3100
S4 1.2742 1.2820 1.3068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3135 1.3015 0.0120 0.9% 0.0000 0.0% 100% True False 1
10 1.3135 1.2933 0.0202 1.5% 0.0000 0.0% 100% True False 1
20 1.3135 1.2930 0.0205 1.6% 0.0000 0.0% 100% True False
40 1.3135 1.2322 0.0813 6.2% 0.0001 0.0% 100% True False 1
60 1.3135 1.2168 0.0967 7.4% 0.0002 0.0% 100% True False 1
80 1.3135 1.2116 0.1019 7.8% 0.0001 0.0% 100% True 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 1.3135
2.618 1.3135
1.618 1.3135
1.000 1.3135
0.618 1.3135
HIGH 1.3135
0.618 1.3135
0.500 1.3135
0.382 1.3135
LOW 1.3135
0.618 1.3135
1.000 1.3135
1.618 1.3135
2.618 1.3135
4.250 1.3135
Fisher Pivots for day following 05-Jun-2006
Pivot 1 day 3 day
R1 1.3135 1.3115
PP 1.3135 1.3095
S1 1.3135 1.3075

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

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