CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 13-Jun-2006
Day Change Summary
Previous Current
12-Jun-2006 13-Jun-2006 Change Change % Previous Week
Open 1.2822 1.2790 -0.0032 -0.2% 1.3135
High 1.2822 1.2790 -0.0032 -0.2% 1.3135
Low 1.2822 1.2790 -0.0032 -0.2% 1.2848
Close 1.2822 1.2754 -0.0068 -0.5% 1.2858
Range
ATR 0.0061 0.0059 -0.0002 -3.4% 0.0000
Volume 0 1 1 19
Daily Pivots for day following 13-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2778 1.2766 1.2754
R3 1.2778 1.2766 1.2754
R2 1.2778 1.2778 1.2754
R1 1.2766 1.2766 1.2754 1.2772
PP 1.2778 1.2778 1.2778 1.2781
S1 1.2766 1.2766 1.2754 1.2772
S2 1.2778 1.2778 1.2754
S3 1.2778 1.2766 1.2754
S4 1.2778 1.2766 1.2754
Weekly Pivots for week ending 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3808 1.3620 1.3016
R3 1.3521 1.3333 1.2937
R2 1.3234 1.3234 1.2911
R1 1.3046 1.3046 1.2884 1.2997
PP 1.2947 1.2947 1.2947 1.2922
S1 1.2759 1.2759 1.2832 1.2710
S2 1.2660 1.2660 1.2805
S3 1.2373 1.2472 1.2779
S4 1.2086 1.2185 1.2700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3009 1.2790 0.0219 1.7% 0.0000 0.0% -16% False True 1
10 1.3135 1.2790 0.0345 2.7% 0.0000 0.0% -10% False True 2
20 1.3135 1.2790 0.0345 2.7% 0.0000 0.0% -10% False True 1
40 1.3135 1.2550 0.0585 4.6% 0.0000 0.0% 35% False False 1
60 1.3135 1.2206 0.0929 7.3% 0.0002 0.0% 59% False False 1
80 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 63% False False 1
100 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 63% 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 1.2790
2.618 1.2790
1.618 1.2790
1.000 1.2790
0.618 1.2790
HIGH 1.2790
0.618 1.2790
0.500 1.2790
0.382 1.2790
LOW 1.2790
0.618 1.2790
1.000 1.2790
1.618 1.2790
2.618 1.2790
4.250 1.2790
Fisher Pivots for day following 13-Jun-2006
Pivot 1 day 3 day
R1 1.2790 1.2824
PP 1.2778 1.2801
S1 1.2766 1.2777

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

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