CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 19-Jun-2007

Day Change Summary
	Previous	Current
	18-Jun-2007	19-Jun-2007	Change	Change %	Previous Week
Open	1.3486	1.3497	0.0011	0.1%	1.3433
High	1.3480	1.3496	0.0016	0.1%	1.3454
Low	1.3480	1.3496	0.0016	0.1%	1.3382
Close	1.3486	1.3497	0.0011	0.1%	1.3452
Range
ATR
Volume	244	64	-180	-73.8%	241

Daily Pivots for day following 19-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3496	1.3497	1.3497
R3	1.3496	1.3497	1.3497
R2	1.3496	1.3496	1.3497
R1	1.3497	1.3497	1.3497	1.3497
PP	1.3496	1.3496	1.3496	1.3497
S1	1.3497	1.3497	1.3497	1.3497
S2	1.3496	1.3496	1.3497
S3	1.3496	1.3497	1.3497
S4	1.3496	1.3497	1.3497

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3645	1.3621	1.3492
R3	1.3573	1.3549	1.3472
R2	1.3501	1.3501	1.3465
R1	1.3477	1.3477	1.3459	1.3489
PP	1.3429	1.3429	1.3429	1.3436
S1	1.3405	1.3405	1.3445	1.3417
S2	1.3357	1.3357	1.3439
S3	1.3285	1.3333	1.3432
S4	1.3213	1.3261	1.3412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3496	1.3382	0.0114	0.8%	0.0002	0.0%	101%	True	False	103
10	1.3578	1.3382	0.0196	1.5%	0.0006	0.0%	59%	False	False	100

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	1.3496
2.618	1.3496
1.618	1.3496
1.000	1.3496
0.618	1.3496
HIGH	1.3496
0.618	1.3496
0.500	1.3496
0.382	1.3496
LOW	1.3496
0.618	1.3496
1.000	1.3496
1.618	1.3496
2.618	1.3496
4.250	1.3496

Fisher Pivots for day following 19-Jun-2007
Pivot	1 day	3 day
R1	1.3497	1.3488
PP	1.3496	1.3479
S1	1.3496	1.3470

Download as Excel Spreadsheet

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

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