CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2006
Day Change Summary
Previous Current
11-Apr-2006 12-Apr-2006 Change Change % Previous Week
Open 1.2430 1.2396 -0.0034 -0.3% 1.2431
High 1.2430 1.2396 -0.0034 -0.3% 1.2592
Low 1.2430 1.2396 -0.0034 -0.3% 1.2403
Close 1.2430 1.2396 -0.0034 -0.3% 1.2403
Range
ATR 0.0051 0.0050 -0.0001 -2.4% 0.0000
Volume
Daily Pivots for day following 12-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2396 1.2396 1.2396
R3 1.2396 1.2396 1.2396
R2 1.2396 1.2396 1.2396
R1 1.2396 1.2396 1.2396 1.2396
PP 1.2396 1.2396 1.2396 1.2396
S1 1.2396 1.2396 1.2396 1.2396
S2 1.2396 1.2396 1.2396
S3 1.2396 1.2396 1.2396
S4 1.2396 1.2396 1.2396
Weekly Pivots for week ending 07-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.3033 1.2907 1.2507
R3 1.2844 1.2718 1.2455
R2 1.2655 1.2655 1.2438
R1 1.2529 1.2529 1.2420 1.2498
PP 1.2466 1.2466 1.2466 1.2450
S1 1.2340 1.2340 1.2386 1.2309
S2 1.2277 1.2277 1.2368
S3 1.2088 1.2151 1.2351
S4 1.1899 1.1962 1.2299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2520 1.2393 0.0127 1.0% 0.0000 0.0% 2% False False
10 1.2592 1.2393 0.0199 1.6% 0.0000 0.0% 2% False False
20 1.2592 1.2261 0.0331 2.7% 0.0000 0.0% 41% False False
40 1.2592 1.2174 0.0418 3.4% 0.0000 0.0% 53% False False
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 1.2396
2.618 1.2396
1.618 1.2396
1.000 1.2396
0.618 1.2396
HIGH 1.2396
0.618 1.2396
0.500 1.2396
0.382 1.2396
LOW 1.2396
0.618 1.2396
1.000 1.2396
1.618 1.2396
2.618 1.2396
4.250 1.2396
Fisher Pivots for day following 12-Apr-2006
Pivot 1 day 3 day
R1 1.2396 1.2412
PP 1.2396 1.2406
S1 1.2396 1.2401

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

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