CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 18-Apr-2006
Day Change Summary
Previous Current
17-Apr-2006 18-Apr-2006 Change Change % Previous Week
Open 1.2552 1.2605 0.0053 0.4% 1.2393
High 1.2552 1.2605 0.0053 0.4% 1.2430
Low 1.2552 1.2605 0.0053 0.4% 1.2393
Close 1.2552 1.2605 0.0053 0.4% 1.2395
Range
ATR 0.0054 0.0054 0.0000 -0.2% 0.0000
Volume
Daily Pivots for day following 18-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2605 1.2605 1.2605
R3 1.2605 1.2605 1.2605
R2 1.2605 1.2605 1.2605
R1 1.2605 1.2605 1.2605 1.2605
PP 1.2605 1.2605 1.2605 1.2605
S1 1.2605 1.2605 1.2605 1.2605
S2 1.2605 1.2605 1.2605
S3 1.2605 1.2605 1.2605
S4 1.2605 1.2605 1.2605
Weekly Pivots for week ending 14-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2517 1.2493 1.2415
R3 1.2480 1.2456 1.2405
R2 1.2443 1.2443 1.2402
R1 1.2419 1.2419 1.2398 1.2431
PP 1.2406 1.2406 1.2406 1.2412
S1 1.2382 1.2382 1.2392 1.2394
S2 1.2369 1.2369 1.2388
S3 1.2332 1.2345 1.2385
S4 1.2295 1.2308 1.2375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2605 1.2395 0.0210 1.7% 0.0000 0.0% 100% True False
10 1.2605 1.2393 0.0212 1.7% 0.0000 0.0% 100% True False
20 1.2605 1.2261 0.0344 2.7% 0.0000 0.0% 100% True False
40 1.2605 1.2174 0.0431 3.4% 0.0000 0.0% 100% True 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 1.2605
2.618 1.2605
1.618 1.2605
1.000 1.2605
0.618 1.2605
HIGH 1.2605
0.618 1.2605
0.500 1.2605
0.382 1.2605
LOW 1.2605
0.618 1.2605
1.000 1.2605
1.618 1.2605
2.618 1.2605
4.250 1.2605
Fisher Pivots for day following 18-Apr-2006
Pivot 1 day 3 day
R1 1.2605 1.2570
PP 1.2605 1.2535
S1 1.2605 1.2500

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

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