CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 19-Apr-2006
Day Change Summary
Previous Current
18-Apr-2006 19-Apr-2006 Change Change % Previous Week
Open 1.2605 1.2677 0.0072 0.6% 1.2393
High 1.2605 1.2677 0.0072 0.6% 1.2430
Low 1.2605 1.2677 0.0072 0.6% 1.2393
Close 1.2605 1.2677 0.0072 0.6% 1.2395
Range
ATR 0.0054 0.0055 0.0001 2.4% 0.0000
Volume
Daily Pivots for day following 19-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2677 1.2677 1.2677
R3 1.2677 1.2677 1.2677
R2 1.2677 1.2677 1.2677
R1 1.2677 1.2677 1.2677 1.2677
PP 1.2677 1.2677 1.2677 1.2677
S1 1.2677 1.2677 1.2677 1.2677
S2 1.2677 1.2677 1.2677
S3 1.2677 1.2677 1.2677
S4 1.2677 1.2677 1.2677
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 1.2677 1.2395 0.0282 2.2% 0.0000 0.0% 100% True False
10 1.2677 1.2393 0.0284 2.2% 0.0000 0.0% 100% True False
20 1.2677 1.2261 0.0416 3.3% 0.0000 0.0% 100% True False
40 1.2677 1.2174 0.0503 4.0% 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 1.2677
2.618 1.2677
1.618 1.2677
1.000 1.2677
0.618 1.2677
HIGH 1.2677
0.618 1.2677
0.500 1.2677
0.382 1.2677
LOW 1.2677
0.618 1.2677
1.000 1.2677
1.618 1.2677
2.618 1.2677
4.250 1.2677
Fisher Pivots for day following 19-Apr-2006
Pivot 1 day 3 day
R1 1.2677 1.2656
PP 1.2677 1.2635
S1 1.2677 1.2615

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

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