CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 08-May-2006
Day Change Summary
Previous Current
05-May-2006 08-May-2006 Change Change % Previous Week
Open 1.3017 1.2985 -0.0032 -0.2% 1.2894
High 1.3017 1.2985 -0.0032 -0.2% 1.3017
Low 1.3017 1.2985 -0.0032 -0.2% 1.2894
Close 1.3017 1.2985 -0.0032 -0.2% 1.3017
Range
ATR 0.0045 0.0044 -0.0001 -2.1% 0.0000
Volume 6 0 -6 -100.0% 12
Daily Pivots for day following 08-May-2006
Classic Woodie Camarilla DeMark
R4 1.2985 1.2985 1.2985
R3 1.2985 1.2985 1.2985
R2 1.2985 1.2985 1.2985
R1 1.2985 1.2985 1.2985 1.2985
PP 1.2985 1.2985 1.2985 1.2985
S1 1.2985 1.2985 1.2985 1.2985
S2 1.2985 1.2985 1.2985
S3 1.2985 1.2985 1.2985
S4 1.2985 1.2985 1.2985
Weekly Pivots for week ending 05-May-2006
Classic Woodie Camarilla DeMark
R4 1.3345 1.3304 1.3085
R3 1.3222 1.3181 1.3051
R2 1.3099 1.3099 1.3040
R1 1.3058 1.3058 1.3028 1.3079
PP 1.2976 1.2976 1.2976 1.2986
S1 1.2935 1.2935 1.3006 1.2956
S2 1.2853 1.2853 1.2994
S3 1.2730 1.2812 1.2983
S4 1.2607 1.2689 1.2949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3017 1.2911 0.0106 0.8% 0.0000 0.0% 70% False False 2
10 1.3017 1.2723 0.0294 2.3% 0.0000 0.0% 89% False False 2
20 1.3017 1.2393 0.0624 4.8% 0.0000 0.0% 95% False False 1
40 1.3017 1.2261 0.0756 5.8% 0.0000 0.0% 96% False False 1
60 1.3017 1.2174 0.0843 6.5% 0.0000 0.0% 96% 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 1.2985
2.618 1.2985
1.618 1.2985
1.000 1.2985
0.618 1.2985
HIGH 1.2985
0.618 1.2985
0.500 1.2985
0.382 1.2985
LOW 1.2985
0.618 1.2985
1.000 1.2985
1.618 1.2985
2.618 1.2985
4.250 1.2985
Fisher Pivots for day following 08-May-2006
Pivot 1 day 3 day
R1 1.2985 1.3001
PP 1.2985 1.2996
S1 1.2985 1.2990

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

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