CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 10-May-2006
Day Change Summary
Previous Current
09-May-2006 10-May-2006 Change Change % Previous Week
Open 1.3034 1.3080 0.0046 0.4% 1.2894
High 1.3034 1.3080 0.0046 0.4% 1.3017
Low 1.3034 1.3080 0.0046 0.4% 1.2894
Close 1.3034 1.3088 0.0054 0.4% 1.3017
Range
ATR 0.0045 0.0045 0.0000 0.2% 0.0000
Volume 3 0 -3 -100.0% 12
Daily Pivots for day following 10-May-2006
Classic Woodie Camarilla DeMark
R4 1.3083 1.3085 1.3088
R3 1.3083 1.3085 1.3088
R2 1.3083 1.3083 1.3088
R1 1.3085 1.3085 1.3088 1.3084
PP 1.3083 1.3083 1.3083 1.3082
S1 1.3085 1.3085 1.3088 1.3084
S2 1.3083 1.3083 1.3088
S3 1.3083 1.3085 1.3088
S4 1.3083 1.3085 1.3088
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 1.3080 1.2985 0.0095 0.7% 0.0000 0.0% 108% True False 2
10 1.3080 1.2821 0.0259 2.0% 0.0000 0.0% 103% True False 1
20 1.3080 1.2395 0.0685 5.2% 0.0000 0.0% 101% True False 1
40 1.3080 1.2261 0.0819 6.3% 0.0000 0.0% 101% True False 1
60 1.3080 1.2174 0.0906 6.9% 0.0000 0.0% 101% 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 1.3080
2.618 1.3080
1.618 1.3080
1.000 1.3080
0.618 1.3080
HIGH 1.3080
0.618 1.3080
0.500 1.3080
0.382 1.3080
LOW 1.3080
0.618 1.3080
1.000 1.3080
1.618 1.3080
2.618 1.3080
4.250 1.3080
Fisher Pivots for day following 10-May-2006
Pivot 1 day 3 day
R1 1.3085 1.3070
PP 1.3083 1.3051
S1 1.3080 1.3033

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

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