CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 18-May-2006
Day Change Summary
Previous Current
17-May-2006 18-May-2006 Change Change % Previous Week
Open 1.3029 1.3104 0.0075 0.6% 1.2985
High 1.3029 1.3104 0.0075 0.6% 1.3184
Low 1.3029 1.3104 0.0075 0.6% 1.2985
Close 1.3029 1.3104 0.0075 0.6% 1.3184
Range
ATR 0.0053 0.0055 0.0002 2.9% 0.0000
Volume
Daily Pivots for day following 18-May-2006
Classic Woodie Camarilla DeMark
R4 1.3104 1.3104 1.3104
R3 1.3104 1.3104 1.3104
R2 1.3104 1.3104 1.3104
R1 1.3104 1.3104 1.3104 1.3104
PP 1.3104 1.3104 1.3104 1.3104
S1 1.3104 1.3104 1.3104 1.3104
S2 1.3104 1.3104 1.3104
S3 1.3104 1.3104 1.3104
S4 1.3104 1.3104 1.3104
Weekly Pivots for week ending 12-May-2006
Classic Woodie Camarilla DeMark
R4 1.3715 1.3648 1.3293
R3 1.3516 1.3449 1.3239
R2 1.3317 1.3317 1.3220
R1 1.3250 1.3250 1.3202 1.3284
PP 1.3118 1.3118 1.3118 1.3134
S1 1.3051 1.3051 1.3166 1.3085
S2 1.2919 1.2919 1.3148
S3 1.2720 1.2852 1.3129
S4 1.2521 1.2653 1.3075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3184 1.3029 0.0155 1.2% 0.0000 0.0% 48% False False
10 1.3184 1.2985 0.0199 1.5% 0.0000 0.0% 60% False False 1
20 1.3184 1.2632 0.0552 4.2% 0.0000 0.0% 86% False False 1
40 1.3184 1.2261 0.0923 7.0% 0.0000 0.0% 91% False False 1
60 1.3184 1.2174 0.1010 7.7% 0.0000 0.0% 92% 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 1.3104
2.618 1.3104
1.618 1.3104
1.000 1.3104
0.618 1.3104
HIGH 1.3104
0.618 1.3104
0.500 1.3104
0.382 1.3104
LOW 1.3104
0.618 1.3104
1.000 1.3104
1.618 1.3104
2.618 1.3104
4.250 1.3104
Fisher Pivots for day following 18-May-2006
Pivot 1 day 3 day
R1 1.3104 1.3097
PP 1.3104 1.3090
S1 1.3104 1.3083

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

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