CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 22-May-2006
Day Change Summary
Previous Current
19-May-2006 22-May-2006 Change Change % Previous Week
Open 1.3054 1.3144 0.0090 0.7% 1.3085
High 1.3054 1.3144 0.0090 0.7% 1.3136
Low 1.3054 1.3144 0.0090 0.7% 1.3029
Close 1.3054 1.3144 0.0090 0.7% 1.3054
Range
ATR 0.0055 0.0057 0.0003 4.6% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 22-May-2006
Classic Woodie Camarilla DeMark
R4 1.3144 1.3144 1.3144
R3 1.3144 1.3144 1.3144
R2 1.3144 1.3144 1.3144
R1 1.3144 1.3144 1.3144 1.3144
PP 1.3144 1.3144 1.3144 1.3144
S1 1.3144 1.3144 1.3144 1.3144
S2 1.3144 1.3144 1.3144
S3 1.3144 1.3144 1.3144
S4 1.3144 1.3144 1.3144
Weekly Pivots for week ending 19-May-2006
Classic Woodie Camarilla DeMark
R4 1.3394 1.3331 1.3113
R3 1.3287 1.3224 1.3083
R2 1.3180 1.3180 1.3074
R1 1.3117 1.3117 1.3064 1.3095
PP 1.3073 1.3073 1.3073 1.3062
S1 1.3010 1.3010 1.3044 1.2988
S2 1.2966 1.2966 1.3034
S3 1.2859 1.2903 1.3025
S4 1.2752 1.2796 1.2995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3144 1.3029 0.0115 0.9% 0.0000 0.0% 100% True False
10 1.3184 1.3029 0.0155 1.2% 0.0000 0.0% 74% False False 1
20 1.3184 1.2723 0.0461 3.5% 0.0000 0.0% 91% False False 1
40 1.3184 1.2298 0.0886 6.7% 0.0000 0.0% 95% False False 1
60 1.3184 1.2174 0.1010 7.7% 0.0000 0.0% 96% False False 1
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 1.3144
2.618 1.3144
1.618 1.3144
1.000 1.3144
0.618 1.3144
HIGH 1.3144
0.618 1.3144
0.500 1.3144
0.382 1.3144
LOW 1.3144
0.618 1.3144
1.000 1.3144
1.618 1.3144
2.618 1.3144
4.250 1.3144
Fisher Pivots for day following 22-May-2006
Pivot 1 day 3 day
R1 1.3144 1.3129
PP 1.3144 1.3114
S1 1.3144 1.3099

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

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