CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 05-Jun-2006
Day Change Summary
Previous Current
02-Jun-2006 05-Jun-2006 Change Change % Previous Week
Open 1.3190 1.3193 0.0003 0.0% 1.3146
High 1.3190 1.3193 0.0003 0.0% 1.3190
Low 1.3190 1.3193 0.0003 0.0% 1.3073
Close 1.3190 1.3193 0.0003 0.0% 1.3190
Range
ATR 0.0063 0.0059 -0.0004 -6.8% 0.0000
Volume
Daily Pivots for day following 05-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3193 1.3193 1.3193
R3 1.3193 1.3193 1.3193
R2 1.3193 1.3193 1.3193
R1 1.3193 1.3193 1.3193 1.3193
PP 1.3193 1.3193 1.3193 1.3193
S1 1.3193 1.3193 1.3193 1.3193
S2 1.3193 1.3193 1.3193
S3 1.3193 1.3193 1.3193
S4 1.3193 1.3193 1.3193
Weekly Pivots for week ending 02-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3502 1.3463 1.3254
R3 1.3385 1.3346 1.3222
R2 1.3268 1.3268 1.3211
R1 1.3229 1.3229 1.3201 1.3249
PP 1.3151 1.3151 1.3151 1.3161
S1 1.3112 1.3112 1.3179 1.3132
S2 1.3034 1.3034 1.3169
S3 1.2917 1.2995 1.3158
S4 1.2800 1.2878 1.3126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3193 1.3073 0.0120 0.9% 0.0000 0.0% 100% True False 1
10 1.3193 1.2991 0.0202 1.5% 0.0000 0.0% 100% True False
20 1.3193 1.2985 0.0208 1.6% 0.0000 0.0% 100% True False 1
40 1.3193 1.2393 0.0800 6.1% 0.0000 0.0% 100% True False 1
60 1.3193 1.2226 0.0967 7.3% 0.0000 0.0% 100% True False 1
80 1.3193 1.2174 0.1019 7.7% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3193
2.618 1.3193
1.618 1.3193
1.000 1.3193
0.618 1.3193
HIGH 1.3193
0.618 1.3193
0.500 1.3193
0.382 1.3193
LOW 1.3193
0.618 1.3193
1.000 1.3193
1.618 1.3193
2.618 1.3193
4.250 1.3193
Fisher Pivots for day following 05-Jun-2006
Pivot 1 day 3 day
R1 1.3193 1.3173
PP 1.3193 1.3153
S1 1.3193 1.3133

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

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