CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-Jun-2006
Day Change Summary
Previous Current
09-Jun-2006 12-Jun-2006 Change Change % Previous Week
Open 1.2917 1.2881 -0.0036 -0.3% 1.3193
High 1.2917 1.2881 -0.0036 -0.3% 1.3193
Low 1.2917 1.2881 -0.0036 -0.3% 1.2906
Close 1.2917 1.2881 -0.0036 -0.3% 1.2917
Range
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 2 1 -1 -50.0% 9
Daily Pivots for day following 12-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2881 1.2881 1.2881
R3 1.2881 1.2881 1.2881
R2 1.2881 1.2881 1.2881
R1 1.2881 1.2881 1.2881 1.2881
PP 1.2881 1.2881 1.2881 1.2881
S1 1.2881 1.2881 1.2881 1.2881
S2 1.2881 1.2881 1.2881
S3 1.2881 1.2881 1.2881
S4 1.2881 1.2881 1.2881
Weekly Pivots for week ending 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3866 1.3679 1.3075
R3 1.3579 1.3392 1.2996
R2 1.3292 1.3292 1.2970
R1 1.3105 1.3105 1.2943 1.3055
PP 1.3005 1.3005 1.3005 1.2981
S1 1.2818 1.2818 1.2891 1.2768
S2 1.2718 1.2718 1.2864
S3 1.2431 1.2531 1.2838
S4 1.2144 1.2244 1.2759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3108 1.2881 0.0227 1.8% 0.0000 0.0% 0% False True 2
10 1.3193 1.2881 0.0312 2.4% 0.0000 0.0% 0% False True 1
20 1.3193 1.2881 0.0312 2.4% 0.0000 0.0% 0% False True
40 1.3193 1.2552 0.0641 5.0% 0.0000 0.0% 51% False False 1
60 1.3193 1.2261 0.0932 7.2% 0.0000 0.0% 67% False False 1
80 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 69% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2881
2.618 1.2881
1.618 1.2881
1.000 1.2881
0.618 1.2881
HIGH 1.2881
0.618 1.2881
0.500 1.2881
0.382 1.2881
LOW 1.2881
0.618 1.2881
1.000 1.2881
1.618 1.2881
2.618 1.2881
4.250 1.2881
Fisher Pivots for day following 12-Jun-2006
Pivot 1 day 3 day
R1 1.2881 1.2899
PP 1.2881 1.2893
S1 1.2881 1.2887

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

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