CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-Jul-2006
Day Change Summary
Previous Current
11-Jul-2006 12-Jul-2006 Change Change % Previous Week
Open 1.3026 1.2956 -0.0070 -0.5% 1.3059
High 1.3026 1.2956 -0.0070 -0.5% 1.3075
Low 1.3026 1.2956 -0.0070 -0.5% 1.2998
Close 1.3026 1.2956 -0.0070 -0.5% 1.3075
Range
ATR 0.0055 0.0056 0.0001 1.9% 0.0000
Volume 2 1 -1 -50.0% 0
Daily Pivots for day following 12-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2956 1.2956 1.2956
R3 1.2956 1.2956 1.2956
R2 1.2956 1.2956 1.2956
R1 1.2956 1.2956 1.2956 1.2956
PP 1.2956 1.2956 1.2956 1.2956
S1 1.2956 1.2956 1.2956 1.2956
S2 1.2956 1.2956 1.2956
S3 1.2956 1.2956 1.2956
S4 1.2956 1.2956 1.2956
Weekly Pivots for week ending 07-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3280 1.3255 1.3117
R3 1.3203 1.3178 1.3096
R2 1.3126 1.3126 1.3089
R1 1.3101 1.3101 1.3082 1.3114
PP 1.3049 1.3049 1.3049 1.3056
S1 1.3024 1.3024 1.3068 1.3037
S2 1.2972 1.2972 1.3061
S3 1.2895 1.2947 1.3054
S4 1.2818 1.2870 1.3033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3075 1.2956 0.0119 0.9% 0.0000 0.0% 0% False True
10 1.3075 1.2826 0.0249 1.9% 0.0000 0.0% 52% False False
20 1.3075 1.2791 0.0284 2.2% 0.0000 0.0% 58% False False
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 41% False False
60 1.3193 1.2605 0.0588 4.5% 0.0000 0.0% 60% False False 1
80 1.3193 1.2261 0.0932 7.2% 0.0000 0.0% 75% False False 1
100 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 77% 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 1.2956
2.618 1.2956
1.618 1.2956
1.000 1.2956
0.618 1.2956
HIGH 1.2956
0.618 1.2956
0.500 1.2956
0.382 1.2956
LOW 1.2956
0.618 1.2956
1.000 1.2956
1.618 1.2956
2.618 1.2956
4.250 1.2956
Fisher Pivots for day following 12-Jul-2006
Pivot 1 day 3 day
R1 1.2956 1.2991
PP 1.2956 1.2979
S1 1.2956 1.2968

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

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