CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Jul-2006
Day Change Summary
Previous Current
26-Jul-2006 27-Jul-2006 Change Change % Previous Week
Open 1.2930 1.2923 -0.0007 -0.1% 1.2767
High 1.2930 1.2980 0.0050 0.4% 1.2928
Low 1.2930 1.2980 0.0050 0.4% 1.2723
Close 1.2930 1.2923 -0.0007 -0.1% 1.2926
Range
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume
Daily Pivots for day following 27-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2961 1.2942 1.2923
R3 1.2961 1.2942 1.2923
R2 1.2961 1.2961 1.2923
R1 1.2942 1.2942 1.2923 1.2923
PP 1.2961 1.2961 1.2961 1.2952
S1 1.2942 1.2942 1.2923 1.2923
S2 1.2961 1.2961 1.2923
S3 1.2961 1.2942 1.2923
S4 1.2961 1.2942 1.2923
Weekly Pivots for week ending 21-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3474 1.3405 1.3039
R3 1.3269 1.3200 1.2982
R2 1.3064 1.3064 1.2964
R1 1.2995 1.2995 1.2945 1.3030
PP 1.2859 1.2859 1.2859 1.2876
S1 1.2790 1.2790 1.2907 1.2825
S2 1.2654 1.2654 1.2888
S3 1.2449 1.2585 1.2870
S4 1.2244 1.2380 1.2813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2980 1.2817 0.0163 1.3% 0.0000 0.0% 65% True False
10 1.2980 1.2723 0.0257 2.0% 0.0012 0.1% 78% True False
20 1.3075 1.2723 0.0352 2.7% 0.0006 0.0% 57% False False
40 1.3193 1.2723 0.0470 3.6% 0.0003 0.0% 43% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 43% False False
80 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 66% False False
100 1.3193 1.2201 0.0992 7.7% 0.0001 0.0% 73% False False
120 1.3193 1.2174 0.1019 7.9% 0.0001 0.0% 74% 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 -0.0006
Fibonacci Retracements and Extensions
4.250 1.2980
2.618 1.2980
1.618 1.2980
1.000 1.2980
0.618 1.2980
HIGH 1.2980
0.618 1.2980
0.500 1.2980
0.382 1.2980
LOW 1.2980
0.618 1.2980
1.000 1.2980
1.618 1.2980
2.618 1.2980
4.250 1.2980
Fisher Pivots for day following 27-Jul-2006
Pivot 1 day 3 day
R1 1.2980 1.2915
PP 1.2961 1.2907
S1 1.2942 1.2899

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

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