CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 28-Aug-2006
Day Change Summary
Previous Current
25-Aug-2006 28-Aug-2006 Change Change % Previous Week
Open 1.2953 1.2978 0.0025 0.2% 1.3087
High 1.2953 1.2978 0.0025 0.2% 1.3087
Low 1.2953 1.2978 0.0025 0.2% 1.2953
Close 1.2953 1.2978 0.0025 0.2% 1.2953
Range
ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000
Volume 0 4 4 24
Daily Pivots for day following 28-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2978 1.2978 1.2978
R3 1.2978 1.2978 1.2978
R2 1.2978 1.2978 1.2978
R1 1.2978 1.2978 1.2978 1.2978
PP 1.2978 1.2978 1.2978 1.2978
S1 1.2978 1.2978 1.2978 1.2978
S2 1.2978 1.2978 1.2978
S3 1.2978 1.2978 1.2978
S4 1.2978 1.2978 1.2978
Weekly Pivots for week ending 25-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3400 1.3310 1.3027
R3 1.3266 1.3176 1.2990
R2 1.3132 1.3132 1.2978
R1 1.3042 1.3042 1.2965 1.3020
PP 1.2998 1.2998 1.2998 1.2987
S1 1.2908 1.2908 1.2941 1.2886
S2 1.2864 1.2864 1.2928
S3 1.2730 1.2774 1.2916
S4 1.2596 1.2640 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3008 1.2953 0.0055 0.4% 0.0006 0.0% 45% False False 5
10 1.3087 1.2953 0.0134 1.0% 0.0003 0.0% 19% False False 3
20 1.3091 1.2921 0.0170 1.3% 0.0001 0.0% 34% False False 2
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 69% False False 1
60 1.3193 1.2723 0.0470 3.6% 0.0003 0.0% 54% False False 1
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 54% False False 1
100 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 73% False False 1
120 1.3193 1.2223 0.0970 7.5% 0.0001 0.0% 78% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2978
2.618 1.2978
1.618 1.2978
1.000 1.2978
0.618 1.2978
HIGH 1.2978
0.618 1.2978
0.500 1.2978
0.382 1.2978
LOW 1.2978
0.618 1.2978
1.000 1.2978
1.618 1.2978
2.618 1.2978
4.250 1.2978
Fisher Pivots for day following 28-Aug-2006
Pivot 1 day 3 day
R1 1.2978 1.2974
PP 1.2978 1.2970
S1 1.2978 1.2966

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

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