CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 11-Oct-2006
Day Change Summary
Previous Current
10-Oct-2006 11-Oct-2006 Change Change % Previous Week
Open 1.2677 1.2660 -0.0017 -0.1% 1.2890
High 1.2677 1.2690 0.0013 0.1% 1.2890
Low 1.2677 1.2650 -0.0027 -0.2% 1.2753
Close 1.2677 1.2660 -0.0017 -0.1% 1.2753
Range 0.0000 0.0040 0.0040 0.0137
ATR 0.0036 0.0036 0.0000 0.8% 0.0000
Volume 0 2 2 38
Daily Pivots for day following 11-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2787 1.2763 1.2682
R3 1.2747 1.2723 1.2671
R2 1.2707 1.2707 1.2667
R1 1.2683 1.2683 1.2664 1.2680
PP 1.2667 1.2667 1.2667 1.2665
S1 1.2643 1.2643 1.2656 1.2640
S2 1.2627 1.2627 1.2653
S3 1.2587 1.2603 1.2649
S4 1.2547 1.2563 1.2638
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3210 1.3118 1.2828
R3 1.3073 1.2981 1.2791
R2 1.2936 1.2936 1.2778
R1 1.2844 1.2844 1.2766 1.2822
PP 1.2799 1.2799 1.2799 1.2787
S1 1.2707 1.2707 1.2740 1.2685
S2 1.2662 1.2662 1.2728
S3 1.2525 1.2570 1.2715
S4 1.2388 1.2433 1.2678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2837 1.2650 0.0187 1.5% 0.0008 0.1% 5% False True 5
10 1.2890 1.2650 0.0240 1.9% 0.0004 0.0% 4% False True 4
20 1.2946 1.2650 0.0296 2.3% 0.0004 0.0% 3% False True 7
40 1.3087 1.2650 0.0437 3.5% 0.0003 0.0% 2% False True 4
60 1.3091 1.2650 0.0441 3.5% 0.0004 0.0% 2% False True 3
80 1.3091 1.2650 0.0441 3.5% 0.0003 0.0% 2% False True 2
100 1.3193 1.2650 0.0543 4.3% 0.0002 0.0% 2% False True 2
120 1.3193 1.2650 0.0543 4.3% 0.0002 0.0% 2% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2860
2.618 1.2795
1.618 1.2755
1.000 1.2730
0.618 1.2715
HIGH 1.2690
0.618 1.2675
0.500 1.2670
0.382 1.2665
LOW 1.2650
0.618 1.2625
1.000 1.2610
1.618 1.2585
2.618 1.2545
4.250 1.2480
Fisher Pivots for day following 11-Oct-2006
Pivot 1 day 3 day
R1 1.2670 1.2702
PP 1.2667 1.2688
S1 1.2663 1.2674

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

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