CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary
Previous Current
06-Nov-2006 07-Nov-2006 Change Change % Previous Week
Open 1.2846 1.2892 0.0046 0.4% 1.2858
High 1.2846 1.2935 0.0089 0.7% 1.2906
Low 1.2846 1.2935 0.0089 0.7% 1.2830
Close 1.2846 1.2892 0.0046 0.4% 1.2842
Range
ATR 0.0035 0.0039 0.0004 11.1% 0.0000
Volume 5 0 -5 -100.0% 22
Daily Pivots for day following 07-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2921 1.2906 1.2892
R3 1.2921 1.2906 1.2892
R2 1.2921 1.2921 1.2892
R1 1.2906 1.2906 1.2892 1.2892
PP 1.2921 1.2921 1.2921 1.2914
S1 1.2906 1.2906 1.2892 1.2892
S2 1.2921 1.2921 1.2892
S3 1.2921 1.2906 1.2892
S4 1.2921 1.2906 1.2892
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3087 1.3041 1.2884
R3 1.3011 1.2965 1.2863
R2 1.2935 1.2935 1.2856
R1 1.2889 1.2889 1.2849 1.2874
PP 1.2859 1.2859 1.2859 1.2852
S1 1.2813 1.2813 1.2835 1.2798
S2 1.2783 1.2783 1.2828
S3 1.2707 1.2737 1.2821
S4 1.2631 1.2661 1.2800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2935 1.2835 0.0100 0.8% 0.0000 0.0% 57% True False 5
10 1.2935 1.2745 0.0190 1.5% 0.0007 0.1% 77% True False 2
20 1.2935 1.2642 0.0293 2.3% 0.0006 0.0% 85% True False 2
40 1.2946 1.2642 0.0304 2.4% 0.0004 0.0% 82% False False 5
60 1.3087 1.2642 0.0445 3.5% 0.0003 0.0% 56% False False 4
80 1.3091 1.2642 0.0449 3.5% 0.0004 0.0% 56% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 56% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 45% False False 2
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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.2935
2.618 1.2935
1.618 1.2935
1.000 1.2935
0.618 1.2935
HIGH 1.2935
0.618 1.2935
0.500 1.2935
0.382 1.2935
LOW 1.2935
0.618 1.2935
1.000 1.2935
1.618 1.2935
2.618 1.2935
4.250 1.2935
Fisher Pivots for day following 07-Nov-2006
Pivot 1 day 3 day
R1 1.2935 1.2890
PP 1.2921 1.2887
S1 1.2906 1.2885

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

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