CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 1.2941 1.2912 -0.0029 -0.2% 1.2846
High 1.2941 1.2912 -0.0029 -0.2% 1.2965
Low 1.2941 1.2912 -0.0029 -0.2% 1.2846
Close 1.2941 1.2912 -0.0029 -0.2% 1.2965
Range
ATR 0.0032 0.0032 0.0000 -0.6% 0.0000
Volume
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2912 1.2912 1.2912
R3 1.2912 1.2912 1.2912
R2 1.2912 1.2912 1.2912
R1 1.2912 1.2912 1.2912 1.2912
PP 1.2912 1.2912 1.2912 1.2912
S1 1.2912 1.2912 1.2912 1.2912
S2 1.2912 1.2912 1.2912
S3 1.2912 1.2912 1.2912
S4 1.2912 1.2912 1.2912
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3282 1.3243 1.3030
R3 1.3163 1.3124 1.2998
R2 1.3044 1.3044 1.2987
R1 1.3005 1.3005 1.2976 1.3025
PP 1.2925 1.2925 1.2925 1.2935
S1 1.2886 1.2886 1.2954 1.2906
S2 1.2806 1.2806 1.2943
S3 1.2687 1.2767 1.2932
S4 1.2568 1.2648 1.2900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2965 1.2912 0.0053 0.4% 0.0000 0.0% 0% False True 4
10 1.2965 1.2835 0.0130 1.0% 0.0000 0.0% 59% False False 3
20 1.2965 1.2686 0.0279 2.2% 0.0004 0.0% 81% False False 2
40 1.2965 1.2642 0.0323 2.5% 0.0003 0.0% 84% False False 5
60 1.3023 1.2642 0.0381 3.0% 0.0003 0.0% 71% False False 4
80 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 60% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 60% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 49% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.2912
2.618 1.2912
1.618 1.2912
1.000 1.2912
0.618 1.2912
HIGH 1.2912
0.618 1.2912
0.500 1.2912
0.382 1.2912
LOW 1.2912
0.618 1.2912
1.000 1.2912
1.618 1.2912
2.618 1.2912
4.250 1.2912
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 1.2912 1.2927
PP 1.2912 1.2922
S1 1.2912 1.2917

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

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