CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 1.3385 1.3302 -0.0083 -0.6% 1.3420
High 1.3405 1.3460 0.0055 0.4% 1.3460
Low 1.3390 1.3310 -0.0080 -0.6% 1.3310
Close 1.3385 1.3302 -0.0083 -0.6% 1.3302
Range 0.0015 0.0150 0.0135 900.0% 0.0150
ATR 0.0044 0.0052 0.0008 17.1% 0.0000
Volume 146 77 -69 -47.3% 1,008
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3807 1.3705 1.3385
R3 1.3657 1.3555 1.3343
R2 1.3507 1.3507 1.3330
R1 1.3405 1.3405 1.3316 1.3377
PP 1.3357 1.3357 1.3357 1.3344
S1 1.3255 1.3255 1.3288 1.3227
S2 1.3207 1.3207 1.3275
S3 1.3057 1.3105 1.3261
S4 1.2907 1.2955 1.3220
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3807 1.3705 1.3385
R3 1.3657 1.3555 1.3343
R2 1.3507 1.3507 1.3330
R1 1.3405 1.3405 1.3316 1.3381
PP 1.3357 1.3357 1.3357 1.3346
S1 1.3255 1.3255 1.3288 1.3231
S2 1.3207 1.3207 1.3275
S3 1.3057 1.3105 1.3261
S4 1.2907 1.2955 1.3220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3460 1.3310 0.0150 1.1% 0.0050 0.4% -5% True True 201
10 1.3460 1.3241 0.0219 1.6% 0.0030 0.2% 28% True False 136
20 1.3460 1.2912 0.0548 4.1% 0.0015 0.1% 71% True False 69
40 1.3460 1.2642 0.0818 6.1% 0.0010 0.1% 81% True False 36
60 1.3460 1.2642 0.0818 6.1% 0.0008 0.1% 81% True False 26
80 1.3460 1.2642 0.0818 6.1% 0.0006 0.0% 81% True False 20
100 1.3460 1.2642 0.0818 6.1% 0.0005 0.0% 81% True False 16
120 1.3460 1.2642 0.0818 6.1% 0.0005 0.0% 81% True False 13
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 -0.0003
Widest range in 219 trading days
Fibonacci Retracements and Extensions
4.250 1.4098
2.618 1.3853
1.618 1.3703
1.000 1.3610
0.618 1.3553
HIGH 1.3460
0.618 1.3403
0.500 1.3385
0.382 1.3367
LOW 1.3310
0.618 1.3217
1.000 1.3160
1.618 1.3067
2.618 1.2917
4.250 1.2673
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 1.3385 1.3385
PP 1.3357 1.3357
S1 1.3330 1.3330

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

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