CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 1.3074 1.3032 -0.0042 -0.3% 1.3001
High 1.3078 1.3032 -0.0046 -0.4% 1.3100
Low 1.3065 1.3030 -0.0035 -0.3% 1.3000
Close 1.3074 1.3029 -0.0045 -0.3% 1.3074
Range 0.0013 0.0002 -0.0011 -84.6% 0.0100
ATR 0.0046 0.0046 0.0000 -0.4% 0.0000
Volume 303 411 108 35.6% 1,752
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3036 1.3035 1.3030
R3 1.3034 1.3033 1.3030
R2 1.3032 1.3032 1.3029
R1 1.3031 1.3031 1.3029 1.3031
PP 1.3030 1.3030 1.3030 1.3030
S1 1.3029 1.3029 1.3029 1.3029
S2 1.3028 1.3028 1.3029
S3 1.3026 1.3027 1.3028
S4 1.3024 1.3025 1.3028
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3358 1.3316 1.3129
R3 1.3258 1.3216 1.3102
R2 1.3158 1.3158 1.3092
R1 1.3116 1.3116 1.3083 1.3137
PP 1.3058 1.3058 1.3058 1.3069
S1 1.3016 1.3016 1.3065 1.3037
S2 1.2958 1.2958 1.3056
S3 1.2858 1.2916 1.3047
S4 1.2758 1.2816 1.3019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3100 1.3016 0.0084 0.6% 0.0013 0.1% 15% False False 344
10 1.3118 1.3000 0.0118 0.9% 0.0027 0.2% 25% False False 370
20 1.3118 1.2970 0.0148 1.1% 0.0023 0.2% 40% False False 340
40 1.3378 1.2970 0.0408 3.1% 0.0024 0.2% 14% False False 315
60 1.3460 1.2912 0.0548 4.2% 0.0023 0.2% 21% False False 235
80 1.3460 1.2671 0.0789 6.1% 0.0018 0.1% 45% False False 177
100 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 47% False False 143
120 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 47% False False 119
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3041
2.618 1.3037
1.618 1.3035
1.000 1.3034
0.618 1.3033
HIGH 1.3032
0.618 1.3031
0.500 1.3031
0.382 1.3031
LOW 1.3030
0.618 1.3029
1.000 1.3028
1.618 1.3027
2.618 1.3025
4.250 1.3022
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 1.3031 1.3065
PP 1.3030 1.3053
S1 1.3030 1.3041

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

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