CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary
Previous Current
17-Nov-2006 20-Nov-2006 Change Change % Previous Week
Open 1.2967 1.2965 -0.0002 0.0% 1.2966
High 1.2967 1.2965 -0.0002 0.0% 1.2978
Low 1.2967 1.2965 -0.0002 0.0% 1.2949
Close 1.2967 1.2965 -0.0002 0.0% 1.2967
Range
ATR 0.0000 0.0024 0.0024 0.0000
Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 20-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2965 1.2965 1.2965
R3 1.2965 1.2965 1.2965
R2 1.2965 1.2965 1.2965
R1 1.2965 1.2965 1.2965 1.2965
PP 1.2965 1.2965 1.2965 1.2965
S1 1.2965 1.2965 1.2965 1.2965
S2 1.2965 1.2965 1.2965
S3 1.2965 1.2965 1.2965
S4 1.2965 1.2965 1.2965
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3052 1.3038 1.2983
R3 1.3023 1.3009 1.2975
R2 1.2994 1.2994 1.2972
R1 1.2980 1.2980 1.2970 1.2987
PP 1.2965 1.2965 1.2965 1.2968
S1 1.2951 1.2951 1.2964 1.2958
S2 1.2936 1.2936 1.2962
S3 1.2907 1.2922 1.2959
S4 1.2878 1.2893 1.2951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2978 1.2949 0.0029 0.2% 0.0000 0.0% 55% False False
10 1.3002 1.2933 0.0069 0.5% 0.0000 0.0% 46% False False
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 1.2965
2.618 1.2965
1.618 1.2965
1.000 1.2965
0.618 1.2965
HIGH 1.2965
0.618 1.2965
0.500 1.2965
0.382 1.2965
LOW 1.2965
0.618 1.2965
1.000 1.2965
1.618 1.2965
2.618 1.2965
4.250 1.2965
Fisher Pivots for day following 20-Nov-2006
Pivot 1 day 3 day
R1 1.2965 1.2963
PP 1.2965 1.2960
S1 1.2965 1.2958

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

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