CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 1.3399 1.3399 0.0000 0.0% 1.3282
High 1.3399 1.3399 0.0000 0.0% 1.3399
Low 1.3399 1.3399 0.0000 0.0% 1.3282
Close 1.3399 1.3478 0.0079 0.6% 1.3478
Range
ATR 0.0043 0.0040 -0.0003 -7.1% 0.0000
Volume 3 0 -3 -100.0% 27
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3425 1.3452 1.3478
R3 1.3425 1.3452 1.3478
R2 1.3425 1.3425 1.3478
R1 1.3452 1.3452 1.3478 1.3439
PP 1.3425 1.3425 1.3425 1.3419
S1 1.3452 1.3452 1.3478 1.3439
S2 1.3425 1.3425 1.3478
S3 1.3425 1.3452 1.3478
S4 1.3425 1.3452 1.3478
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3737 1.3725 1.3542
R3 1.3620 1.3608 1.3510
R2 1.3503 1.3503 1.3499
R1 1.3491 1.3491 1.3489 1.3497
PP 1.3386 1.3386 1.3386 1.3390
S1 1.3374 1.3374 1.3467 1.3380
S2 1.3269 1.3269 1.3457
S3 1.3152 1.3257 1.3446
S4 1.3035 1.3140 1.3414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3399 1.3282 0.0117 0.9% 0.0000 0.0% 168% True False 5
10 1.3399 1.2965 0.0434 3.2% 0.0000 0.0% 118% True False 3
20 1.3399 1.2875 0.0524 3.9% 0.0000 0.0% 115% True False 1
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3399
2.618 1.3399
1.618 1.3399
1.000 1.3399
0.618 1.3399
HIGH 1.3399
0.618 1.3399
0.500 1.3399
0.382 1.3399
LOW 1.3399
0.618 1.3399
1.000 1.3399
1.618 1.3399
2.618 1.3399
4.250 1.3399
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 1.3452 1.3437
PP 1.3425 1.3395
S1 1.3399 1.3354

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

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