CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 04-Dec-2006
Day Change Summary
Previous Current
01-Dec-2006 04-Dec-2006 Change Change % Previous Week
Open 1.3399 1.3472 0.0073 0.5% 1.3282
High 1.3399 1.3472 0.0073 0.5% 1.3399
Low 1.3399 1.3472 0.0073 0.5% 1.3282
Close 1.3478 1.3472 -0.0006 0.0% 1.3478
Range
ATR 0.0040 0.0038 -0.0002 -6.1% 0.0000
Volume
Daily Pivots for day following 04-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3472 1.3472 1.3472
R3 1.3472 1.3472 1.3472
R2 1.3472 1.3472 1.3472
R1 1.3472 1.3472 1.3472 1.3472
PP 1.3472 1.3472 1.3472 1.3472
S1 1.3472 1.3472 1.3472 1.3472
S2 1.3472 1.3472 1.3472
S3 1.3472 1.3472 1.3472
S4 1.3472 1.3472 1.3472
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 1.3472 1.3309 0.0163 1.2% 0.0000 0.0% 100% True False 5
10 1.3472 1.2965 0.0507 3.8% 0.0000 0.0% 100% True False 3
20 1.3472 1.2884 0.0588 4.4% 0.0000 0.0% 100% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3472
2.618 1.3472
1.618 1.3472
1.000 1.3472
0.618 1.3472
HIGH 1.3472
0.618 1.3472
0.500 1.3472
0.382 1.3472
LOW 1.3472
0.618 1.3472
1.000 1.3472
1.618 1.3472
2.618 1.3472
4.250 1.3472
Fisher Pivots for day following 04-Dec-2006
Pivot 1 day 3 day
R1 1.3472 1.3460
PP 1.3472 1.3448
S1 1.3472 1.3436

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

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