CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 12-Dec-2006
Day Change Summary
Previous Current
11-Dec-2006 12-Dec-2006 Change Change % Previous Week
Open 1.3392 1.3415 0.0023 0.2% 1.3472
High 1.3392 1.3415 0.0023 0.2% 1.3472
Low 1.3392 1.3415 0.0023 0.2% 1.3339
Close 1.3392 1.3415 0.0023 0.2% 1.3339
Range
ATR 0.0038 0.0037 -0.0001 -2.8% 0.0000
Volume
Daily Pivots for day following 12-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3415 1.3415 1.3415
R3 1.3415 1.3415 1.3415
R2 1.3415 1.3415 1.3415
R1 1.3415 1.3415 1.3415 1.3415
PP 1.3415 1.3415 1.3415 1.3415
S1 1.3415 1.3415 1.3415 1.3415
S2 1.3415 1.3415 1.3415
S3 1.3415 1.3415 1.3415
S4 1.3415 1.3415 1.3415
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3782 1.3694 1.3412
R3 1.3649 1.3561 1.3376
R2 1.3516 1.3516 1.3363
R1 1.3428 1.3428 1.3351 1.3406
PP 1.3383 1.3383 1.3383 1.3372
S1 1.3295 1.3295 1.3327 1.3273
S2 1.3250 1.3250 1.3315
S3 1.3117 1.3162 1.3302
S4 1.2984 1.3029 1.3266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3429 1.3339 0.0090 0.7% 0.0000 0.0% 84% False False
10 1.3472 1.3309 0.0163 1.2% 0.0000 0.0% 65% False False 12
20 1.3472 1.2949 0.0523 3.9% 0.0000 0.0% 89% False False 6
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 1.3415
2.618 1.3415
1.618 1.3415
1.000 1.3415
0.618 1.3415
HIGH 1.3415
0.618 1.3415
0.500 1.3415
0.382 1.3415
LOW 1.3415
0.618 1.3415
1.000 1.3415
1.618 1.3415
2.618 1.3415
4.250 1.3415
Fisher Pivots for day following 12-Dec-2006
Pivot 1 day 3 day
R1 1.3415 1.3402
PP 1.3415 1.3390
S1 1.3415 1.3377

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

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