CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 1.3208 1.3236 0.0028 0.2% 1.3392
High 1.3208 1.3221 0.0013 0.1% 1.3415
Low 1.3208 1.3221 0.0013 0.1% 1.3208
Close 1.3220 1.3236 0.0016 0.1% 1.3220
Range
ATR 0.0043 0.0040 -0.0003 -7.0% 0.0000
Volume 1 9 8 800.0% 4
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3226 1.3231 1.3236
R3 1.3226 1.3231 1.3236
R2 1.3226 1.3226 1.3236
R1 1.3231 1.3231 1.3236 1.3236
PP 1.3226 1.3226 1.3226 1.3229
S1 1.3231 1.3231 1.3236 1.3236
S2 1.3226 1.3226 1.3236
S3 1.3226 1.3231 1.3236
S4 1.3226 1.3231 1.3236
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3902 1.3768 1.3334
R3 1.3695 1.3561 1.3277
R2 1.3488 1.3488 1.3258
R1 1.3354 1.3354 1.3239 1.3318
PP 1.3281 1.3281 1.3281 1.3263
S1 1.3147 1.3147 1.3201 1.3111
S2 1.3074 1.3074 1.3182
S3 1.2867 1.2940 1.3163
S4 1.2660 1.2733 1.3106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3415 1.3208 0.0207 1.6% 0.0000 0.0% 14% False False 2
10 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 11% False False 11
20 1.3472 1.2965 0.0507 3.8% 0.0000 0.0% 53% False False 7
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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.3221
2.618 1.3221
1.618 1.3221
1.000 1.3221
0.618 1.3221
HIGH 1.3221
0.618 1.3221
0.500 1.3221
0.382 1.3221
LOW 1.3221
0.618 1.3221
1.000 1.3221
1.618 1.3221
2.618 1.3221
4.250 1.3221
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 1.3231 1.3254
PP 1.3226 1.3248
S1 1.3221 1.3242

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

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