CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 1.3236 1.3330 0.0094 0.7% 1.3392
High 1.3221 1.3330 0.0109 0.8% 1.3415
Low 1.3221 1.3330 0.0109 0.8% 1.3208
Close 1.3236 1.3330 0.0094 0.7% 1.3220
Range
ATR 0.0040 0.0044 0.0004 9.6% 0.0000
Volume 9 0 -9 -100.0% 4
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3330 1.3330 1.3330
R3 1.3330 1.3330 1.3330
R2 1.3330 1.3330 1.3330
R1 1.3330 1.3330 1.3330 1.3330
PP 1.3330 1.3330 1.3330 1.3330
S1 1.3330 1.3330 1.3330 1.3330
S2 1.3330 1.3330 1.3330
S3 1.3330 1.3330 1.3330
S4 1.3330 1.3330 1.3330
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 1.3345 1.3208 0.0137 1.0% 0.0000 0.0% 89% False False 2
10 1.3429 1.3208 0.0221 1.7% 0.0000 0.0% 55% False False 1
20 1.3472 1.2994 0.0478 3.6% 0.0000 0.0% 70% 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 1.3330
2.618 1.3330
1.618 1.3330
1.000 1.3330
0.618 1.3330
HIGH 1.3330
0.618 1.3330
0.500 1.3330
0.382 1.3330
LOW 1.3330
0.618 1.3330
1.000 1.3330
1.618 1.3330
2.618 1.3330
4.250 1.3330
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 1.3330 1.3310
PP 1.3330 1.3289
S1 1.3330 1.3269

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

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