CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary
Previous Current
19-Dec-2006 20-Dec-2006 Change Change % Previous Week
Open 1.3330 1.3314 -0.0016 -0.1% 1.3392
High 1.3330 1.3300 -0.0030 -0.2% 1.3415
Low 1.3330 1.3300 -0.0030 -0.2% 1.3208
Close 1.3330 1.3314 -0.0016 -0.1% 1.3220
Range
ATR 0.0044 0.0043 -0.0001 -2.3% 0.0000
Volume 0 3 3 4
Daily Pivots for day following 20-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3305 1.3309 1.3314
R3 1.3305 1.3309 1.3314
R2 1.3305 1.3305 1.3314
R1 1.3309 1.3309 1.3314 1.3314
PP 1.3305 1.3305 1.3305 1.3307
S1 1.3309 1.3309 1.3314 1.3314
S2 1.3305 1.3305 1.3314
S3 1.3305 1.3309 1.3314
S4 1.3305 1.3309 1.3314
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 1.3330 1.3208 0.0122 0.9% 0.0000 0.0% 87% False False 3
10 1.3422 1.3208 0.0214 1.6% 0.0000 0.0% 50% False False 1
20 1.3472 1.3076 0.0396 3.0% 0.0000 0.0% 60% 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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.3300
2.618 1.3300
1.618 1.3300
1.000 1.3300
0.618 1.3300
HIGH 1.3300
0.618 1.3300
0.500 1.3300
0.382 1.3300
LOW 1.3300
0.618 1.3300
1.000 1.3300
1.618 1.3300
2.618 1.3300
4.250 1.3300
Fisher Pivots for day following 20-Dec-2006
Pivot 1 day 3 day
R1 1.3309 1.3301
PP 1.3305 1.3288
S1 1.3300 1.3276

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

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