CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 1.3252 1.3233 -0.0019 -0.1% 1.3236
High 1.3252 1.3233 -0.0019 -0.1% 1.3330
Low 1.3252 1.3233 -0.0019 -0.1% 1.3221
Close 1.3252 1.3233 -0.0019 -0.1% 1.3252
Range
ATR 0.0043 0.0041 -0.0002 -4.0% 0.0000
Volume 4 102 98 2,450.0% 28
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3233 1.3233 1.3233
R3 1.3233 1.3233 1.3233
R2 1.3233 1.3233 1.3233
R1 1.3233 1.3233 1.3233 1.3233
PP 1.3233 1.3233 1.3233 1.3233
S1 1.3233 1.3233 1.3233 1.3233
S2 1.3233 1.3233 1.3233
S3 1.3233 1.3233 1.3233
S4 1.3233 1.3233 1.3233
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3595 1.3532 1.3312
R3 1.3486 1.3423 1.3282
R2 1.3377 1.3377 1.3272
R1 1.3314 1.3314 1.3262 1.3346
PP 1.3268 1.3268 1.3268 1.3283
S1 1.3205 1.3205 1.3242 1.3237
S2 1.3159 1.3159 1.3232
S3 1.3050 1.3096 1.3222
S4 1.2941 1.2987 1.3192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3330 1.3233 0.0097 0.7% 0.0000 0.0% 0% False True 24
10 1.3415 1.3208 0.0207 1.6% 0.0000 0.0% 12% False False 13
20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 9% False False 13
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 -0.0005
Fibonacci Retracements and Extensions
4.250 1.3233
2.618 1.3233
1.618 1.3233
1.000 1.3233
0.618 1.3233
HIGH 1.3233
0.618 1.3233
0.500 1.3233
0.382 1.3233
LOW 1.3233
0.618 1.3233
1.000 1.3233
1.618 1.3233
2.618 1.3233
4.250 1.3233
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 1.3233 1.3264
PP 1.3233 1.3254
S1 1.3233 1.3243

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

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