CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 02-Jan-2007 Change Change % Previous Week
Open 1.3320 1.3417 0.0097 0.7% 1.3233
High 1.3320 1.3417 0.0097 0.7% 1.3320
Low 1.3320 1.3417 0.0097 0.7% 1.3233
Close 1.3320 1.3417 0.0097 0.7% 1.3320
Range
ATR 0.0039 0.0043 0.0004 10.8% 0.0000
Volume 1 0 -1 -100.0% 107
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3417 1.3417 1.3417
R3 1.3417 1.3417 1.3417
R2 1.3417 1.3417 1.3417
R1 1.3417 1.3417 1.3417 1.3417
PP 1.3417 1.3417 1.3417 1.3417
S1 1.3417 1.3417 1.3417 1.3417
S2 1.3417 1.3417 1.3417
S3 1.3417 1.3417 1.3417
S4 1.3417 1.3417 1.3417
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3552 1.3523 1.3368
R3 1.3465 1.3436 1.3344
R2 1.3378 1.3378 1.3336
R1 1.3349 1.3349 1.3328 1.3364
PP 1.3291 1.3291 1.3291 1.3298
S1 1.3262 1.3262 1.3312 1.3277
S2 1.3204 1.3204 1.3304
S3 1.3117 1.3175 1.3296
S4 1.3030 1.3088 1.3272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3417 1.3233 0.0184 1.4% 0.0000 0.0% 100% True False 21
10 1.3417 1.3221 0.0196 1.5% 0.0000 0.0% 100% True False 13
20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 79% False False 12
40 1.3472 1.2875 0.0597 4.4% 0.0000 0.0% 91% 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 -0.0005
Fibonacci Retracements and Extensions
4.250 1.3417
2.618 1.3417
1.618 1.3417
1.000 1.3417
0.618 1.3417
HIGH 1.3417
0.618 1.3417
0.500 1.3417
0.382 1.3417
LOW 1.3417
0.618 1.3417
1.000 1.3417
1.618 1.3417
2.618 1.3417
4.250 1.3417
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 1.3417 1.3394
PP 1.3417 1.3370
S1 1.3417 1.3347

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

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