CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 1.3295 1.3213 -0.0082 -0.6% 1.3233
High 1.3295 1.3213 -0.0082 -0.6% 1.3320
Low 1.3295 1.3213 -0.0082 -0.6% 1.3233
Close 1.3295 1.3213 -0.0082 -0.6% 1.3320
Range
ATR 0.0048 0.0051 0.0002 5.0% 0.0000
Volume 3 0 -3 -100.0% 107
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3213 1.3213 1.3213
R3 1.3213 1.3213 1.3213
R2 1.3213 1.3213 1.3213
R1 1.3213 1.3213 1.3213 1.3213
PP 1.3213 1.3213 1.3213 1.3213
S1 1.3213 1.3213 1.3213 1.3213
S2 1.3213 1.3213 1.3213
S3 1.3213 1.3213 1.3213
S4 1.3213 1.3213 1.3213
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 1.3213 0.0204 1.5% 0.0000 0.0% 0% False True
10 1.3417 1.3213 0.0204 1.5% 0.0000 0.0% 0% False True 12
20 1.3429 1.3208 0.0221 1.7% 0.0000 0.0% 2% False False 7
40 1.3472 1.2933 0.0539 4.1% 0.0000 0.0% 52% 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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.3213
2.618 1.3213
1.618 1.3213
1.000 1.3213
0.618 1.3213
HIGH 1.3213
0.618 1.3213
0.500 1.3213
0.382 1.3213
LOW 1.3213
0.618 1.3213
1.000 1.3213
1.618 1.3213
2.618 1.3213
4.250 1.3213
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 1.3213 1.3315
PP 1.3213 1.3281
S1 1.3213 1.3247

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

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