CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 1.3213 1.3134 -0.0079 -0.6% 1.3417
High 1.3213 1.3134 -0.0079 -0.6% 1.3417
Low 1.3213 1.3134 -0.0079 -0.6% 1.3134
Close 1.3213 1.3134 -0.0079 -0.6% 1.3134
Range
ATR 0.0051 0.0053 0.0002 4.0% 0.0000
Volume 0 9 9 12
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3134 1.3134 1.3134
R3 1.3134 1.3134 1.3134
R2 1.3134 1.3134 1.3134
R1 1.3134 1.3134 1.3134 1.3134
PP 1.3134 1.3134 1.3134 1.3134
S1 1.3134 1.3134 1.3134 1.3134
S2 1.3134 1.3134 1.3134
S3 1.3134 1.3134 1.3134
S4 1.3134 1.3134 1.3134
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.4077 1.3889 1.3290
R3 1.3794 1.3606 1.3212
R2 1.3511 1.3511 1.3186
R1 1.3323 1.3323 1.3160 1.3276
PP 1.3228 1.3228 1.3228 1.3205
S1 1.3040 1.3040 1.3108 1.2993
S2 1.2945 1.2945 1.3082
S3 1.2662 1.2757 1.3056
S4 1.2379 1.2474 1.2978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 0% False True 2
10 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 0% False True 13
20 1.3422 1.3134 0.0288 2.2% 0.0000 0.0% 0% False True 7
40 1.3472 1.2933 0.0539 4.1% 0.0000 0.0% 37% 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 1.3134
2.618 1.3134
1.618 1.3134
1.000 1.3134
0.618 1.3134
HIGH 1.3134
0.618 1.3134
0.500 1.3134
0.382 1.3134
LOW 1.3134
0.618 1.3134
1.000 1.3134
1.618 1.3134
2.618 1.3134
4.250 1.3134
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 1.3134 1.3215
PP 1.3134 1.3188
S1 1.3134 1.3161

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

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