CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 1.3010 1.3044 0.0034 0.3% 1.3143
High 1.3012 1.3044 0.0032 0.2% 1.3143
Low 1.3012 1.3044 0.0032 0.2% 1.3012
Close 1.3010 1.3044 0.0034 0.3% 1.3044
Range
ATR 0.0048 0.0047 -0.0001 -2.1% 0.0000
Volume 0 181 181 214
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3044 1.3044 1.3044
R3 1.3044 1.3044 1.3044
R2 1.3044 1.3044 1.3044
R1 1.3044 1.3044 1.3044 1.3044
PP 1.3044 1.3044 1.3044 1.3044
S1 1.3044 1.3044 1.3044 1.3044
S2 1.3044 1.3044 1.3044
S3 1.3044 1.3044 1.3044
S4 1.3044 1.3044 1.3044
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3459 1.3383 1.3116
R3 1.3328 1.3252 1.3080
R2 1.3197 1.3197 1.3068
R1 1.3121 1.3121 1.3056 1.3094
PP 1.3066 1.3066 1.3066 1.3053
S1 1.2990 1.2990 1.3032 1.2963
S2 1.2935 1.2935 1.3020
S3 1.2804 1.2859 1.3008
S4 1.2673 1.2728 1.2972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3143 1.3012 0.0131 1.0% 0.0000 0.0% 24% False False 42
10 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 22
20 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 18
40 1.3472 1.2949 0.0523 4.0% 0.0000 0.0% 18% False False 12
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3044
2.618 1.3044
1.618 1.3044
1.000 1.3044
0.618 1.3044
HIGH 1.3044
0.618 1.3044
0.500 1.3044
0.382 1.3044
LOW 1.3044
0.618 1.3044
1.000 1.3044
1.618 1.3044
2.618 1.3044
4.250 1.3044
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 1.3044 1.3041
PP 1.3044 1.3039
S1 1.3044 1.3036

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

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