CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 1.3044 1.3043 -0.0001 0.0% 1.3143
High 1.3044 1.3043 -0.0001 0.0% 1.3143
Low 1.3044 1.3043 -0.0001 0.0% 1.3012
Close 1.3044 1.3043 -0.0001 0.0% 1.3044
Range
ATR 0.0047 0.0044 -0.0003 -7.0% 0.0000
Volume 181 32 -149 -82.3% 214
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3043 1.3043 1.3043
R3 1.3043 1.3043 1.3043
R2 1.3043 1.3043 1.3043
R1 1.3043 1.3043 1.3043 1.3043
PP 1.3043 1.3043 1.3043 1.3043
S1 1.3043 1.3043 1.3043 1.3043
S2 1.3043 1.3043 1.3043
S3 1.3043 1.3043 1.3043
S4 1.3043 1.3043 1.3043
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 1.3130 1.3012 0.0118 0.9% 0.0000 0.0% 26% False False 46
10 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 25
20 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 8% False False 19
40 1.3472 1.2949 0.0523 4.0% 0.0000 0.0% 18% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Fibonacci Retracements and Extensions
4.250 1.3043
2.618 1.3043
1.618 1.3043
1.000 1.3043
0.618 1.3043
HIGH 1.3043
0.618 1.3043
0.500 1.3043
0.382 1.3043
LOW 1.3043
0.618 1.3043
1.000 1.3043
1.618 1.3043
2.618 1.3043
4.250 1.3043
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 1.3043 1.3038
PP 1.3043 1.3033
S1 1.3043 1.3028

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

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