CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 1.3078 1.3084 0.0006 0.0% 1.3043
High 1.3078 1.3084 0.0006 0.0% 1.3084
Low 1.3078 1.3084 0.0006 0.0% 1.3043
Close 1.3078 1.3084 0.0006 0.0% 1.3084
Range
ATR 0.0040 0.0038 -0.0002 -6.1% 0.0000
Volume 4 10 6 150.0% 65
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3084 1.3084 1.3084
R3 1.3084 1.3084 1.3084
R2 1.3084 1.3084 1.3084
R1 1.3084 1.3084 1.3084 1.3084
PP 1.3084 1.3084 1.3084 1.3084
S1 1.3084 1.3084 1.3084 1.3084
S2 1.3084 1.3084 1.3084
S3 1.3084 1.3084 1.3084
S4 1.3084 1.3084 1.3084
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3193 1.3180 1.3107
R3 1.3152 1.3139 1.3095
R2 1.3111 1.3111 1.3092
R1 1.3098 1.3098 1.3088 1.3105
PP 1.3070 1.3070 1.3070 1.3074
S1 1.3057 1.3057 1.3080 1.3064
S2 1.3029 1.3029 1.3076
S3 1.2988 1.3016 1.3073
S4 1.2947 1.2975 1.3061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3084 1.3043 0.0041 0.3% 0.0000 0.0% 100% True False 49
10 1.3143 1.3012 0.0131 1.0% 0.0000 0.0% 55% False False 28
20 1.3417 1.3012 0.0405 3.1% 0.0000 0.0% 18% False False 20
40 1.3472 1.2994 0.0478 3.7% 0.0000 0.0% 19% False False 14
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 1.3084
2.618 1.3084
1.618 1.3084
1.000 1.3084
0.618 1.3084
HIGH 1.3084
0.618 1.3084
0.500 1.3084
0.382 1.3084
LOW 1.3084
0.618 1.3084
1.000 1.3084
1.618 1.3084
2.618 1.3084
4.250 1.3084
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 1.3084 1.3079
PP 1.3084 1.3074
S1 1.3084 1.3069

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

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