CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 1.3072 1.3140 0.0068 0.5% 1.3043
High 1.3072 1.3155 0.0083 0.6% 1.3084
Low 1.3072 1.3135 0.0063 0.5% 1.3043
Close 1.3072 1.3140 0.0068 0.5% 1.3084
Range 0.0000 0.0020 0.0020 0.0041
ATR 0.0036 0.0039 0.0003 9.3% 0.0000
Volume 2 4 2 100.0% 65
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3203 1.3192 1.3151
R3 1.3183 1.3172 1.3146
R2 1.3163 1.3163 1.3144
R1 1.3152 1.3152 1.3142 1.3150
PP 1.3143 1.3143 1.3143 1.3143
S1 1.3132 1.3132 1.3138 1.3130
S2 1.3123 1.3123 1.3136
S3 1.3103 1.3112 1.3135
S4 1.3083 1.3092 1.3129
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 1.3155 1.3053 0.0102 0.8% 0.0004 0.0% 85% True False 7
10 1.3155 1.3012 0.0143 1.1% 0.0002 0.0% 90% True False 27
20 1.3417 1.3012 0.0405 3.1% 0.0001 0.0% 32% False False 20
40 1.3472 1.3012 0.0460 3.5% 0.0001 0.0% 28% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.3240
2.618 1.3207
1.618 1.3187
1.000 1.3175
0.618 1.3167
HIGH 1.3155
0.618 1.3147
0.500 1.3145
0.382 1.3143
LOW 1.3135
0.618 1.3123
1.000 1.3115
1.618 1.3103
2.618 1.3083
4.250 1.3050
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 1.3145 1.3131
PP 1.3143 1.3122
S1 1.3142 1.3114

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

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