CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 1.3024 1.3072 0.0048 0.4% 1.3072
High 1.3024 1.3072 0.0048 0.4% 1.3155
Low 1.3024 1.3072 0.0048 0.4% 1.3024
Close 1.3024 1.3072 0.0048 0.4% 1.3024
Range
ATR 0.0039 0.0040 0.0001 1.6% 0.0000
Volume 2 8 6 300.0% 17
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3072 1.3072 1.3072
R3 1.3072 1.3072 1.3072
R2 1.3072 1.3072 1.3072
R1 1.3072 1.3072 1.3072 1.3072
PP 1.3072 1.3072 1.3072 1.3072
S1 1.3072 1.3072 1.3072 1.3072
S2 1.3072 1.3072 1.3072
S3 1.3072 1.3072 1.3072
S4 1.3072 1.3072 1.3072
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3461 1.3373 1.3096
R3 1.3330 1.3242 1.3060
R2 1.3199 1.3199 1.3048
R1 1.3111 1.3111 1.3036 1.3090
PP 1.3068 1.3068 1.3068 1.3057
S1 1.2980 1.2980 1.3012 1.2959
S2 1.2937 1.2937 1.3000
S3 1.2806 1.2849 1.2988
S4 1.2675 1.2718 1.2952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3155 1.3024 0.0131 1.0% 0.0004 0.0% 37% False False 4
10 1.3155 1.3024 0.0131 1.0% 0.0002 0.0% 37% False False 9
20 1.3417 1.3012 0.0405 3.1% 0.0001 0.0% 15% False False 15
40 1.3472 1.3012 0.0460 3.5% 0.0001 0.0% 13% 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 1.3072
2.618 1.3072
1.618 1.3072
1.000 1.3072
0.618 1.3072
HIGH 1.3072
0.618 1.3072
0.500 1.3072
0.382 1.3072
LOW 1.3072
0.618 1.3072
1.000 1.3072
1.618 1.3072
2.618 1.3072
4.250 1.3072
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 1.3072 1.3064
PP 1.3072 1.3056
S1 1.3072 1.3048

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

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