CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 15-Feb-2007
Day Change Summary
Previous Current
14-Feb-2007 15-Feb-2007 Change Change % Previous Week
Open 1.3231 1.3253 0.0022 0.2% 1.3042
High 1.3205 1.3253 0.0048 0.4% 1.3149
Low 1.3205 1.3253 0.0048 0.4% 1.3040
Close 1.3231 1.3253 0.0022 0.2% 1.3115
Range
ATR 0.0043 0.0042 -0.0002 -3.5% 0.0000
Volume 3 10 7 233.3% 13
Daily Pivots for day following 15-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3253 1.3253 1.3253
R3 1.3253 1.3253 1.3253
R2 1.3253 1.3253 1.3253
R1 1.3253 1.3253 1.3253 1.3253
PP 1.3253 1.3253 1.3253 1.3253
S1 1.3253 1.3253 1.3253 1.3253
S2 1.3253 1.3253 1.3253
S3 1.3253 1.3253 1.3253
S4 1.3253 1.3253 1.3253
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3428 1.3381 1.3175
R3 1.3319 1.3272 1.3145
R2 1.3210 1.3210 1.3135
R1 1.3163 1.3163 1.3125 1.3187
PP 1.3101 1.3101 1.3101 1.3113
S1 1.3054 1.3054 1.3105 1.3078
S2 1.2992 1.2992 1.3095
S3 1.2883 1.2945 1.3085
S4 1.2774 1.2836 1.3055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3253 1.3070 0.0183 1.4% 0.0000 0.0% 100% True False 3
10 1.3253 1.3040 0.0213 1.6% 0.0009 0.1% 100% True False 2
20 1.3253 1.3024 0.0229 1.7% 0.0005 0.0% 100% True False 3
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 60% False False 11
60 1.3472 1.2965 0.0507 3.8% 0.0002 0.0% 57% False False 10
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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.3253
2.618 1.3253
1.618 1.3253
1.000 1.3253
0.618 1.3253
HIGH 1.3253
0.618 1.3253
0.500 1.3253
0.382 1.3253
LOW 1.3253
0.618 1.3253
1.000 1.3253
1.618 1.3253
2.618 1.3253
4.250 1.3253
Fisher Pivots for day following 15-Feb-2007
Pivot 1 day 3 day
R1 1.3253 1.3234
PP 1.3253 1.3215
S1 1.3253 1.3197

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

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