CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 1.3253 1.3241 -0.0012 -0.1% 1.3070
High 1.3253 1.3241 -0.0012 -0.1% 1.3253
Low 1.3253 1.3241 -0.0012 -0.1% 1.3070
Close 1.3253 1.3241 -0.0012 -0.1% 1.3241
Range
ATR 0.0042 0.0040 -0.0002 -5.1% 0.0000
Volume 10 4 -6 -60.0% 19
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3241 1.3241 1.3241
R3 1.3241 1.3241 1.3241
R2 1.3241 1.3241 1.3241
R1 1.3241 1.3241 1.3241 1.3241
PP 1.3241 1.3241 1.3241 1.3241
S1 1.3241 1.3241 1.3241 1.3241
S2 1.3241 1.3241 1.3241
S3 1.3241 1.3241 1.3241
S4 1.3241 1.3241 1.3241
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3737 1.3672 1.3342
R3 1.3554 1.3489 1.3291
R2 1.3371 1.3371 1.3275
R1 1.3306 1.3306 1.3258 1.3339
PP 1.3188 1.3188 1.3188 1.3204
S1 1.3123 1.3123 1.3224 1.3156
S2 1.3005 1.3005 1.3207
S3 1.2822 1.2940 1.3191
S4 1.2639 1.2757 1.3140
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% 93% False False 3
10 1.3253 1.3040 0.0213 1.6% 0.0000 0.0% 94% False False 3
20 1.3253 1.3024 0.0229 1.7% 0.0005 0.0% 95% False False 2
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 57% False False 11
60 1.3472 1.2994 0.0478 3.6% 0.0002 0.0% 52% 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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.3241
2.618 1.3241
1.618 1.3241
1.000 1.3241
0.618 1.3241
HIGH 1.3241
0.618 1.3241
0.500 1.3241
0.382 1.3241
LOW 1.3241
0.618 1.3241
1.000 1.3241
1.618 1.3241
2.618 1.3241
4.250 1.3241
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 1.3241 1.3237
PP 1.3241 1.3233
S1 1.3241 1.3229

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

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