CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 1.3239 1.3219 -0.0020 -0.2% 1.3070
High 1.3239 1.3235 -0.0004 0.0% 1.3253
Low 1.3239 1.3219 -0.0020 -0.2% 1.3070
Close 1.3244 1.3229 -0.0015 -0.1% 1.3241
Range 0.0000 0.0016 0.0016 0.0183
ATR 0.0034 0.0034 -0.0001 -1.9% 0.0000
Volume 6 2 -4 -66.7% 19
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3276 1.3268 1.3238
R3 1.3260 1.3252 1.3233
R2 1.3244 1.3244 1.3232
R1 1.3236 1.3236 1.3230 1.3240
PP 1.3228 1.3228 1.3228 1.3230
S1 1.3220 1.3220 1.3228 1.3224
S2 1.3212 1.3212 1.3226
S3 1.3196 1.3204 1.3225
S4 1.3180 1.3188 1.3220
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 1.3219 0.0034 0.3% 0.0003 0.0% 29% False True 4
10 1.3253 1.3070 0.0183 1.4% 0.0002 0.0% 87% False False 3
20 1.3253 1.3024 0.0229 1.7% 0.0005 0.0% 90% False False 2
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 54% False False 11
60 1.3472 1.3012 0.0460 3.5% 0.0002 0.0% 47% False False 10
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 -0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3303
2.618 1.3277
1.618 1.3261
1.000 1.3251
0.618 1.3245
HIGH 1.3235
0.618 1.3229
0.500 1.3227
0.382 1.3225
LOW 1.3219
0.618 1.3209
1.000 1.3203
1.618 1.3193
2.618 1.3177
4.250 1.3151
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 1.3228 1.3229
PP 1.3228 1.3229
S1 1.3227 1.3229

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

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