CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 1.3219 1.3266 0.0047 0.4% 1.3239
High 1.3235 1.3266 0.0031 0.2% 1.3266
Low 1.3219 1.3266 0.0047 0.4% 1.3219
Close 1.3229 1.3266 0.0037 0.3% 1.3266
Range 0.0016 0.0000 -0.0016 -100.0% 0.0047
ATR 0.0034 0.0034 0.0000 0.7% 0.0000
Volume 2 55 53 2,650.0% 64
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3266 1.3266 1.3266
R3 1.3266 1.3266 1.3266
R2 1.3266 1.3266 1.3266
R1 1.3266 1.3266 1.3266 1.3266
PP 1.3266 1.3266 1.3266 1.3266
S1 1.3266 1.3266 1.3266 1.3266
S2 1.3266 1.3266 1.3266
S3 1.3266 1.3266 1.3266
S4 1.3266 1.3266 1.3266
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3391 1.3376 1.3292
R3 1.3344 1.3329 1.3279
R2 1.3297 1.3297 1.3275
R1 1.3282 1.3282 1.3270 1.3290
PP 1.3250 1.3250 1.3250 1.3254
S1 1.3235 1.3235 1.3262 1.3243
S2 1.3203 1.3203 1.3257
S3 1.3156 1.3188 1.3253
S4 1.3109 1.3141 1.3240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3266 1.3219 0.0047 0.4% 0.0003 0.0% 100% True False 13
10 1.3266 1.3070 0.0196 1.5% 0.0002 0.0% 100% True False 8
20 1.3266 1.3024 0.0242 1.8% 0.0005 0.0% 100% True False 5
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 63% False False 10
60 1.3472 1.3012 0.0460 3.5% 0.0002 0.0% 55% False False 11
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3266
2.618 1.3266
1.618 1.3266
1.000 1.3266
0.618 1.3266
HIGH 1.3266
0.618 1.3266
0.500 1.3266
0.382 1.3266
LOW 1.3266
0.618 1.3266
1.000 1.3266
1.618 1.3266
2.618 1.3266
4.250 1.3266
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 1.3266 1.3258
PP 1.3266 1.3250
S1 1.3266 1.3243

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

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