CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 1.3590 1.3622 0.0032 0.2% 1.3430
High 1.3620 1.3626 0.0006 0.0% 1.3620
Low 1.3570 1.3624 0.0054 0.4% 1.3430
Close 1.3613 1.3622 0.0009 0.1% 1.3613
Range 0.0050 0.0002 -0.0048 -96.0% 0.0190
ATR 0.0048 0.0045 -0.0002 -5.2% 0.0000
Volume 394 312 -82 -20.8% 980
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3630 1.3628 1.3623
R3 1.3628 1.3626 1.3623
R2 1.3626 1.3626 1.3622
R1 1.3624 1.3624 1.3622 1.3623
PP 1.3624 1.3624 1.3624 1.3624
S1 1.3622 1.3622 1.3622 1.3621
S2 1.3622 1.3622 1.3622
S3 1.3620 1.3620 1.3621
S4 1.3618 1.3618 1.3621
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.4124 1.4059 1.3718
R3 1.3934 1.3869 1.3665
R2 1.3744 1.3744 1.3648
R1 1.3679 1.3679 1.3630 1.3712
PP 1.3554 1.3554 1.3554 1.3571
S1 1.3489 1.3489 1.3596 1.3522
S2 1.3364 1.3364 1.3578
S3 1.3174 1.3299 1.3561
S4 1.2984 1.3109 1.3509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3626 1.3492 0.0134 1.0% 0.0021 0.2% 97% True False 244
10 1.3626 1.3405 0.0221 1.6% 0.0017 0.1% 98% True False 181
20 1.3626 1.3355 0.0271 2.0% 0.0028 0.2% 99% True False 230
40 1.3626 1.3175 0.0451 3.3% 0.0017 0.1% 99% True False 161
60 1.3626 1.3024 0.0602 4.4% 0.0013 0.1% 99% True False 108
80 1.3626 1.3012 0.0614 4.5% 0.0010 0.1% 99% True False 86
100 1.3626 1.2994 0.0632 4.6% 0.0008 0.1% 99% True False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3635
2.618 1.3631
1.618 1.3629
1.000 1.3628
0.618 1.3627
HIGH 1.3626
0.618 1.3625
0.500 1.3625
0.382 1.3625
LOW 1.3624
0.618 1.3623
1.000 1.3622
1.618 1.3621
2.618 1.3619
4.250 1.3616
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 1.3625 1.3611
PP 1.3624 1.3600
S1 1.3623 1.3589

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

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