CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 1.3356 1.3336 -0.0020 -0.1% 1.3361
High 1.3375 1.3421 0.0046 0.3% 1.3421
Low 1.3342 1.3255 -0.0087 -0.7% 1.3255
Close 1.3342 1.3259 -0.0083 -0.6% 1.3259
Range 0.0033 0.0166 0.0133 403.0% 0.0166
ATR 0.0062 0.0069 0.0007 12.1% 0.0000
Volume 14,946 19,975 5,029 33.6% 61,970
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3810 1.3700 1.3350
R3 1.3644 1.3534 1.3305
R2 1.3478 1.3478 1.3289
R1 1.3368 1.3368 1.3274 1.3340
PP 1.3312 1.3312 1.3312 1.3298
S1 1.3202 1.3202 1.3244 1.3174
S2 1.3146 1.3146 1.3229
S3 1.2980 1.3036 1.3213
S4 1.2814 1.2870 1.3168
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3810 1.3700 1.3350
R3 1.3644 1.3534 1.3305
R2 1.3478 1.3478 1.3289
R1 1.3368 1.3368 1.3274 1.3340
PP 1.3312 1.3312 1.3312 1.3298
S1 1.3202 1.3202 1.3244 1.3174
S2 1.3146 1.3146 1.3229
S3 1.2980 1.3036 1.3213
S4 1.2814 1.2870 1.3168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3421 1.3255 0.0166 1.3% 0.0072 0.5% 2% True True 12,394
10 1.3421 1.3175 0.0246 1.9% 0.0066 0.5% 34% True False 8,440
20 1.3421 1.2855 0.0566 4.3% 0.0051 0.4% 71% True False 4,643
40 1.3421 1.2585 0.0836 6.3% 0.0039 0.3% 81% True False 2,581
60 1.3421 1.2585 0.0836 6.3% 0.0032 0.2% 81% True False 1,807
80 1.3421 1.2585 0.0836 6.3% 0.0025 0.2% 81% True False 1,361
100 1.3421 1.2585 0.0836 6.3% 0.0021 0.2% 81% True False 1,090
120 1.3421 1.2585 0.0836 6.3% 0.0018 0.1% 81% True False 909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 231 trading days
Fibonacci Retracements and Extensions
4.250 1.4127
2.618 1.3856
1.618 1.3690
1.000 1.3587
0.618 1.3524
HIGH 1.3421
0.618 1.3358
0.500 1.3338
0.382 1.3318
LOW 1.3255
0.618 1.3152
1.000 1.3089
1.618 1.2986
2.618 1.2820
4.250 1.2550
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 1.3338 1.3338
PP 1.3312 1.3312
S1 1.3285 1.3285

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

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