CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 1.3031 1.2980 -0.0051 -0.4% 1.2952
High 1.3036 1.2990 -0.0046 -0.4% 1.3063
Low 1.3003 1.2974 -0.0029 -0.2% 1.2939
Close 1.3027 1.2982 -0.0045 -0.3% 1.3027
Range 0.0033 0.0016 -0.0017 -51.5% 0.0124
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 170,366 132,104 -38,262 -22.5% 798,660
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3030 1.3022 1.2991
R3 1.3014 1.3006 1.2986
R2 1.2998 1.2998 1.2985
R1 1.2990 1.2990 1.2983 1.2994
PP 1.2982 1.2982 1.2982 1.2984
S1 1.2974 1.2974 1.2981 1.2978
S2 1.2966 1.2966 1.2979
S3 1.2950 1.2958 1.2978
S4 1.2934 1.2942 1.2973
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3382 1.3328 1.3095
R3 1.3258 1.3204 1.3061
R2 1.3134 1.3134 1.3050
R1 1.3080 1.3080 1.3038 1.3107
PP 1.3010 1.3010 1.3010 1.3023
S1 1.2956 1.2956 1.3016 1.2983
S2 1.2886 1.2886 1.3004
S3 1.2762 1.2832 1.2993
S4 1.2638 1.2708 1.2959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3063 1.2963 0.0100 0.8% 0.0039 0.3% 19% False False 138,596
10 1.3091 1.2939 0.0152 1.2% 0.0052 0.4% 28% False False 155,517
20 1.3091 1.2910 0.0181 1.4% 0.0054 0.4% 40% False False 166,903
40 1.3344 1.2904 0.0440 3.4% 0.0062 0.5% 18% False False 168,328
60 1.3421 1.2855 0.0566 4.4% 0.0060 0.5% 22% False False 117,179
80 1.3421 1.2605 0.0816 6.3% 0.0053 0.4% 46% False False 88,013
100 1.3421 1.2585 0.0836 6.4% 0.0046 0.4% 47% False False 70,478
120 1.3421 1.2585 0.0836 6.4% 0.0039 0.3% 47% False False 58,739
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1.3058
2.618 1.3032
1.618 1.3016
1.000 1.3006
0.618 1.3000
HIGH 1.2990
0.618 1.2984
0.500 1.2982
0.382 1.2980
LOW 1.2974
0.618 1.2964
1.000 1.2958
1.618 1.2948
2.618 1.2932
4.250 1.2906
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 1.2982 1.3019
PP 1.2982 1.3006
S1 1.2982 1.2994

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

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