CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 1.3665 1.3686 0.0021 0.2% 1.3692
High 1.3695 1.3700 0.0005 0.0% 1.3700
Low 1.3650 1.3640 -0.0010 -0.1% 1.3640
Close 1.3665 1.3686 0.0021 0.2% 1.3686
Range 0.0045 0.0060 0.0015 33.3% 0.0060
ATR 0.0041 0.0042 0.0001 3.4% 0.0000
Volume 122 152 30 24.6% 875
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3855 1.3831 1.3719
R3 1.3795 1.3771 1.3703
R2 1.3735 1.3735 1.3697
R1 1.3711 1.3711 1.3692 1.3716
PP 1.3675 1.3675 1.3675 1.3678
S1 1.3651 1.3651 1.3681 1.3656
S2 1.3615 1.3615 1.3675
S3 1.3555 1.3591 1.3670
S4 1.3495 1.3531 1.3653
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3855 1.3831 1.3719
R3 1.3795 1.3771 1.3703
R2 1.3735 1.3735 1.3697
R1 1.3711 1.3711 1.3692 1.3693
PP 1.3675 1.3675 1.3675 1.3667
S1 1.3651 1.3651 1.3681 1.3633
S2 1.3615 1.3615 1.3675
S3 1.3555 1.3591 1.3670
S4 1.3495 1.3531 1.3653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3700 1.3576 0.0124 0.9% 0.0030 0.2% 89% True False 191
10 1.3700 1.3501 0.0199 1.5% 0.0025 0.2% 93% True False 181
20 1.3700 1.3382 0.0318 2.3% 0.0014 0.1% 96% True False 143
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 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.3955
2.618 1.3857
1.618 1.3797
1.000 1.3760
0.618 1.3737
HIGH 1.3700
0.618 1.3677
0.500 1.3670
0.382 1.3663
LOW 1.3640
0.618 1.3603
1.000 1.3580
1.618 1.3543
2.618 1.3483
4.250 1.3385
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 1.3681 1.3681
PP 1.3675 1.3675
S1 1.3670 1.3670

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

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