CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 1.3856 1.3865 0.0009 0.1% 1.3695
High 1.3875 1.3885 0.0010 0.1% 1.3850
Low 1.3825 1.3860 0.0035 0.3% 1.3686
Close 1.3856 1.3865 0.0009 0.1% 1.3850
Range 0.0050 0.0025 -0.0025 -50.0% 0.0164
ATR 0.0037 0.0036 -0.0001 -1.5% 0.0000
Volume 184 202 18 9.8% 1,681
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3945 1.3930 1.3879
R3 1.3920 1.3905 1.3872
R2 1.3895 1.3895 1.3870
R1 1.3880 1.3880 1.3867 1.3878
PP 1.3870 1.3870 1.3870 1.3869
S1 1.3855 1.3855 1.3863 1.3853
S2 1.3845 1.3845 1.3860
S3 1.3820 1.3830 1.3858
S4 1.3795 1.3805 1.3851
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4287 1.4233 1.3940
R3 1.4123 1.4069 1.3895
R2 1.3959 1.3959 1.3880
R1 1.3905 1.3905 1.3865 1.3932
PP 1.3795 1.3795 1.3795 1.3809
S1 1.3741 1.3741 1.3835 1.3768
S2 1.3631 1.3631 1.3820
S3 1.3467 1.3577 1.3805
S4 1.3303 1.3413 1.3760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3885 1.3825 0.0060 0.4% 0.0017 0.1% 67% True False 270
10 1.3885 1.3640 0.0245 1.8% 0.0025 0.2% 92% True False 278
20 1.3885 1.3460 0.0425 3.1% 0.0022 0.2% 95% True False 227
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3991
2.618 1.3950
1.618 1.3925
1.000 1.3910
0.618 1.3900
HIGH 1.3885
0.618 1.3875
0.500 1.3873
0.382 1.3870
LOW 1.3860
0.618 1.3845
1.000 1.3835
1.618 1.3820
2.618 1.3795
4.250 1.3754
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 1.3873 1.3862
PP 1.3870 1.3858
S1 1.3868 1.3855

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

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