CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 1.3865 1.3873 0.0008 0.1% 1.3844
High 1.3885 1.3890 0.0005 0.0% 1.3890
Low 1.3860 1.3873 0.0013 0.1% 1.3825
Close 1.3865 1.3880 0.0015 0.1% 1.3880
Range 0.0025 0.0017 -0.0008 -32.0% 0.0065
ATR 0.0036 0.0035 -0.0001 -2.2% 0.0000
Volume 202 145 -57 -28.2% 1,100
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3932 1.3923 1.3889
R3 1.3915 1.3906 1.3885
R2 1.3898 1.3898 1.3883
R1 1.3889 1.3889 1.3882 1.3894
PP 1.3881 1.3881 1.3881 1.3883
S1 1.3872 1.3872 1.3878 1.3877
S2 1.3864 1.3864 1.3877
S3 1.3847 1.3855 1.3875
S4 1.3830 1.3838 1.3871
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4060 1.4035 1.3916
R3 1.3995 1.3970 1.3898
R2 1.3930 1.3930 1.3892
R1 1.3905 1.3905 1.3886 1.3918
PP 1.3865 1.3865 1.3865 1.3871
S1 1.3840 1.3840 1.3874 1.3853
S2 1.3800 1.3800 1.3868
S3 1.3735 1.3775 1.3862
S4 1.3670 1.3710 1.3844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3890 1.3825 0.0065 0.5% 0.0021 0.1% 85% True False 220
10 1.3890 1.3686 0.0204 1.5% 0.0020 0.1% 95% True False 278
20 1.3890 1.3501 0.0389 2.8% 0.0023 0.2% 97% True False 229
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3962
2.618 1.3935
1.618 1.3918
1.000 1.3907
0.618 1.3901
HIGH 1.3890
0.618 1.3884
0.500 1.3882
0.382 1.3879
LOW 1.3873
0.618 1.3862
1.000 1.3856
1.618 1.3845
2.618 1.3828
4.250 1.3801
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 1.3882 1.3873
PP 1.3881 1.3865
S1 1.3881 1.3858

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

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