CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 1.3700 1.3741 0.0041 0.3% 1.3862
High 1.3715 1.3741 0.0026 0.2% 1.3905
Low 1.3690 1.3732 0.0042 0.3% 1.3690
Close 1.3701 1.3741 0.0040 0.3% 1.3701
Range 0.0025 0.0009 -0.0016 -64.0% 0.0215
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume 465 716 251 54.0% 1,733
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3765 1.3762 1.3746
R3 1.3756 1.3753 1.3743
R2 1.3747 1.3747 1.3743
R1 1.3744 1.3744 1.3742 1.3746
PP 1.3738 1.3738 1.3738 1.3739
S1 1.3735 1.3735 1.3740 1.3737
S2 1.3729 1.3729 1.3739
S3 1.3720 1.3726 1.3739
S4 1.3711 1.3717 1.3736
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4410 1.4271 1.3819
R3 1.4195 1.4056 1.3760
R2 1.3980 1.3980 1.3740
R1 1.3841 1.3841 1.3721 1.3803
PP 1.3765 1.3765 1.3765 1.3747
S1 1.3626 1.3626 1.3681 1.3588
S2 1.3550 1.3550 1.3662
S3 1.3335 1.3411 1.3642
S4 1.3120 1.3196 1.3583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3905 1.3690 0.0215 1.6% 0.0032 0.2% 24% False False 435
10 1.3905 1.3690 0.0215 1.6% 0.0026 0.2% 24% False False 309
20 1.3905 1.3640 0.0265 1.9% 0.0024 0.2% 38% False False 305
40 1.3905 1.3382 0.0523 3.8% 0.0017 0.1% 69% False False 208
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3779
2.618 1.3765
1.618 1.3756
1.000 1.3750
0.618 1.3747
HIGH 1.3741
0.618 1.3738
0.500 1.3737
0.382 1.3735
LOW 1.3732
0.618 1.3726
1.000 1.3723
1.618 1.3717
2.618 1.3708
4.250 1.3694
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 1.3740 1.3758
PP 1.3738 1.3752
S1 1.3737 1.3747

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

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