CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 1.3819 1.3847 0.0028 0.2% 1.3741
High 1.3845 1.3858 0.0013 0.1% 1.3845
Low 1.3760 1.3835 0.0075 0.5% 1.3710
Close 1.3851 1.3847 -0.0004 0.0% 1.3851
Range 0.0085 0.0023 -0.0062 -72.9% 0.0135
ATR 0.0050 0.0048 -0.0002 -3.8% 0.0000
Volume 263 411 148 56.3% 2,276
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3916 1.3904 1.3860
R3 1.3893 1.3881 1.3853
R2 1.3870 1.3870 1.3851
R1 1.3858 1.3858 1.3849 1.3859
PP 1.3847 1.3847 1.3847 1.3847
S1 1.3835 1.3835 1.3845 1.3836
S2 1.3824 1.3824 1.3843
S3 1.3801 1.3812 1.3841
S4 1.3778 1.3789 1.3834
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4207 1.4164 1.3925
R3 1.4072 1.4029 1.3888
R2 1.3937 1.3937 1.3876
R1 1.3894 1.3894 1.3863 1.3916
PP 1.3802 1.3802 1.3802 1.3813
S1 1.3759 1.3759 1.3839 1.3781
S2 1.3667 1.3667 1.3826
S3 1.3532 1.3624 1.3814
S4 1.3397 1.3489 1.3777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3858 1.3710 0.0148 1.1% 0.0039 0.3% 93% True False 394
10 1.3905 1.3690 0.0215 1.6% 0.0035 0.3% 73% False False 414
20 1.3905 1.3690 0.0215 1.6% 0.0027 0.2% 73% False False 352
40 1.3905 1.3382 0.0523 3.8% 0.0021 0.2% 89% False False 243
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 True
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3956
2.618 1.3918
1.618 1.3895
1.000 1.3881
0.618 1.3872
HIGH 1.3858
0.618 1.3849
0.500 1.3847
0.382 1.3844
LOW 1.3835
0.618 1.3821
1.000 1.3812
1.618 1.3798
2.618 1.3775
4.250 1.3737
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 1.3847 1.3832
PP 1.3847 1.3816
S1 1.3847 1.3801

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

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