CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 1.3730 1.3673 -0.0057 -0.4% 1.3847
High 1.3740 1.3673 -0.0067 -0.5% 1.3870
Low 1.3712 1.3660 -0.0052 -0.4% 1.3712
Close 1.3746 1.3668 -0.0078 -0.6% 1.3746
Range 0.0028 0.0013 -0.0015 -53.6% 0.0158
ATR 0.0052 0.0055 0.0002 4.6% 0.0000
Volume 1,271 891 -380 -29.9% 4,100
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3706 1.3700 1.3675
R3 1.3693 1.3687 1.3672
R2 1.3680 1.3680 1.3670
R1 1.3674 1.3674 1.3669 1.3671
PP 1.3667 1.3667 1.3667 1.3665
S1 1.3661 1.3661 1.3667 1.3658
S2 1.3654 1.3654 1.3666
S3 1.3641 1.3648 1.3664
S4 1.3628 1.3635 1.3661
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4250 1.4156 1.3833
R3 1.4092 1.3998 1.3789
R2 1.3934 1.3934 1.3775
R1 1.3840 1.3840 1.3760 1.3808
PP 1.3776 1.3776 1.3776 1.3760
S1 1.3682 1.3682 1.3732 1.3650
S2 1.3618 1.3618 1.3717
S3 1.3460 1.3524 1.3703
S4 1.3302 1.3366 1.3659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3870 1.3660 0.0210 1.5% 0.0019 0.1% 4% False True 916
10 1.3870 1.3660 0.0210 1.5% 0.0029 0.2% 4% False True 655
20 1.3905 1.3660 0.0245 1.8% 0.0028 0.2% 3% False True 482
40 1.3905 1.3460 0.0445 3.3% 0.0023 0.2% 47% False False 351
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3728
2.618 1.3707
1.618 1.3694
1.000 1.3686
0.618 1.3681
HIGH 1.3673
0.618 1.3668
0.500 1.3667
0.382 1.3665
LOW 1.3660
0.618 1.3652
1.000 1.3647
1.618 1.3639
2.618 1.3626
4.250 1.3605
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 1.3668 1.3705
PP 1.3667 1.3693
S1 1.3667 1.3680

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

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