CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 1.3504 1.3517 0.0013 0.1% 1.3673
High 1.3532 1.3528 -0.0004 0.0% 1.3673
Low 1.3500 1.3500 0.0000 0.0% 1.3430
Close 1.3517 1.3503 -0.0014 -0.1% 1.3513
Range 0.0032 0.0028 -0.0004 -12.5% 0.0243
ATR 0.0063 0.0060 -0.0002 -4.0% 0.0000
Volume 1,312 1,052 -260 -19.8% 4,805
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3594 1.3577 1.3518
R3 1.3566 1.3549 1.3511
R2 1.3538 1.3538 1.3508
R1 1.3521 1.3521 1.3506 1.3516
PP 1.3510 1.3510 1.3510 1.3508
S1 1.3493 1.3493 1.3500 1.3488
S2 1.3482 1.3482 1.3498
S3 1.3454 1.3465 1.3495
S4 1.3426 1.3437 1.3488
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4268 1.4133 1.3647
R3 1.4025 1.3890 1.3580
R2 1.3782 1.3782 1.3558
R1 1.3647 1.3647 1.3535 1.3593
PP 1.3539 1.3539 1.3539 1.3512
S1 1.3404 1.3404 1.3491 1.3350
S2 1.3296 1.3296 1.3468
S3 1.3053 1.3161 1.3446
S4 1.2810 1.2918 1.3379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3582 1.3430 0.0152 1.1% 0.0042 0.3% 48% False False 1,054
10 1.3870 1.3430 0.0440 3.3% 0.0034 0.3% 17% False False 997
20 1.3870 1.3430 0.0440 3.3% 0.0033 0.2% 17% False False 741
40 1.3905 1.3430 0.0475 3.5% 0.0027 0.2% 15% False False 485
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3647
2.618 1.3601
1.618 1.3573
1.000 1.3556
0.618 1.3545
HIGH 1.3528
0.618 1.3517
0.500 1.3514
0.382 1.3511
LOW 1.3500
0.618 1.3483
1.000 1.3472
1.618 1.3455
2.618 1.3427
4.250 1.3381
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 1.3514 1.3541
PP 1.3510 1.3528
S1 1.3507 1.3516

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

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