CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 1.3669 1.3695 0.0026 0.2% 1.3504
High 1.3712 1.3695 -0.0017 -0.1% 1.3712
Low 1.3664 1.3670 0.0006 0.0% 1.3500
Close 1.3707 1.3687 -0.0020 -0.1% 1.3707
Range 0.0048 0.0025 -0.0023 -47.9% 0.0212
ATR 0.0064 0.0062 -0.0002 -3.0% 0.0000
Volume 616 995 379 61.5% 4,462
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3759 1.3748 1.3701
R3 1.3734 1.3723 1.3694
R2 1.3709 1.3709 1.3692
R1 1.3698 1.3698 1.3689 1.3691
PP 1.3684 1.3684 1.3684 1.3681
S1 1.3673 1.3673 1.3685 1.3666
S2 1.3659 1.3659 1.3682
S3 1.3634 1.3648 1.3680
S4 1.3609 1.3623 1.3673
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4276 1.4203 1.3824
R3 1.4064 1.3991 1.3765
R2 1.3852 1.3852 1.3746
R1 1.3779 1.3779 1.3726 1.3816
PP 1.3640 1.3640 1.3640 1.3658
S1 1.3567 1.3567 1.3688 1.3604
S2 1.3428 1.3428 1.3668
S3 1.3216 1.3355 1.3649
S4 1.3004 1.3143 1.3590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3712 1.3500 0.0212 1.5% 0.0031 0.2% 88% False False 829
10 1.3712 1.3430 0.0282 2.1% 0.0037 0.3% 91% False False 937
20 1.3870 1.3430 0.0440 3.2% 0.0033 0.2% 58% False False 796
40 1.3905 1.3430 0.0475 3.5% 0.0029 0.2% 54% False False 550
60 1.3905 1.3382 0.0523 3.8% 0.0023 0.2% 58% False False 404
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3801
2.618 1.3760
1.618 1.3735
1.000 1.3720
0.618 1.3710
HIGH 1.3695
0.618 1.3685
0.500 1.3683
0.382 1.3680
LOW 1.3670
0.618 1.3655
1.000 1.3645
1.618 1.3630
2.618 1.3605
4.250 1.3564
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 1.3686 1.3675
PP 1.3684 1.3663
S1 1.3683 1.3651

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

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