CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 1.3696 1.3677 -0.0019 -0.1% 1.3504
High 1.3710 1.3693 -0.0017 -0.1% 1.3712
Low 1.3685 1.3647 -0.0038 -0.3% 1.3500
Close 1.3696 1.3677 -0.0019 -0.1% 1.3707
Range 0.0025 0.0046 0.0021 84.0% 0.0212
ATR 0.0060 0.0059 -0.0001 -1.3% 0.0000
Volume 1,129 923 -206 -18.2% 4,462
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3810 1.3790 1.3702
R3 1.3764 1.3744 1.3690
R2 1.3718 1.3718 1.3685
R1 1.3698 1.3698 1.3681 1.3700
PP 1.3672 1.3672 1.3672 1.3674
S1 1.3652 1.3652 1.3673 1.3654
S2 1.3626 1.3626 1.3669
S3 1.3580 1.3606 1.3664
S4 1.3534 1.3560 1.3652
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 1.3647 0.0065 0.5% 0.0038 0.3% 46% False True 902
10 1.3712 1.3500 0.0212 1.6% 0.0037 0.3% 83% False False 921
20 1.3870 1.3430 0.0440 3.2% 0.0034 0.3% 56% False False 876
40 1.3905 1.3430 0.0475 3.5% 0.0030 0.2% 52% False False 605
60 1.3905 1.3382 0.0523 3.8% 0.0024 0.2% 56% False False 449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3889
2.618 1.3813
1.618 1.3767
1.000 1.3739
0.618 1.3721
HIGH 1.3693
0.618 1.3675
0.500 1.3670
0.382 1.3665
LOW 1.3647
0.618 1.3619
1.000 1.3601
1.618 1.3573
2.618 1.3527
4.250 1.3452
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 1.3675 1.3679
PP 1.3672 1.3678
S1 1.3670 1.3678

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

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