CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 1.3897 1.3991 0.0094 0.7% 1.3838
High 1.4004 1.4006 0.0002 0.0% 1.3954
Low 1.3893 1.3959 0.0066 0.5% 1.3818
Close 1.3998 1.3982 -0.0016 -0.1% 1.3907
Range 0.0111 0.0047 -0.0064 -57.7% 0.0136
ATR 0.0064 0.0063 -0.0001 -1.9% 0.0000
Volume 111,679 164,059 52,380 46.9% 404,321
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4123 1.4100 1.4008
R3 1.4076 1.4053 1.3995
R2 1.4029 1.4029 1.3991
R1 1.4006 1.4006 1.3986 1.3994
PP 1.3982 1.3982 1.3982 1.3977
S1 1.3959 1.3959 1.3978 1.3947
S2 1.3935 1.3935 1.3973
S3 1.3888 1.3912 1.3969
S4 1.3841 1.3865 1.3956
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4301 1.4240 1.3982
R3 1.4165 1.4104 1.3944
R2 1.4029 1.4029 1.3932
R1 1.3968 1.3968 1.3919 1.3999
PP 1.3893 1.3893 1.3893 1.3908
S1 1.3832 1.3832 1.3895 1.3863
S2 1.3757 1.3757 1.3882
S3 1.3621 1.3696 1.3870
S4 1.3485 1.3560 1.3832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4006 1.3878 0.0128 0.9% 0.0056 0.4% 81% True False 153,889
10 1.4006 1.3690 0.0316 2.3% 0.0055 0.4% 92% True False 89,455
20 1.4006 1.3540 0.0466 3.3% 0.0050 0.4% 95% True False 45,867
40 1.4006 1.3430 0.0576 4.1% 0.0042 0.3% 96% True False 23,304
60 1.4006 1.3430 0.0576 4.1% 0.0035 0.2% 96% True False 15,612
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 False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4206
2.618 1.4129
1.618 1.4082
1.000 1.4053
0.618 1.4035
HIGH 1.4006
0.618 1.3988
0.500 1.3983
0.382 1.3977
LOW 1.3959
0.618 1.3930
1.000 1.3912
1.618 1.3883
2.618 1.3836
4.250 1.3759
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 1.3983 1.3970
PP 1.3982 1.3957
S1 1.3982 1.3945

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

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