CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 1.3087 1.3023 -0.0064 -0.5% 1.3372
High 1.3099 1.3032 -0.0067 -0.5% 1.3378
Low 1.3080 1.3025 -0.0055 -0.4% 1.3073
Close 1.3087 1.3023 -0.0064 -0.5% 1.3097
Range 0.0019 0.0007 -0.0012 -63.2% 0.0305
ATR 0.0061 0.0061 0.0000 0.1% 0.0000
Volume 309 109 -200 -64.7% 1,021
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3048 1.3042 1.3027
R3 1.3041 1.3035 1.3025
R2 1.3034 1.3034 1.3024
R1 1.3028 1.3028 1.3024 1.3027
PP 1.3027 1.3027 1.3027 1.3026
S1 1.3021 1.3021 1.3022 1.3020
S2 1.3020 1.3020 1.3022
S3 1.3013 1.3014 1.3021
S4 1.3006 1.3007 1.3019
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.4098 1.3902 1.3265
R3 1.3793 1.3597 1.3181
R2 1.3488 1.3488 1.3153
R1 1.3292 1.3292 1.3125 1.3238
PP 1.3183 1.3183 1.3183 1.3155
S1 1.2987 1.2987 1.3069 1.2933
S2 1.2878 1.2878 1.3041
S3 1.2573 1.2682 1.3013
S4 1.2268 1.2377 1.2929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3197 1.3025 0.0172 1.3% 0.0022 0.2% -1% False True 249
10 1.3378 1.3025 0.0353 2.7% 0.0024 0.2% -1% False True 217
20 1.3385 1.3025 0.0360 2.8% 0.0024 0.2% -1% False True 235
40 1.3460 1.2912 0.0548 4.2% 0.0021 0.2% 20% False False 153
60 1.3460 1.2664 0.0796 6.1% 0.0015 0.1% 45% False False 103
80 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 47% False False 79
100 1.3460 1.2642 0.0818 6.3% 0.0011 0.1% 47% False False 64
120 1.3460 1.2642 0.0818 6.3% 0.0009 0.1% 47% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3062
2.618 1.3050
1.618 1.3043
1.000 1.3039
0.618 1.3036
HIGH 1.3032
0.618 1.3029
0.500 1.3029
0.382 1.3028
LOW 1.3025
0.618 1.3021
1.000 1.3018
1.618 1.3014
2.618 1.3007
4.250 1.2995
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 1.3029 1.3072
PP 1.3027 1.3055
S1 1.3025 1.3039

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

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