CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 1.3014 1.3039 0.0025 0.2% 1.3106
High 1.3027 1.3040 0.0013 0.1% 1.3118
Low 1.3015 1.3025 0.0010 0.1% 1.2972
Close 1.3014 1.3039 0.0025 0.2% 1.3006
Range 0.0012 0.0015 0.0003 25.0% 0.0146
ATR 0.0054 0.0052 -0.0002 -3.7% 0.0000
Volume 397 190 -207 -52.1% 1,924
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3080 1.3074 1.3047
R3 1.3065 1.3059 1.3043
R2 1.3050 1.3050 1.3042
R1 1.3044 1.3044 1.3040 1.3047
PP 1.3035 1.3035 1.3035 1.3036
S1 1.3029 1.3029 1.3038 1.3032
S2 1.3020 1.3020 1.3036
S3 1.3005 1.3014 1.3035
S4 1.2990 1.2999 1.3031
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3470 1.3384 1.3086
R3 1.3324 1.3238 1.3046
R2 1.3178 1.3178 1.3033
R1 1.3092 1.3092 1.3019 1.3062
PP 1.3032 1.3032 1.3032 1.3017
S1 1.2946 1.2946 1.2993 1.2916
S2 1.2886 1.2886 1.2979
S3 1.2740 1.2800 1.2966
S4 1.2594 1.2654 1.2926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3040 1.2972 0.0068 0.5% 0.0017 0.1% 99% True False 400
10 1.3197 1.2972 0.0225 1.7% 0.0020 0.1% 30% False False 324
20 1.3378 1.2972 0.0406 3.1% 0.0024 0.2% 17% False False 317
40 1.3460 1.2928 0.0532 4.1% 0.0023 0.2% 21% False False 203
60 1.3460 1.2686 0.0774 5.9% 0.0017 0.1% 46% False False 136
80 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 49% False False 104
100 1.3460 1.2642 0.0818 6.3% 0.0011 0.1% 49% False False 83
120 1.3460 1.2642 0.0818 6.3% 0.0009 0.1% 49% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3104
2.618 1.3079
1.618 1.3064
1.000 1.3055
0.618 1.3049
HIGH 1.3040
0.618 1.3034
0.500 1.3033
0.382 1.3031
LOW 1.3025
0.618 1.3016
1.000 1.3010
1.618 1.3001
2.618 1.2986
4.250 1.2961
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 1.3037 1.3033
PP 1.3035 1.3026
S1 1.3033 1.3020

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

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