CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 1.3045 1.3033 -0.0012 -0.1% 1.3005
High 1.3045 1.3034 -0.0011 -0.1% 1.3045
Low 1.2999 1.3030 0.0031 0.2% 1.2999
Close 1.3045 1.3033 -0.0012 -0.1% 1.3045
Range 0.0046 0.0004 -0.0042 -91.3% 0.0046
ATR 0.0052 0.0049 -0.0003 -5.1% 0.0000
Volume 364 158 -206 -56.6% 1,206
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3044 1.3043 1.3035
R3 1.3040 1.3039 1.3034
R2 1.3036 1.3036 1.3034
R1 1.3035 1.3035 1.3033 1.3035
PP 1.3032 1.3032 1.3032 1.3033
S1 1.3031 1.3031 1.3033 1.3031
S2 1.3028 1.3028 1.3032
S3 1.3024 1.3027 1.3032
S4 1.3020 1.3023 1.3031
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3168 1.3152 1.3070
R3 1.3122 1.3106 1.3058
R2 1.3076 1.3076 1.3053
R1 1.3060 1.3060 1.3049 1.3068
PP 1.3030 1.3030 1.3030 1.3034
S1 1.3014 1.3014 1.3041 1.3022
S2 1.2984 1.2984 1.3037
S3 1.2938 1.2968 1.3032
S4 1.2892 1.2922 1.3020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3045 1.2999 0.0046 0.4% 0.0021 0.2% 74% False False 272
10 1.3118 1.2972 0.0146 1.1% 0.0020 0.2% 42% False False 328
20 1.3378 1.2972 0.0406 3.1% 0.0020 0.2% 15% False False 278
40 1.3460 1.2972 0.0488 3.7% 0.0025 0.2% 13% False False 216
60 1.3460 1.2745 0.0715 5.5% 0.0018 0.1% 40% False False 145
80 1.3460 1.2642 0.0818 6.3% 0.0014 0.1% 48% False False 110
100 1.3460 1.2642 0.0818 6.3% 0.0012 0.1% 48% False False 89
120 1.3460 1.2642 0.0818 6.3% 0.0010 0.1% 48% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3051
2.618 1.3044
1.618 1.3040
1.000 1.3038
0.618 1.3036
HIGH 1.3034
0.618 1.3032
0.500 1.3032
0.382 1.3032
LOW 1.3030
0.618 1.3028
1.000 1.3026
1.618 1.3024
2.618 1.3020
4.250 1.3013
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 1.3033 1.3029
PP 1.3032 1.3026
S1 1.3032 1.3022

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

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