CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 1.3052 1.3077 0.0025 0.2% 1.2998
High 1.3055 1.3090 0.0035 0.3% 1.3118
Low 1.3016 1.3080 0.0064 0.5% 1.2990
Close 1.3052 1.3077 0.0025 0.2% 1.3038
Range 0.0039 0.0010 -0.0029 -74.4% 0.0128
ATR 0.0049 0.0049 -0.0001 -1.6% 0.0000
Volume 421 330 -91 -21.6% 2,034
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3112 1.3105 1.3083
R3 1.3102 1.3095 1.3080
R2 1.3092 1.3092 1.3079
R1 1.3085 1.3085 1.3078 1.3082
PP 1.3082 1.3082 1.3082 1.3081
S1 1.3075 1.3075 1.3076 1.3072
S2 1.3072 1.3072 1.3075
S3 1.3062 1.3065 1.3074
S4 1.3052 1.3055 1.3072
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3433 1.3363 1.3108
R3 1.3305 1.3235 1.3073
R2 1.3177 1.3177 1.3061
R1 1.3107 1.3107 1.3050 1.3142
PP 1.3049 1.3049 1.3049 1.3066
S1 1.2979 1.2979 1.3026 1.3014
S2 1.2921 1.2921 1.3015
S3 1.2793 1.2851 1.3003
S4 1.2665 1.2723 1.2968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3118 1.3000 0.0118 0.9% 0.0031 0.2% 65% False False 447
10 1.3118 1.2970 0.0148 1.1% 0.0032 0.2% 72% False False 398
20 1.3118 1.2970 0.0148 1.1% 0.0025 0.2% 72% False False 355
40 1.3385 1.2970 0.0415 3.2% 0.0026 0.2% 26% False False 294
60 1.3460 1.2912 0.0548 4.2% 0.0022 0.2% 30% False False 219
80 1.3460 1.2642 0.0818 6.3% 0.0018 0.1% 53% False False 165
100 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 53% False False 133
120 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 53% False False 111
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3133
2.618 1.3116
1.618 1.3106
1.000 1.3100
0.618 1.3096
HIGH 1.3090
0.618 1.3086
0.500 1.3085
0.382 1.3084
LOW 1.3080
0.618 1.3074
1.000 1.3070
1.618 1.3064
2.618 1.3054
4.250 1.3038
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 1.3085 1.3066
PP 1.3082 1.3056
S1 1.3080 1.3045

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

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