CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 1.3231 1.3171 -0.0060 -0.5% 1.3032
High 1.3231 1.3206 -0.0025 -0.2% 1.3231
Low 1.3191 1.3171 -0.0020 -0.2% 1.3030
Close 1.3212 1.3200 -0.0012 -0.1% 1.3200
Range 0.0040 0.0035 -0.0005 -12.5% 0.0201
ATR 0.0052 0.0051 -0.0001 -1.5% 0.0000
Volume 1,458 1,065 -393 -27.0% 3,865
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3297 1.3284 1.3219
R3 1.3262 1.3249 1.3210
R2 1.3227 1.3227 1.3206
R1 1.3214 1.3214 1.3203 1.3221
PP 1.3192 1.3192 1.3192 1.3196
S1 1.3179 1.3179 1.3197 1.3186
S2 1.3157 1.3157 1.3194
S3 1.3122 1.3144 1.3190
S4 1.3087 1.3109 1.3181
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3757 1.3679 1.3311
R3 1.3556 1.3478 1.3255
R2 1.3355 1.3355 1.3237
R1 1.3277 1.3277 1.3218 1.3316
PP 1.3154 1.3154 1.3154 1.3173
S1 1.3076 1.3076 1.3182 1.3115
S2 1.2953 1.2953 1.3163
S3 1.2752 1.2875 1.3145
S4 1.2551 1.2674 1.3089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3231 1.3030 0.0201 1.5% 0.0024 0.2% 85% False False 773
10 1.3231 1.3000 0.0231 1.8% 0.0019 0.1% 87% False False 561
20 1.3231 1.2970 0.0261 2.0% 0.0024 0.2% 88% False False 453
40 1.3378 1.2970 0.0408 3.1% 0.0023 0.2% 56% False False 390
60 1.3460 1.2957 0.0503 3.8% 0.0025 0.2% 48% False False 292
80 1.3460 1.2699 0.0761 5.8% 0.0019 0.1% 66% False False 220
100 1.3460 1.2642 0.0818 6.2% 0.0016 0.1% 68% False False 177
120 1.3460 1.2642 0.0818 6.2% 0.0014 0.1% 68% False False 148
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3355
2.618 1.3298
1.618 1.3263
1.000 1.3241
0.618 1.3228
HIGH 1.3206
0.618 1.3193
0.500 1.3189
0.382 1.3184
LOW 1.3171
0.618 1.3149
1.000 1.3136
1.618 1.3114
2.618 1.3079
4.250 1.3022
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 1.3196 1.3201
PP 1.3192 1.3201
S1 1.3189 1.3200

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

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