CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 16-Apr-2007

Day Change Summary
	Previous	Current
	13-Apr-2007	16-Apr-2007	Change	Change %	Previous Week
Open	1.3569	1.3581	0.0012	0.1%	1.3409
High	1.3588	1.3594	0.0006	0.0%	1.3588
Low	1.3519	1.3572	0.0053	0.4%	1.3376
Close	1.3573	1.3582	0.0009	0.1%	1.3573
Range	0.0069	0.0022	-0.0047	-68.1%	0.0212
ATR	0.0061	0.0058	-0.0003	-4.6%	0.0000
Volume	173,176	217,549	44,373	25.6%	474,570

Daily Pivots for day following 16-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3649	1.3637	1.3594
R3	1.3627	1.3615	1.3588
R2	1.3605	1.3605	1.3586
R1	1.3593	1.3593	1.3584	1.3599
PP	1.3583	1.3583	1.3583	1.3586
S1	1.3571	1.3571	1.3580	1.3577
S2	1.3561	1.3561	1.3578
S3	1.3539	1.3549	1.3576
S4	1.3517	1.3527	1.3570

Weekly Pivots for week ending 13-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4148	1.4073	1.3690
R3	1.3936	1.3861	1.3631
R2	1.3724	1.3724	1.3612
R1	1.3649	1.3649	1.3592	1.3687
PP	1.3512	1.3512	1.3512	1.3531
S1	1.3437	1.3437	1.3554	1.3475
S2	1.3300	1.3300	1.3534
S3	1.3088	1.3225	1.3515
S4	1.2876	1.3013	1.3456

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3594	1.3442	0.0152	1.1%	0.0043	0.3%	92%	True	False	138,423
10	1.3594	1.3360	0.0234	1.7%	0.0047	0.3%	95%	True	False	123,847
20	1.3594	1.3305	0.0289	2.1%	0.0053	0.4%	96%	True	False	150,745
40	1.3594	1.3130	0.0464	3.4%	0.0046	0.3%	97%	True	False	95,329
60	1.3594	1.2970	0.0624	4.6%	0.0039	0.3%	98%	True	False	63,703
80	1.3594	1.2970	0.0624	4.6%	0.0035	0.3%	98%	True	False	47,859
100	1.3594	1.2957	0.0637	4.7%	0.0033	0.2%	98%	True	False	38,307
120	1.3594	1.2699	0.0895	6.6%	0.0028	0.2%	99%	True	False	31,923

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	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3688
2.618	1.3652
1.618	1.3630
1.000	1.3616
0.618	1.3608
HIGH	1.3594
0.618	1.3586
0.500	1.3583
0.382	1.3580
LOW	1.3572
0.618	1.3558
1.000	1.3550
1.618	1.3536
2.618	1.3514
4.250	1.3479

Fisher Pivots for day following 16-Apr-2007
Pivot	1 day	3 day
R1	1.3583	1.3568
PP	1.3583	1.3554
S1	1.3582	1.3540

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols