CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 15-Nov-2006

Day Change Summary
	Previous	Current
	14-Nov-2006	15-Nov-2006	Change	Change %	Previous Week
Open	1.2978	1.2978	0.0000	0.0%	1.2884
High	1.2978	1.2978	0.0000	0.0%	1.3002
Low	1.2978	1.2978	0.0000	0.0%	1.2884
Close	1.2978	1.2978	0.0000	0.0%	1.3002
Range
ATR
Volume

Daily Pivots for day following 15-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2978	1.2978	1.2978
R3	1.2978	1.2978	1.2978
R2	1.2978	1.2978	1.2978
R1	1.2978	1.2978	1.2978	1.2978
PP	1.2978	1.2978	1.2978	1.2978
S1	1.2978	1.2978	1.2978	1.2978
S2	1.2978	1.2978	1.2978
S3	1.2978	1.2978	1.2978
S4	1.2978	1.2978	1.2978

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3317	1.3277	1.3067
R3	1.3199	1.3159	1.3034
R2	1.3081	1.3081	1.3024
R1	1.3041	1.3041	1.3013	1.3061
PP	1.2963	1.2963	1.2963	1.2973
S1	1.2923	1.2923	1.2991	1.2943
S2	1.2845	1.2845	1.2980
S3	1.2727	1.2805	1.2970
S4	1.2609	1.2687	1.2937

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3002	1.2966	0.0036	0.3%	0.0000	0.0%	33%	False	False
10	1.3002	1.2875	0.0127	1.0%	0.0000	0.0%	81%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0005

Fibonacci Retracements and Extensions
4.250	1.2978
2.618	1.2978
1.618	1.2978
1.000	1.2978
0.618	1.2978
HIGH	1.2978
0.618	1.2978
0.500	1.2978
0.382	1.2978
LOW	1.2978
0.618	1.2978
1.000	1.2978
1.618	1.2978
2.618	1.2978
4.250	1.2978

Fisher Pivots for day following 15-Nov-2006
Pivot	1 day	3 day
R1	1.2978	1.2976
PP	1.2978	1.2974
S1	1.2978	1.2972

Download as Excel Spreadsheet

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

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