CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 28-Nov-2006

Day Change Summary
	Previous	Current
	27-Nov-2006	28-Nov-2006	Change	Change %	Previous Week
Open	1.3282	1.3343	0.0061	0.5%	1.2965
High	1.3282	1.3343	0.0061	0.5%	1.3239
Low	1.3282	1.3343	0.0061	0.5%	1.2965
Close	1.3282	1.3343	0.0061	0.5%	1.3239
Range
ATR	0.0038	0.0040	0.0002	4.2%	0.0000
Volume	0	5	5		5

Daily Pivots for day following 28-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3343	1.3343	1.3343
R3	1.3343	1.3343	1.3343
R2	1.3343	1.3343	1.3343
R1	1.3343	1.3343	1.3343	1.3343
PP	1.3343	1.3343	1.3343	1.3343
S1	1.3343	1.3343	1.3343	1.3343
S2	1.3343	1.3343	1.3343
S3	1.3343	1.3343	1.3343
S4	1.3343	1.3343	1.3343

Weekly Pivots for week ending 24-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3970	1.3878	1.3390
R3	1.3696	1.3604	1.3314
R2	1.3422	1.3422	1.3289
R1	1.3330	1.3330	1.3264	1.3376
PP	1.3148	1.3148	1.3148	1.3171
S1	1.3056	1.3056	1.3214	1.3102
S2	1.2874	1.2874	1.3189
S3	1.2600	1.2782	1.3164
S4	1.2326	1.2508	1.3088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3343	1.2994	0.0349	2.6%	0.0000	0.0%	100%	True	False	2
10	1.3343	1.2949	0.0394	3.0%	0.0000	0.0%	100%	True	False	1

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.3343
2.618	1.3343
1.618	1.3343
1.000	1.3343
0.618	1.3343
HIGH	1.3343
0.618	1.3343
0.500	1.3343
0.382	1.3343
LOW	1.3343
0.618	1.3343
1.000	1.3343
1.618	1.3343
2.618	1.3343
4.250	1.3343

Fisher Pivots for day following 28-Nov-2006
Pivot	1 day	3 day
R1	1.3343	1.3326
PP	1.3343	1.3308
S1	1.3343	1.3291

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