CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary
Previous Current
29-Nov-2006 30-Nov-2006 Change Change % Previous Week
Open 1.3309 1.3399 0.0090 0.7% 1.2965
High 1.3309 1.3399 0.0090 0.7% 1.3239
Low 1.3309 1.3399 0.0090 0.7% 1.2965
Close 1.3309 1.3399 0.0090 0.7% 1.3239
Range
ATR 0.0039 0.0043 0.0004 9.1% 0.0000
Volume 19 3 -16 -84.2% 5
Daily Pivots for day following 30-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3399 1.3399 1.3399
R3 1.3399 1.3399 1.3399
R2 1.3399 1.3399 1.3399
R1 1.3399 1.3399 1.3399 1.3399
PP 1.3399 1.3399 1.3399 1.3399
S1 1.3399 1.3399 1.3399 1.3399
S2 1.3399 1.3399 1.3399
S3 1.3399 1.3399 1.3399
S4 1.3399 1.3399 1.3399
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 1.3399 1.3239 0.0160 1.2% 0.0000 0.0% 100% True False 6
10 1.3399 1.2949 0.0450 3.4% 0.0000 0.0% 100% True False 3
20 1.3399 1.2875 0.0524 3.9% 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 1.3399
2.618 1.3399
1.618 1.3399
1.000 1.3399
0.618 1.3399
HIGH 1.3399
0.618 1.3399
0.500 1.3399
0.382 1.3399
LOW 1.3399
0.618 1.3399
1.000 1.3399
1.618 1.3399
2.618 1.3399
4.250 1.3399
Fisher Pivots for day following 30-Nov-2006
Pivot 1 day 3 day
R1 1.3399 1.3384
PP 1.3399 1.3369
S1 1.3399 1.3354

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

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