CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 1.3137 1.3079 -0.0058 -0.4% 1.3072
High 1.3137 1.3157 0.0020 0.2% 1.3157
Low 1.3137 1.3070 -0.0067 -0.5% 1.3070
Close 1.3137 1.3079 -0.0058 -0.4% 1.3079
Range 0.0000 0.0087 0.0087 0.0087
ATR 0.0037 0.0041 0.0004 9.6% 0.0000
Volume
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3363 1.3308 1.3127
R3 1.3276 1.3221 1.3103
R2 1.3189 1.3189 1.3095
R1 1.3134 1.3134 1.3087 1.3123
PP 1.3102 1.3102 1.3102 1.3096
S1 1.3047 1.3047 1.3071 1.3036
S2 1.3015 1.3015 1.3063
S3 1.2928 1.2960 1.3055
S4 1.2841 1.2873 1.3031
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3363 1.3308 1.3127
R3 1.3276 1.3221 1.3103
R2 1.3189 1.3189 1.3095
R1 1.3134 1.3134 1.3087 1.3162
PP 1.3102 1.3102 1.3102 1.3116
S1 1.3047 1.3047 1.3071 1.3075
S2 1.3015 1.3015 1.3063
S3 1.2928 1.2960 1.3055
S4 1.2841 1.2873 1.3031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3157 1.3070 0.0087 0.7% 0.0017 0.1% 10% True True 1
10 1.3157 1.3024 0.0133 1.0% 0.0011 0.1% 41% True False 2
20 1.3157 1.3012 0.0145 1.1% 0.0005 0.0% 46% True False 15
40 1.3429 1.3012 0.0417 3.2% 0.0003 0.0% 16% False False 11
60 1.3472 1.2933 0.0539 4.1% 0.0002 0.0% 27% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.3527
2.618 1.3385
1.618 1.3298
1.000 1.3244
0.618 1.3211
HIGH 1.3157
0.618 1.3124
0.500 1.3114
0.382 1.3103
LOW 1.3070
0.618 1.3016
1.000 1.2983
1.618 1.2929
2.618 1.2842
4.250 1.2700
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 1.3114 1.3114
PP 1.3102 1.3102
S1 1.3091 1.3091

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

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