CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 1.3079 1.3042 -0.0037 -0.3% 1.3072
High 1.3157 1.3040 -0.0117 -0.9% 1.3157
Low 1.3070 1.3040 -0.0030 -0.2% 1.3070
Close 1.3079 1.3042 -0.0037 -0.3% 1.3079
Range 0.0087 0.0000 -0.0087 -100.0% 0.0087
ATR 0.0041 0.0041 0.0000 -0.3% 0.0000
Volume 0 1 1 9
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3041 1.3041 1.3042
R3 1.3041 1.3041 1.3042
R2 1.3041 1.3041 1.3042
R1 1.3041 1.3041 1.3042 1.3042
PP 1.3041 1.3041 1.3041 1.3041
S1 1.3041 1.3041 1.3042 1.3042
S2 1.3041 1.3041 1.3042
S3 1.3041 1.3041 1.3042
S4 1.3041 1.3041 1.3042
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 1.3040 0.0117 0.9% 0.0017 0.1% 2% False True
10 1.3157 1.3024 0.0133 1.0% 0.0011 0.1% 14% False False 2
20 1.3157 1.3012 0.0145 1.1% 0.0005 0.0% 21% False False 15
40 1.3422 1.3012 0.0410 3.1% 0.0003 0.0% 7% False False 11
60 1.3472 1.2933 0.0539 4.1% 0.0002 0.0% 20% False False 9
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3040
2.618 1.3040
1.618 1.3040
1.000 1.3040
0.618 1.3040
HIGH 1.3040
0.618 1.3040
0.500 1.3040
0.382 1.3040
LOW 1.3040
0.618 1.3040
1.000 1.3040
1.618 1.3040
2.618 1.3040
4.250 1.3040
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 1.3041 1.3099
PP 1.3041 1.3080
S1 1.3040 1.3061

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

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