CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 1.3093 1.3118 0.0025 0.2% 1.3072
High 1.3090 1.3118 0.0028 0.2% 1.3157
Low 1.3090 1.3118 0.0028 0.2% 1.3070
Close 1.3093 1.3118 0.0025 0.2% 1.3079
Range
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 3 5 2 66.7% 9
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3118 1.3118 1.3118
R3 1.3118 1.3118 1.3118
R2 1.3118 1.3118 1.3118
R1 1.3118 1.3118 1.3118 1.3118
PP 1.3118 1.3118 1.3118 1.3118
S1 1.3118 1.3118 1.3118 1.3118
S2 1.3118 1.3118 1.3118
S3 1.3118 1.3118 1.3118
S4 1.3118 1.3118 1.3118
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% 67% False False 1
10 1.3157 1.3024 0.0133 1.0% 0.0009 0.1% 71% False False 2
20 1.3157 1.3012 0.0145 1.1% 0.0005 0.0% 73% False False 14
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 26% False False 11
60 1.3472 1.2949 0.0523 4.0% 0.0002 0.0% 32% False False 10
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 1.3118
2.618 1.3118
1.618 1.3118
1.000 1.3118
0.618 1.3118
HIGH 1.3118
0.618 1.3118
0.500 1.3118
0.382 1.3118
LOW 1.3118
0.618 1.3118
1.000 1.3118
1.618 1.3118
2.618 1.3118
4.250 1.3118
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 1.3118 1.3105
PP 1.3118 1.3092
S1 1.3118 1.3079

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

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