CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 1.3555 1.3590 0.0035 0.3% 1.3430
High 1.3565 1.3620 0.0055 0.4% 1.3620
Low 1.3552 1.3570 0.0018 0.1% 1.3430
Close 1.3555 1.3613 0.0058 0.4% 1.3613
Range 0.0013 0.0050 0.0037 284.6% 0.0190
ATR 0.0047 0.0048 0.0001 2.8% 0.0000
Volume 163 394 231 141.7% 980
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3751 1.3732 1.3641
R3 1.3701 1.3682 1.3627
R2 1.3651 1.3651 1.3622
R1 1.3632 1.3632 1.3618 1.3642
PP 1.3601 1.3601 1.3601 1.3606
S1 1.3582 1.3582 1.3608 1.3592
S2 1.3551 1.3551 1.3604
S3 1.3501 1.3532 1.3599
S4 1.3451 1.3482 1.3586
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.4124 1.4059 1.3718
R3 1.3934 1.3869 1.3665
R2 1.3744 1.3744 1.3648
R1 1.3679 1.3679 1.3630 1.3712
PP 1.3554 1.3554 1.3554 1.3571
S1 1.3489 1.3489 1.3596 1.3522
S2 1.3364 1.3364 1.3578
S3 1.3174 1.3299 1.3561
S4 1.2984 1.3109 1.3509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3620 1.3430 0.0190 1.4% 0.0021 0.2% 96% True False 196
10 1.3620 1.3405 0.0215 1.6% 0.0016 0.1% 97% True False 191
20 1.3620 1.3355 0.0265 1.9% 0.0028 0.2% 97% True False 242
40 1.3620 1.3175 0.0445 3.3% 0.0017 0.1% 98% True False 154
60 1.3620 1.3024 0.0596 4.4% 0.0013 0.1% 99% True False 103
80 1.3620 1.3012 0.0608 4.5% 0.0010 0.1% 99% True False 82
100 1.3620 1.2965 0.0655 4.8% 0.0008 0.1% 99% True False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3833
2.618 1.3751
1.618 1.3701
1.000 1.3670
0.618 1.3651
HIGH 1.3620
0.618 1.3601
0.500 1.3595
0.382 1.3589
LOW 1.3570
0.618 1.3539
1.000 1.3520
1.618 1.3489
2.618 1.3439
4.250 1.3358
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 1.3607 1.3594
PP 1.3601 1.3575
S1 1.3595 1.3556

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

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