CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 1.3503 1.3510 0.0007 0.1% 1.3599
High 1.3525 1.3520 -0.0005 0.0% 1.3662
Low 1.3495 1.3510 0.0015 0.1% 1.3530
Close 1.3523 1.3509 -0.0014 -0.1% 1.3562
Range 0.0030 0.0010 -0.0020 -66.7% 0.0132
ATR 0.0047 0.0044 -0.0002 -5.2% 0.0000
Volume 633 631 -2 -0.3% 1,588
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 1.3543 1.3536 1.3515
R3 1.3533 1.3526 1.3512
R2 1.3523 1.3523 1.3511
R1 1.3516 1.3516 1.3510 1.3515
PP 1.3513 1.3513 1.3513 1.3512
S1 1.3506 1.3506 1.3508 1.3505
S2 1.3503 1.3503 1.3507
S3 1.3493 1.3496 1.3506
S4 1.3483 1.3486 1.3504
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 1.3981 1.3903 1.3635
R3 1.3849 1.3771 1.3598
R2 1.3717 1.3717 1.3586
R1 1.3639 1.3639 1.3574 1.3612
PP 1.3585 1.3585 1.3585 1.3571
S1 1.3507 1.3507 1.3550 1.3480
S2 1.3453 1.3453 1.3538
S3 1.3321 1.3375 1.3526
S4 1.3189 1.3243 1.3489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3577 1.3495 0.0082 0.6% 0.0021 0.2% 17% False False 504
10 1.3662 1.3495 0.0167 1.2% 0.0025 0.2% 8% False False 355
20 1.3740 1.3495 0.0245 1.8% 0.0024 0.2% 6% False False 349
40 1.3740 1.3375 0.0365 2.7% 0.0022 0.2% 37% False False 288
60 1.3740 1.3175 0.0565 4.2% 0.0020 0.1% 59% False False 245
80 1.3740 1.3040 0.0700 5.2% 0.0016 0.1% 67% False False 185
100 1.3740 1.3012 0.0728 5.4% 0.0013 0.1% 68% False False 151
120 1.3740 1.3012 0.0728 5.4% 0.0011 0.1% 68% False False 128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3563
2.618 1.3546
1.618 1.3536
1.000 1.3530
0.618 1.3526
HIGH 1.3520
0.618 1.3516
0.500 1.3515
0.382 1.3514
LOW 1.3510
0.618 1.3504
1.000 1.3500
1.618 1.3494
2.618 1.3484
4.250 1.3468
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 1.3515 1.3534
PP 1.3513 1.3526
S1 1.3511 1.3517

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

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