CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 25-May-2007
Day Change Summary
Previous Current
24-May-2007 25-May-2007 Change Change % Previous Week
Open 1.3485 1.3498 0.0013 0.1% 1.3503
High 1.3507 1.3519 0.0012 0.1% 1.3554
Low 1.3476 1.3498 0.0022 0.2% 1.3476
Close 1.3485 1.3502 0.0017 0.1% 1.3502
Range 0.0031 0.0021 -0.0010 -32.3% 0.0078
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 611 680 69 11.3% 3,058
Daily Pivots for day following 25-May-2007
Classic Woodie Camarilla DeMark
R4 1.3569 1.3557 1.3514
R3 1.3548 1.3536 1.3508
R2 1.3527 1.3527 1.3506
R1 1.3515 1.3515 1.3504 1.3521
PP 1.3506 1.3506 1.3506 1.3510
S1 1.3494 1.3494 1.3500 1.3500
S2 1.3485 1.3485 1.3498
S3 1.3464 1.3473 1.3496
S4 1.3443 1.3452 1.3490
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 1.3745 1.3701 1.3545
R3 1.3667 1.3623 1.3523
R2 1.3589 1.3589 1.3516
R1 1.3545 1.3545 1.3509 1.3528
PP 1.3511 1.3511 1.3511 1.3502
S1 1.3467 1.3467 1.3495 1.3450
S2 1.3433 1.3433 1.3488
S3 1.3355 1.3389 1.3481
S4 1.3277 1.3311 1.3459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3554 1.3476 0.0078 0.6% 0.0027 0.2% 33% False False 611
10 1.3662 1.3476 0.0186 1.4% 0.0026 0.2% 14% False False 464
20 1.3733 1.3476 0.0257 1.9% 0.0025 0.2% 10% False False 386
40 1.3740 1.3405 0.0335 2.5% 0.0021 0.2% 29% False False 308
60 1.3740 1.3175 0.0565 4.2% 0.0021 0.2% 58% False False 274
80 1.3740 1.3040 0.0700 5.2% 0.0018 0.1% 66% False False 207
100 1.3740 1.3012 0.0728 5.4% 0.0014 0.1% 67% False False 169
120 1.3740 1.3012 0.0728 5.4% 0.0012 0.1% 67% False False 143
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 True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3608
2.618 1.3574
1.618 1.3553
1.000 1.3540
0.618 1.3532
HIGH 1.3519
0.618 1.3511
0.500 1.3509
0.382 1.3506
LOW 1.3498
0.618 1.3485
1.000 1.3477
1.618 1.3464
2.618 1.3443
4.250 1.3409
Fisher Pivots for day following 25-May-2007
Pivot 1 day 3 day
R1 1.3509 1.3515
PP 1.3506 1.3511
S1 1.3504 1.3506

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

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