CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 1.3504 1.3460 -0.0044 -0.3% 1.3433
High 1.3504 1.3460 -0.0044 -0.3% 1.3454
Low 1.3490 1.3460 -0.0030 -0.2% 1.3382
Close 1.3491 1.3460 -0.0031 -0.2% 1.3452
Range 0.0014 0.0000 -0.0014 -100.0% 0.0072
ATR 0.0033 0.0033 0.0000 -0.5% 0.0000
Volume 72 97 25 34.7% 241
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3460 1.3460 1.3460
R3 1.3460 1.3460 1.3460
R2 1.3460 1.3460 1.3460
R1 1.3460 1.3460 1.3460 1.3460
PP 1.3460 1.3460 1.3460 1.3460
S1 1.3460 1.3460 1.3460 1.3460
S2 1.3460 1.3460 1.3460
S3 1.3460 1.3460 1.3460
S4 1.3460 1.3460 1.3460
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3645 1.3621 1.3492
R3 1.3573 1.3549 1.3472
R2 1.3501 1.3501 1.3465
R1 1.3477 1.3477 1.3459 1.3489
PP 1.3429 1.3429 1.3429 1.3436
S1 1.3405 1.3405 1.3445 1.3417
S2 1.3357 1.3357 1.3439
S3 1.3285 1.3333 1.3432
S4 1.3213 1.3261 1.3412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3504 1.3443 0.0061 0.5% 0.0005 0.0% 28% False False 115
10 1.3504 1.3382 0.0122 0.9% 0.0003 0.0% 64% False False 104
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 1.3460
2.618 1.3460
1.618 1.3460
1.000 1.3460
0.618 1.3460
HIGH 1.3460
0.618 1.3460
0.500 1.3460
0.382 1.3460
LOW 1.3460
0.618 1.3460
1.000 1.3460
1.618 1.3460
2.618 1.3460
4.250 1.3460
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 1.3460 1.3482
PP 1.3460 1.3475
S1 1.3460 1.3467

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

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