CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 1.3529 1.3527 -0.0002 0.0% 1.3486
High 1.3535 1.3540 0.0005 0.0% 1.3535
Low 1.3501 1.3517 0.0016 0.1% 1.3460
Close 1.3536 1.3536 0.0000 0.0% 1.3536
Range 0.0034 0.0023 -0.0011 -32.4% 0.0075
ATR 0.0036 0.0035 -0.0001 -2.6% 0.0000
Volume 123 330 207 168.3% 600
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3600 1.3591 1.3549
R3 1.3577 1.3568 1.3542
R2 1.3554 1.3554 1.3540
R1 1.3545 1.3545 1.3538 1.3550
PP 1.3531 1.3531 1.3531 1.3533
S1 1.3522 1.3522 1.3534 1.3527
S2 1.3508 1.3508 1.3532
S3 1.3485 1.3499 1.3530
S4 1.3462 1.3476 1.3523
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3735 1.3711 1.3577
R3 1.3660 1.3636 1.3557
R2 1.3585 1.3585 1.3550
R1 1.3561 1.3561 1.3543 1.3573
PP 1.3510 1.3510 1.3510 1.3517
S1 1.3486 1.3486 1.3529 1.3498
S2 1.3435 1.3435 1.3522
S3 1.3360 1.3411 1.3515
S4 1.3285 1.3336 1.3495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3540 1.3460 0.0080 0.6% 0.0014 0.1% 95% True False 137
10 1.3540 1.3382 0.0158 1.2% 0.0008 0.1% 97% True False 114
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 1.3638
2.618 1.3600
1.618 1.3577
1.000 1.3563
0.618 1.3554
HIGH 1.3540
0.618 1.3531
0.500 1.3529
0.382 1.3526
LOW 1.3517
0.618 1.3503
1.000 1.3494
1.618 1.3480
2.618 1.3457
4.250 1.3419
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 1.3534 1.3524
PP 1.3531 1.3512
S1 1.3529 1.3500

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

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