CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 1.3537 1.3515 -0.0022 -0.2% 1.3486
High 1.3537 1.3514 -0.0023 -0.2% 1.3535
Low 1.3537 1.3501 -0.0036 -0.3% 1.3460
Close 1.3537 1.3515 -0.0022 -0.2% 1.3536
Range 0.0000 0.0013 0.0013 0.0075
ATR 0.0033 0.0033 0.0000 0.7% 0.0000
Volume 155 133 -22 -14.2% 600
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3549 1.3545 1.3522
R3 1.3536 1.3532 1.3519
R2 1.3523 1.3523 1.3517
R1 1.3519 1.3519 1.3516 1.3522
PP 1.3510 1.3510 1.3510 1.3511
S1 1.3506 1.3506 1.3514 1.3509
S2 1.3497 1.3497 1.3513
S3 1.3484 1.3493 1.3511
S4 1.3471 1.3480 1.3508
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% 69% False False 167
10 1.3540 1.3385 0.0155 1.1% 0.0010 0.1% 84% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3569
2.618 1.3548
1.618 1.3535
1.000 1.3527
0.618 1.3522
HIGH 1.3514
0.618 1.3509
0.500 1.3508
0.382 1.3506
LOW 1.3501
0.618 1.3493
1.000 1.3488
1.618 1.3480
2.618 1.3467
4.250 1.3446
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 1.3513 1.3521
PP 1.3510 1.3519
S1 1.3508 1.3517

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

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