CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 1.3692 1.3686 -0.0006 0.0% 1.3527
High 1.3692 1.3687 -0.0005 0.0% 1.3606
Low 1.3692 1.3670 -0.0022 -0.2% 1.3501
Close 1.3692 1.3686 -0.0006 0.0% 1.3601
Range 0.0000 0.0017 0.0017 0.0105
ATR 0.0042 0.0040 -0.0001 -3.4% 0.0000
Volume 232 369 137 59.1% 819
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3732 1.3726 1.3695
R3 1.3715 1.3709 1.3691
R2 1.3698 1.3698 1.3689
R1 1.3692 1.3692 1.3688 1.3695
PP 1.3681 1.3681 1.3681 1.3682
S1 1.3675 1.3675 1.3684 1.3678
S2 1.3664 1.3664 1.3683
S3 1.3647 1.3658 1.3681
S4 1.3630 1.3641 1.3677
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3884 1.3848 1.3659
R3 1.3779 1.3743 1.3630
R2 1.3674 1.3674 1.3620
R1 1.3638 1.3638 1.3611 1.3656
PP 1.3569 1.3569 1.3569 1.3579
S1 1.3533 1.3533 1.3591 1.3551
S2 1.3464 1.3464 1.3582
S3 1.3359 1.3428 1.3572
S4 1.3254 1.3323 1.3543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3692 1.3501 0.0191 1.4% 0.0018 0.1% 97% False False 187
10 1.3692 1.3460 0.0232 1.7% 0.0016 0.1% 97% False False 171
20 1.3692 1.3382 0.0310 2.3% 0.0011 0.1% 98% False False 135
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3759
2.618 1.3732
1.618 1.3715
1.000 1.3704
0.618 1.3698
HIGH 1.3687
0.618 1.3681
0.500 1.3679
0.382 1.3676
LOW 1.3670
0.618 1.3659
1.000 1.3653
1.618 1.3642
2.618 1.3625
4.250 1.3598
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 1.3684 1.3669
PP 1.3681 1.3651
S1 1.3679 1.3634

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

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