CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 1.3686 1.3665 -0.0021 -0.2% 1.3527
High 1.3687 1.3695 0.0008 0.1% 1.3606
Low 1.3670 1.3650 -0.0020 -0.1% 1.3501
Close 1.3686 1.3665 -0.0021 -0.2% 1.3601
Range 0.0017 0.0045 0.0028 164.7% 0.0105
ATR 0.0040 0.0041 0.0000 0.8% 0.0000
Volume 369 122 -247 -66.9% 819
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3805 1.3780 1.3690
R3 1.3760 1.3735 1.3677
R2 1.3715 1.3715 1.3673
R1 1.3690 1.3690 1.3669 1.3688
PP 1.3670 1.3670 1.3670 1.3669
S1 1.3645 1.3645 1.3661 1.3643
S2 1.3625 1.3625 1.3657
S3 1.3580 1.3600 1.3653
S4 1.3535 1.3555 1.3640
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 1.3695 1.3505 0.0190 1.4% 0.0024 0.2% 84% True False 184
10 1.3695 1.3460 0.0235 1.7% 0.0019 0.1% 87% True False 176
20 1.3695 1.3382 0.0313 2.3% 0.0013 0.1% 90% True False 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3886
2.618 1.3813
1.618 1.3768
1.000 1.3740
0.618 1.3723
HIGH 1.3695
0.618 1.3678
0.500 1.3673
0.382 1.3667
LOW 1.3650
0.618 1.3622
1.000 1.3605
1.618 1.3577
2.618 1.3532
4.250 1.3459
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 1.3673 1.3673
PP 1.3670 1.3670
S1 1.3668 1.3668

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

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