CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 1.3771 1.3816 0.0045 0.3% 1.3692
High 1.3795 1.3840 0.0045 0.3% 1.3700
Low 1.3730 1.3816 0.0086 0.6% 1.3640
Close 1.3794 1.3826 0.0032 0.2% 1.3686
Range 0.0065 0.0024 -0.0041 -63.1% 0.0060
ATR 0.0045 0.0045 0.0000 0.2% 0.0000
Volume 79 550 471 596.2% 875
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3899 1.3887 1.3839
R3 1.3875 1.3863 1.3833
R2 1.3851 1.3851 1.3830
R1 1.3839 1.3839 1.3828 1.3845
PP 1.3827 1.3827 1.3827 1.3831
S1 1.3815 1.3815 1.3824 1.3821
S2 1.3803 1.3803 1.3822
S3 1.3779 1.3791 1.3819
S4 1.3755 1.3767 1.3813
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3855 1.3831 1.3719
R3 1.3795 1.3771 1.3703
R2 1.3735 1.3735 1.3697
R1 1.3711 1.3711 1.3692 1.3693
PP 1.3675 1.3675 1.3675 1.3667
S1 1.3651 1.3651 1.3681 1.3633
S2 1.3615 1.3615 1.3675
S3 1.3555 1.3591 1.3670
S4 1.3495 1.3531 1.3653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3840 1.3640 0.0200 1.4% 0.0041 0.3% 93% True False 210
10 1.3840 1.3501 0.0339 2.5% 0.0029 0.2% 96% True False 198
20 1.3840 1.3382 0.0458 3.3% 0.0019 0.1% 97% True False 163
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3942
2.618 1.3903
1.618 1.3879
1.000 1.3864
0.618 1.3855
HIGH 1.3840
0.618 1.3831
0.500 1.3828
0.382 1.3825
LOW 1.3816
0.618 1.3801
1.000 1.3792
1.618 1.3777
2.618 1.3753
4.250 1.3714
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 1.3828 1.3805
PP 1.3827 1.3784
S1 1.3827 1.3763

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

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