CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 18-Jul-2007

Day Change Summary
	Previous	Current
	17-Jul-2007	18-Jul-2007	Change	Change %	Previous Week
Open	1.3854	1.3856	0.0002	0.0%	1.3695
High	1.3854	1.3875	0.0021	0.2%	1.3850
Low	1.3842	1.3825	-0.0017	-0.1%	1.3686
Close	1.3843	1.3856	0.0013	0.1%	1.3850
Range	0.0012	0.0050	0.0038	316.7%	0.0164
ATR	0.0036	0.0037	0.0001	2.8%	0.0000
Volume	113	184	71	62.8%	1,681

Daily Pivots for day following 18-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4002	1.3979	1.3884
R3	1.3952	1.3929	1.3870
R2	1.3902	1.3902	1.3865
R1	1.3879	1.3879	1.3861	1.3881
PP	1.3852	1.3852	1.3852	1.3853
S1	1.3829	1.3829	1.3851	1.3831
S2	1.3802	1.3802	1.3847
S3	1.3752	1.3779	1.3842
S4	1.3702	1.3729	1.3829

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4287	1.4233	1.3940
R3	1.4123	1.4069	1.3895
R2	1.3959	1.3959	1.3880
R1	1.3905	1.3905	1.3865	1.3932
PP	1.3795	1.3795	1.3795	1.3809
S1	1.3741	1.3741	1.3835	1.3768
S2	1.3631	1.3631	1.3820
S3	1.3467	1.3577	1.3805
S4	1.3303	1.3413	1.3760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3875	1.3825	0.0050	0.4%	0.0012	0.1%	62%	True	True	331
10	1.3875	1.3640	0.0235	1.7%	0.0027	0.2%	92%	True	False	270
20	1.3875	1.3460	0.0415	3.0%	0.0021	0.2%	95%	True	False	221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4088
2.618	1.4006
1.618	1.3956
1.000	1.3925
0.618	1.3906
HIGH	1.3875
0.618	1.3856
0.500	1.3850
0.382	1.3844
LOW	1.3825
0.618	1.3794
1.000	1.3775
1.618	1.3744
2.618	1.3694
4.250	1.3613

Fisher Pivots for day following 18-Jul-2007
Pivot	1 day	3 day
R1	1.3854	1.3854
PP	1.3852	1.3852
S1	1.3850	1.3850

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols