CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	1.3700	1.3741	0.0041	0.3%	1.3862
High	1.3715	1.3741	0.0026	0.2%	1.3905
Low	1.3690	1.3732	0.0042	0.3%	1.3690
Close	1.3701	1.3741	0.0040	0.3%	1.3701
Range	0.0025	0.0009	-0.0016	-64.0%	0.0215
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	465	716	251	54.0%	1,733

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3765	1.3762	1.3746
R3	1.3756	1.3753	1.3743
R2	1.3747	1.3747	1.3743
R1	1.3744	1.3744	1.3742	1.3746
PP	1.3738	1.3738	1.3738	1.3739
S1	1.3735	1.3735	1.3740	1.3737
S2	1.3729	1.3729	1.3739
S3	1.3720	1.3726	1.3739
S4	1.3711	1.3717	1.3736

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4410	1.4271	1.3819
R3	1.4195	1.4056	1.3760
R2	1.3980	1.3980	1.3740
R1	1.3841	1.3841	1.3721	1.3803
PP	1.3765	1.3765	1.3765	1.3747
S1	1.3626	1.3626	1.3681	1.3588
S2	1.3550	1.3550	1.3662
S3	1.3335	1.3411	1.3642
S4	1.3120	1.3196	1.3583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3905	1.3690	0.0215	1.6%	0.0032	0.2%	24%	False	False	435
10	1.3905	1.3690	0.0215	1.6%	0.0026	0.2%	24%	False	False	309
20	1.3905	1.3640	0.0265	1.9%	0.0024	0.2%	38%	False	False	305
40	1.3905	1.3382	0.0523	3.8%	0.0017	0.1%	69%	False	False	208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3779
2.618	1.3765
1.618	1.3756
1.000	1.3750
0.618	1.3747
HIGH	1.3741
0.618	1.3738
0.500	1.3737
0.382	1.3735
LOW	1.3732
0.618	1.3726
1.000	1.3723
1.618	1.3717
2.618	1.3708
4.250	1.3694

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	1.3740	1.3758
PP	1.3738	1.3752
S1	1.3737	1.3747

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