CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 1.3737 1.3744 0.0007 0.1% 1.3862
High 1.3772 1.3760 -0.0012 -0.1% 1.3905
Low 1.3736 1.3710 -0.0026 -0.2% 1.3690
Close 1.3742 1.3710 -0.0032 -0.2% 1.3701
Range 0.0036 0.0050 0.0014 38.9% 0.0215
ATR 0.0046 0.0046 0.0000 0.6% 0.0000
Volume 458 362 -96 -21.0% 1,733
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3877 1.3843 1.3738
R3 1.3827 1.3793 1.3724
R2 1.3777 1.3777 1.3719
R1 1.3743 1.3743 1.3715 1.3735
PP 1.3727 1.3727 1.3727 1.3723
S1 1.3693 1.3693 1.3705 1.3685
S2 1.3677 1.3677 1.3701
S3 1.3627 1.3643 1.3696
S4 1.3577 1.3593 1.3683
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 1.3825 1.3690 0.0135 1.0% 0.0034 0.2% 15% False False 498
10 1.3905 1.3690 0.0215 1.6% 0.0029 0.2% 9% False False 361
20 1.3905 1.3640 0.0265 1.9% 0.0028 0.2% 26% False False 316
40 1.3905 1.3382 0.0523 3.8% 0.0019 0.1% 63% False False 226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3973
2.618 1.3891
1.618 1.3841
1.000 1.3810
0.618 1.3791
HIGH 1.3760
0.618 1.3741
0.500 1.3735
0.382 1.3729
LOW 1.3710
0.618 1.3679
1.000 1.3660
1.618 1.3629
2.618 1.3579
4.250 1.3498
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 1.3735 1.3741
PP 1.3727 1.3731
S1 1.3718 1.3720

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

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