CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 1.3743 1.3819 0.0076 0.6% 1.3741
High 1.3743 1.3845 0.0102 0.7% 1.3845
Low 1.3743 1.3760 0.0017 0.1% 1.3710
Close 1.3743 1.3851 0.0108 0.8% 1.3851
Range 0.0000 0.0085 0.0085 0.0135
ATR 0.0045 0.0050 0.0004 8.9% 0.0000
Volume 477 263 -214 -44.9% 2,276
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4074 1.4047 1.3898
R3 1.3989 1.3962 1.3874
R2 1.3904 1.3904 1.3867
R1 1.3877 1.3877 1.3859 1.3891
PP 1.3819 1.3819 1.3819 1.3825
S1 1.3792 1.3792 1.3843 1.3806
S2 1.3734 1.3734 1.3835
S3 1.3649 1.3707 1.3828
S4 1.3564 1.3622 1.3804
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4207 1.4164 1.3925
R3 1.4072 1.4029 1.3888
R2 1.3937 1.3937 1.3876
R1 1.3894 1.3894 1.3863 1.3916
PP 1.3802 1.3802 1.3802 1.3813
S1 1.3759 1.3759 1.3839 1.3781
S2 1.3667 1.3667 1.3826
S3 1.3532 1.3624 1.3814
S4 1.3397 1.3489 1.3777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3845 1.3710 0.0135 1.0% 0.0036 0.3% 104% True False 455
10 1.3905 1.3690 0.0215 1.6% 0.0033 0.2% 75% False False 400
20 1.3905 1.3686 0.0219 1.6% 0.0027 0.2% 75% False False 339
40 1.3905 1.3382 0.0523 3.8% 0.0020 0.1% 90% False False 241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.4206
2.618 1.4068
1.618 1.3983
1.000 1.3930
0.618 1.3898
HIGH 1.3845
0.618 1.3813
0.500 1.3803
0.382 1.3792
LOW 1.3760
0.618 1.3707
1.000 1.3675
1.618 1.3622
2.618 1.3537
4.250 1.3399
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 1.3835 1.3827
PP 1.3819 1.3802
S1 1.3803 1.3778

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

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