CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 1.3847 1.3800 -0.0047 -0.3% 1.3741
High 1.3858 1.3800 -0.0058 -0.4% 1.3845
Low 1.3835 1.3800 -0.0035 -0.3% 1.3710
Close 1.3847 1.3809 -0.0038 -0.3% 1.3851
Range 0.0023 0.0000 -0.0023 -100.0% 0.0135
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 411 885 474 115.3% 2,276
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3803 1.3806 1.3809
R3 1.3803 1.3806 1.3809
R2 1.3803 1.3803 1.3809
R1 1.3806 1.3806 1.3809 1.3805
PP 1.3803 1.3803 1.3803 1.3802
S1 1.3806 1.3806 1.3809 1.3805
S2 1.3803 1.3803 1.3809
S3 1.3803 1.3806 1.3809
S4 1.3803 1.3806 1.3809
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 1.3858 1.3710 0.0148 1.1% 0.0032 0.2% 67% False False 479
10 1.3858 1.3690 0.0168 1.2% 0.0032 0.2% 71% False False 485
20 1.3905 1.3690 0.0215 1.6% 0.0024 0.2% 55% False False 393
40 1.3905 1.3382 0.0523 3.8% 0.0021 0.2% 82% False False 264
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3800
2.618 1.3800
1.618 1.3800
1.000 1.3800
0.618 1.3800
HIGH 1.3800
0.618 1.3800
0.500 1.3800
0.382 1.3800
LOW 1.3800
0.618 1.3800
1.000 1.3800
1.618 1.3800
2.618 1.3800
4.250 1.3800
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 1.3806 1.3809
PP 1.3803 1.3809
S1 1.3800 1.3809

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

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