CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 1.3800 1.3846 0.0046 0.3% 1.3741
High 1.3800 1.3870 0.0070 0.5% 1.3845
Low 1.3800 1.3848 0.0048 0.3% 1.3710
Close 1.3809 1.3846 0.0037 0.3% 1.3851
Range 0.0000 0.0022 0.0022 0.0135
ATR 0.0048 0.0049 0.0001 2.0% 0.0000
Volume 885 777 -108 -12.2% 2,276
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3921 1.3905 1.3858
R3 1.3899 1.3883 1.3852
R2 1.3877 1.3877 1.3850
R1 1.3861 1.3861 1.3848 1.3857
PP 1.3855 1.3855 1.3855 1.3853
S1 1.3839 1.3839 1.3844 1.3835
S2 1.3833 1.3833 1.3842
S3 1.3811 1.3817 1.3840
S4 1.3789 1.3795 1.3834
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 1.3870 1.3743 0.0127 0.9% 0.0026 0.2% 81% True False 562
10 1.3870 1.3690 0.0180 1.3% 0.0030 0.2% 87% True False 530
20 1.3905 1.3690 0.0215 1.6% 0.0024 0.2% 73% False False 404
40 1.3905 1.3382 0.0523 3.8% 0.0021 0.2% 89% False False 284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3964
2.618 1.3928
1.618 1.3906
1.000 1.3892
0.618 1.3884
HIGH 1.3870
0.618 1.3862
0.500 1.3859
0.382 1.3856
LOW 1.3848
0.618 1.3834
1.000 1.3826
1.618 1.3812
2.618 1.3790
4.250 1.3755
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 1.3859 1.3842
PP 1.3855 1.3839
S1 1.3850 1.3835

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

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