CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 1.3750 1.3730 -0.0020 -0.1% 1.3847
High 1.3750 1.3740 -0.0010 -0.1% 1.3870
Low 1.3720 1.3712 -0.0008 -0.1% 1.3712
Close 1.3733 1.3746 0.0013 0.1% 1.3746
Range 0.0030 0.0028 -0.0002 -6.7% 0.0158
ATR 0.0054 0.0052 -0.0002 -3.4% 0.0000
Volume 756 1,271 515 68.1% 4,100
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3817 1.3809 1.3761
R3 1.3789 1.3781 1.3754
R2 1.3761 1.3761 1.3751
R1 1.3753 1.3753 1.3749 1.3757
PP 1.3733 1.3733 1.3733 1.3735
S1 1.3725 1.3725 1.3743 1.3729
S2 1.3705 1.3705 1.3741
S3 1.3677 1.3697 1.3738
S4 1.3649 1.3669 1.3731
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4250 1.4156 1.3833
R3 1.4092 1.3998 1.3789
R2 1.3934 1.3934 1.3775
R1 1.3840 1.3840 1.3760 1.3808
PP 1.3776 1.3776 1.3776 1.3760
S1 1.3682 1.3682 1.3732 1.3650
S2 1.3618 1.3618 1.3717
S3 1.3460 1.3524 1.3703
S4 1.3302 1.3366 1.3659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3870 1.3712 0.0158 1.1% 0.0021 0.1% 22% False True 820
10 1.3870 1.3710 0.0160 1.2% 0.0028 0.2% 23% False False 637
20 1.3905 1.3690 0.0215 1.6% 0.0027 0.2% 26% False False 460
40 1.3905 1.3443 0.0462 3.4% 0.0023 0.2% 66% False False 332
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3859
2.618 1.3813
1.618 1.3785
1.000 1.3768
0.618 1.3757
HIGH 1.3740
0.618 1.3729
0.500 1.3726
0.382 1.3723
LOW 1.3712
0.618 1.3695
1.000 1.3684
1.618 1.3667
2.618 1.3639
4.250 1.3593
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 1.3739 1.3791
PP 1.3733 1.3776
S1 1.3726 1.3761

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

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