CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 1.3604 1.3518 -0.0086 -0.6% 1.3847
High 1.3625 1.3540 -0.0085 -0.6% 1.3870
Low 1.3588 1.3505 -0.0083 -0.6% 1.3712
Close 1.3588 1.3506 -0.0082 -0.6% 1.3746
Range 0.0037 0.0035 -0.0002 -5.4% 0.0158
ATR 0.0056 0.0058 0.0002 3.4% 0.0000
Volume 1,004 961 -43 -4.3% 4,100
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3622 1.3599 1.3525
R3 1.3587 1.3564 1.3516
R2 1.3552 1.3552 1.3512
R1 1.3529 1.3529 1.3509 1.3523
PP 1.3517 1.3517 1.3517 1.3514
S1 1.3494 1.3494 1.3503 1.3488
S2 1.3482 1.3482 1.3500
S3 1.3447 1.3459 1.3496
S4 1.3412 1.3424 1.3487
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 1.3750 1.3505 0.0245 1.8% 0.0029 0.2% 0% False True 976
10 1.3870 1.3505 0.0365 2.7% 0.0027 0.2% 0% False True 769
20 1.3905 1.3505 0.0400 3.0% 0.0028 0.2% 0% False True 565
40 1.3905 1.3460 0.0445 3.3% 0.0025 0.2% 10% False False 393
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3689
2.618 1.3632
1.618 1.3597
1.000 1.3575
0.618 1.3562
HIGH 1.3540
0.618 1.3527
0.500 1.3523
0.382 1.3518
LOW 1.3505
0.618 1.3483
1.000 1.3470
1.618 1.3448
2.618 1.3413
4.250 1.3356
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 1.3523 1.3589
PP 1.3517 1.3561
S1 1.3512 1.3534

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

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