CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 1.3518 1.3459 -0.0059 -0.4% 1.3847
High 1.3540 1.3472 -0.0068 -0.5% 1.3870
Low 1.3505 1.3430 -0.0075 -0.6% 1.3712
Close 1.3506 1.3446 -0.0060 -0.4% 1.3746
Range 0.0035 0.0042 0.0007 20.0% 0.0158
ATR 0.0058 0.0060 0.0001 2.2% 0.0000
Volume 961 1,090 129 13.4% 4,100
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3575 1.3553 1.3469
R3 1.3533 1.3511 1.3458
R2 1.3491 1.3491 1.3454
R1 1.3469 1.3469 1.3450 1.3459
PP 1.3449 1.3449 1.3449 1.3445
S1 1.3427 1.3427 1.3442 1.3417
S2 1.3407 1.3407 1.3438
S3 1.3365 1.3385 1.3434
S4 1.3323 1.3343 1.3423
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 1.3740 1.3430 0.0310 2.3% 0.0031 0.2% 5% False True 1,043
10 1.3870 1.3430 0.0440 3.3% 0.0032 0.2% 4% False True 830
20 1.3905 1.3430 0.0475 3.5% 0.0029 0.2% 3% False True 610
40 1.3905 1.3430 0.0475 3.5% 0.0025 0.2% 3% False True 418
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 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3651
2.618 1.3582
1.618 1.3540
1.000 1.3514
0.618 1.3498
HIGH 1.3472
0.618 1.3456
0.500 1.3451
0.382 1.3446
LOW 1.3430
0.618 1.3404
1.000 1.3388
1.618 1.3362
2.618 1.3320
4.250 1.3252
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 1.3451 1.3528
PP 1.3449 1.3500
S1 1.3448 1.3473

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

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