CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 21-Aug-2007

Day Change Summary
	Previous	Current
	20-Aug-2007	21-Aug-2007	Change	Change %	Previous Week
Open	1.3504	1.3517	0.0013	0.1%	1.3673
High	1.3532	1.3528	-0.0004	0.0%	1.3673
Low	1.3500	1.3500	0.0000	0.0%	1.3430
Close	1.3517	1.3503	-0.0014	-0.1%	1.3513
Range	0.0032	0.0028	-0.0004	-12.5%	0.0243
ATR	0.0063	0.0060	-0.0002	-4.0%	0.0000
Volume	1,312	1,052	-260	-19.8%	4,805

Daily Pivots for day following 21-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3594	1.3577	1.3518
R3	1.3566	1.3549	1.3511
R2	1.3538	1.3538	1.3508
R1	1.3521	1.3521	1.3506	1.3516
PP	1.3510	1.3510	1.3510	1.3508
S1	1.3493	1.3493	1.3500	1.3488
S2	1.3482	1.3482	1.3498
S3	1.3454	1.3465	1.3495
S4	1.3426	1.3437	1.3488

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4268	1.4133	1.3647
R3	1.4025	1.3890	1.3580
R2	1.3782	1.3782	1.3558
R1	1.3647	1.3647	1.3535	1.3593
PP	1.3539	1.3539	1.3539	1.3512
S1	1.3404	1.3404	1.3491	1.3350
S2	1.3296	1.3296	1.3468
S3	1.3053	1.3161	1.3446
S4	1.2810	1.2918	1.3379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3582	1.3430	0.0152	1.1%	0.0042	0.3%	48%	False	False	1,054
10	1.3870	1.3430	0.0440	3.3%	0.0034	0.3%	17%	False	False	997
20	1.3870	1.3430	0.0440	3.3%	0.0033	0.2%	17%	False	False	741
40	1.3905	1.3430	0.0475	3.5%	0.0027	0.2%	15%	False	False	485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3647
2.618	1.3601
1.618	1.3573
1.000	1.3556
0.618	1.3545
HIGH	1.3528
0.618	1.3517
0.500	1.3514
0.382	1.3511
LOW	1.3500
0.618	1.3483
1.000	1.3472
1.618	1.3455
2.618	1.3427
4.250	1.3381

Fisher Pivots for day following 21-Aug-2007
Pivot	1 day	3 day
R1	1.3514	1.3541
PP	1.3510	1.3528
S1	1.3507	1.3516

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols