CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 1.3517 1.3555 0.0038 0.3% 1.3673
High 1.3528 1.3575 0.0047 0.3% 1.3673
Low 1.3500 1.3540 0.0040 0.3% 1.3430
Close 1.3503 1.3567 0.0064 0.5% 1.3513
Range 0.0028 0.0035 0.0007 25.0% 0.0243
ATR 0.0060 0.0061 0.0001 1.4% 0.0000
Volume 1,052 673 -379 -36.0% 4,805
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3666 1.3651 1.3586
R3 1.3631 1.3616 1.3577
R2 1.3596 1.3596 1.3573
R1 1.3581 1.3581 1.3570 1.3589
PP 1.3561 1.3561 1.3561 1.3564
S1 1.3546 1.3546 1.3564 1.3554
S2 1.3526 1.3526 1.3561
S3 1.3491 1.3511 1.3557
S4 1.3456 1.3476 1.3548
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% 90% False False 997
10 1.3750 1.3430 0.0320 2.4% 0.0035 0.3% 43% False False 986
20 1.3870 1.3430 0.0440 3.2% 0.0033 0.2% 31% False False 758
40 1.3905 1.3430 0.0475 3.5% 0.0028 0.2% 29% False False 498
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3724
2.618 1.3667
1.618 1.3632
1.000 1.3610
0.618 1.3597
HIGH 1.3575
0.618 1.3562
0.500 1.3558
0.382 1.3553
LOW 1.3540
0.618 1.3518
1.000 1.3505
1.618 1.3483
2.618 1.3448
4.250 1.3391
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 1.3564 1.3557
PP 1.3561 1.3547
S1 1.3558 1.3538

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

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