CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 1.3838 1.3860 0.0022 0.2% 1.3615
High 1.3850 1.3884 0.0034 0.2% 1.3835
Low 1.3818 1.3852 0.0034 0.2% 1.3600
Close 1.3842 1.3870 0.0028 0.2% 1.3805
Range 0.0032 0.0032 0.0000 0.0% 0.0235
ATR 0.0065 0.0063 -0.0002 -2.5% 0.0000
Volume 19,680 29,531 9,851 50.1% 45,257
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3965 1.3949 1.3888
R3 1.3933 1.3917 1.3879
R2 1.3901 1.3901 1.3876
R1 1.3885 1.3885 1.3873 1.3893
PP 1.3869 1.3869 1.3869 1.3873
S1 1.3853 1.3853 1.3867 1.3861
S2 1.3837 1.3837 1.3864
S3 1.3805 1.3821 1.3861
S4 1.3773 1.3789 1.3852
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4452 1.4363 1.3934
R3 1.4217 1.4128 1.3870
R2 1.3982 1.3982 1.3848
R1 1.3893 1.3893 1.3827 1.3938
PP 1.3747 1.3747 1.3747 1.3769
S1 1.3658 1.3658 1.3783 1.3703
S2 1.3512 1.3512 1.3762
S3 1.3277 1.3423 1.3740
S4 1.3042 1.3188 1.3676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3884 1.3621 0.0263 1.9% 0.0063 0.5% 95% True False 18,065
10 1.3884 1.3600 0.0284 2.0% 0.0055 0.4% 95% True False 10,379
20 1.3884 1.3430 0.0454 3.3% 0.0046 0.3% 97% True False 5,658
40 1.3905 1.3430 0.0475 3.4% 0.0037 0.3% 93% False False 3,070
60 1.3905 1.3430 0.0475 3.4% 0.0031 0.2% 93% False False 2,120
Crabel Price Patterns
NR False
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 0.0010
Fibonacci Retracements and Extensions
4.250 1.4020
2.618 1.3968
1.618 1.3936
1.000 1.3916
0.618 1.3904
HIGH 1.3884
0.618 1.3872
0.500 1.3868
0.382 1.3864
LOW 1.3852
0.618 1.3832
1.000 1.3820
1.618 1.3800
2.618 1.3768
4.250 1.3716
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 1.3869 1.3851
PP 1.3869 1.3831
S1 1.3868 1.3812

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

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