CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 1.4129 1.4150 0.0021 0.1% 1.3909
High 1.4175 1.4161 -0.0014 -0.1% 1.4120
Low 1.4128 1.4137 0.0009 0.1% 1.3883
Close 1.4164 1.4155 -0.0009 -0.1% 1.4102
Range 0.0047 0.0024 -0.0023 -48.9% 0.0237
ATR 0.0065 0.0063 -0.0003 -4.2% 0.0000
Volume 97,456 133,630 36,174 37.1% 789,838
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4223 1.4213 1.4168
R3 1.4199 1.4189 1.4162
R2 1.4175 1.4175 1.4159
R1 1.4165 1.4165 1.4157 1.4170
PP 1.4151 1.4151 1.4151 1.4154
S1 1.4141 1.4141 1.4153 1.4146
S2 1.4127 1.4127 1.4151
S3 1.4103 1.4117 1.4148
S4 1.4079 1.4093 1.4142
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4746 1.4661 1.4232
R3 1.4509 1.4424 1.4167
R2 1.4272 1.4272 1.4145
R1 1.4187 1.4187 1.4124 1.4230
PP 1.4035 1.4035 1.4035 1.4056
S1 1.3950 1.3950 1.4080 1.3993
S2 1.3798 1.3798 1.4059
S3 1.3561 1.3713 1.4037
S4 1.3324 1.3476 1.3972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4175 1.4044 0.0131 0.9% 0.0048 0.3% 85% False False 135,990
10 1.4175 1.3878 0.0297 2.1% 0.0052 0.4% 93% False False 144,940
20 1.4175 1.3600 0.0575 4.1% 0.0054 0.4% 97% False False 79,667
40 1.4175 1.3430 0.0745 5.3% 0.0044 0.3% 97% False False 40,241
60 1.4175 1.3430 0.0745 5.3% 0.0038 0.3% 97% False False 26,933
80 1.4175 1.3382 0.0793 5.6% 0.0031 0.2% 97% False False 20,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.4263
2.618 1.4224
1.618 1.4200
1.000 1.4185
0.618 1.4176
HIGH 1.4161
0.618 1.4152
0.500 1.4149
0.382 1.4146
LOW 1.4137
0.618 1.4122
1.000 1.4113
1.618 1.4098
2.618 1.4074
4.250 1.4035
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 1.4153 1.4147
PP 1.4151 1.4139
S1 1.4149 1.4132

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

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