CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 1.4150 1.4209 0.0059 0.4% 1.3909
High 1.4161 1.4210 0.0049 0.3% 1.4120
Low 1.4137 1.4154 0.0017 0.1% 1.3883
Close 1.4155 1.4182 0.0027 0.2% 1.4102
Range 0.0024 0.0056 0.0032 133.3% 0.0237
ATR 0.0063 0.0062 0.0000 -0.8% 0.0000
Volume 133,630 115,731 -17,899 -13.4% 789,838
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4350 1.4322 1.4213
R3 1.4294 1.4266 1.4197
R2 1.4238 1.4238 1.4192
R1 1.4210 1.4210 1.4187 1.4196
PP 1.4182 1.4182 1.4182 1.4175
S1 1.4154 1.4154 1.4177 1.4140
S2 1.4126 1.4126 1.4172
S3 1.4070 1.4098 1.4167
S4 1.4014 1.4042 1.4151
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 1.4210 1.4064 0.0146 1.0% 0.0044 0.3% 81% True False 130,903
10 1.4210 1.3878 0.0332 2.3% 0.0054 0.4% 92% True False 144,290
20 1.4210 1.3600 0.0610 4.3% 0.0055 0.4% 95% True False 85,398
40 1.4210 1.3430 0.0780 5.5% 0.0044 0.3% 96% True False 43,125
60 1.4210 1.3430 0.0780 5.5% 0.0038 0.3% 96% True False 28,856
80 1.4210 1.3382 0.0828 5.8% 0.0032 0.2% 97% True False 21,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4448
2.618 1.4357
1.618 1.4301
1.000 1.4266
0.618 1.4245
HIGH 1.4210
0.618 1.4189
0.500 1.4182
0.382 1.4175
LOW 1.4154
0.618 1.4119
1.000 1.4098
1.618 1.4063
2.618 1.4007
4.250 1.3916
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 1.4182 1.4178
PP 1.4182 1.4173
S1 1.4182 1.4169

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

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