CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 1.4197 1.4242 0.0045 0.3% 1.4150
High 1.4230 1.4256 0.0026 0.2% 1.4261
Low 1.4171 1.4213 0.0042 0.3% 1.4047
Close 1.4192 1.4217 0.0025 0.2% 1.4192
Range 0.0059 0.0043 -0.0016 -27.1% 0.0214
ATR 0.0080 0.0079 -0.0001 -1.4% 0.0000
Volume 230,395 174,452 -55,943 -24.3% 764,526
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4358 1.4330 1.4241
R3 1.4315 1.4287 1.4229
R2 1.4272 1.4272 1.4225
R1 1.4244 1.4244 1.4221 1.4237
PP 1.4229 1.4229 1.4229 1.4225
S1 1.4201 1.4201 1.4213 1.4194
S2 1.4186 1.4186 1.4209
S3 1.4143 1.4158 1.4205
S4 1.4100 1.4115 1.4193
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4809 1.4714 1.4310
R3 1.4595 1.4500 1.4251
R2 1.4381 1.4381 1.4231
R1 1.4286 1.4286 1.4212 1.4334
PP 1.4167 1.4167 1.4167 1.4190
S1 1.4072 1.4072 1.4172 1.4120
S2 1.3953 1.3953 1.4153
S3 1.3739 1.3858 1.4133
S4 1.3525 1.3644 1.4074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4261 1.4047 0.0214 1.5% 0.0064 0.4% 79% False False 187,795
10 1.4261 1.4047 0.0214 1.5% 0.0078 0.5% 79% False False 157,658
20 1.4298 1.3893 0.0405 2.8% 0.0068 0.5% 80% False False 149,475
40 1.4298 1.3500 0.0798 5.6% 0.0057 0.4% 90% False False 90,837
60 1.4298 1.3430 0.0868 6.1% 0.0048 0.3% 91% False False 60,773
80 1.4298 1.3430 0.0868 6.1% 0.0042 0.3% 91% False False 45,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4439
2.618 1.4369
1.618 1.4326
1.000 1.4299
0.618 1.4283
HIGH 1.4256
0.618 1.4240
0.500 1.4235
0.382 1.4229
LOW 1.4213
0.618 1.4186
1.000 1.4170
1.618 1.4143
2.618 1.4100
4.250 1.4030
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 1.4235 1.4217
PP 1.4229 1.4216
S1 1.4223 1.4216

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

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