CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 1.4658 1.4432 -0.0226 -1.5% 1.4722
High 1.4658 1.4440 -0.0218 -1.5% 1.4722
Low 1.4590 1.4440 -0.0150 -1.0% 1.4440
Close 1.4625 1.4432 -0.0193 -1.3% 1.4432
Range 0.0068 0.0000 -0.0068 -100.0% 0.0282
ATR
Volume 107 100 -7 -6.5% 474
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4437 1.4435 1.4432
R3 1.4437 1.4435 1.4432
R2 1.4437 1.4437 1.4432
R1 1.4435 1.4435 1.4432 1.4432
PP 1.4437 1.4437 1.4437 1.4436
S1 1.4435 1.4435 1.4432 1.4432
S2 1.4437 1.4437 1.4432
S3 1.4437 1.4435 1.4432
S4 1.4437 1.4435 1.4432
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5377 1.5187 1.4587
R3 1.5095 1.4905 1.4510
R2 1.4813 1.4813 1.4484
R1 1.4623 1.4623 1.4458 1.4577
PP 1.4531 1.4531 1.4531 1.4509
S1 1.4341 1.4341 1.4406 1.4295
S2 1.4249 1.4249 1.4380
S3 1.3967 1.4059 1.4354
S4 1.3685 1.3777 1.4277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4722 1.4440 0.0282 2.0% 0.0016 0.1% -3% False True 94
10 1.4774 1.4440 0.0334 2.3% 0.0012 0.1% -2% False True 57
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4440
2.618 1.4440
1.618 1.4440
1.000 1.4440
0.618 1.4440
HIGH 1.4440
0.618 1.4440
0.500 1.4440
0.382 1.4440
LOW 1.4440
0.618 1.4440
1.000 1.4440
1.618 1.4440
2.618 1.4440
4.250 1.4440
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 1.4440 1.4580
PP 1.4437 1.4530
S1 1.4435 1.4481

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

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