CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
02-Jan-2007 03-Jan-2007 Change Change % Previous Week
Open 1.3417 1.3295 -0.0122 -0.9% 1.3233
High 1.3417 1.3295 -0.0122 -0.9% 1.3320
Low 1.3417 1.3295 -0.0122 -0.9% 1.3233
Close 1.3417 1.3295 -0.0122 -0.9% 1.3320
Range
ATR 0.0043 0.0048 0.0006 13.2% 0.0000
Volume 0 3 3 107
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3295 1.3295 1.3295
R3 1.3295 1.3295 1.3295
R2 1.3295 1.3295 1.3295
R1 1.3295 1.3295 1.3295 1.3295
PP 1.3295 1.3295 1.3295 1.3295
S1 1.3295 1.3295 1.3295 1.3295
S2 1.3295 1.3295 1.3295
S3 1.3295 1.3295 1.3295
S4 1.3295 1.3295 1.3295
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3552 1.3523 1.3368
R3 1.3465 1.3436 1.3344
R2 1.3378 1.3378 1.3336
R1 1.3349 1.3349 1.3328 1.3364
PP 1.3291 1.3291 1.3291 1.3298
S1 1.3262 1.3262 1.3312 1.3277
S2 1.3204 1.3204 1.3304
S3 1.3117 1.3175 1.3296
S4 1.3030 1.3088 1.3272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3417 1.3255 0.0162 1.2% 0.0000 0.0% 25% False False 1
10 1.3417 1.3233 0.0184 1.4% 0.0000 0.0% 34% False False 12
20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 33% False False 12
40 1.3472 1.2884 0.0588 4.4% 0.0000 0.0% 70% False False 7
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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.3295
2.618 1.3295
1.618 1.3295
1.000 1.3295
0.618 1.3295
HIGH 1.3295
0.618 1.3295
0.500 1.3295
0.382 1.3295
LOW 1.3295
0.618 1.3295
1.000 1.3295
1.618 1.3295
2.618 1.3295
4.250 1.3295
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 1.3295 1.3356
PP 1.3295 1.3336
S1 1.3295 1.3315

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.