CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 1.3134 1.3143 0.0009 0.1% 1.3417
High 1.3134 1.3143 0.0009 0.1% 1.3417
Low 1.3134 1.3143 0.0009 0.1% 1.3134
Close 1.3134 1.3143 0.0009 0.1% 1.3134
Range
ATR 0.0053 0.0050 -0.0003 -5.9% 0.0000
Volume 9 15 6 66.7% 12
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3143 1.3143 1.3143
R3 1.3143 1.3143 1.3143
R2 1.3143 1.3143 1.3143
R1 1.3143 1.3143 1.3143 1.3143
PP 1.3143 1.3143 1.3143 1.3143
S1 1.3143 1.3143 1.3143 1.3143
S2 1.3143 1.3143 1.3143
S3 1.3143 1.3143 1.3143
S4 1.3143 1.3143 1.3143
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.4077 1.3889 1.3290
R3 1.3794 1.3606 1.3212
R2 1.3511 1.3511 1.3186
R1 1.3323 1.3323 1.3160 1.3276
PP 1.3228 1.3228 1.3228 1.3205
S1 1.3040 1.3040 1.3108 1.2993
S2 1.2945 1.2945 1.3082
S3 1.2662 1.2757 1.3056
S4 1.2379 1.2474 1.2978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 3% False False 5
10 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 3% False False 13
20 1.3417 1.3134 0.0283 2.2% 0.0000 0.0% 3% False False 8
40 1.3472 1.2949 0.0523 4.0% 0.0000 0.0% 37% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3143
2.618 1.3143
1.618 1.3143
1.000 1.3143
0.618 1.3143
HIGH 1.3143
0.618 1.3143
0.500 1.3143
0.382 1.3143
LOW 1.3143
0.618 1.3143
1.000 1.3143
1.618 1.3143
2.618 1.3143
4.250 1.3143
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 1.3143 1.3174
PP 1.3143 1.3163
S1 1.3143 1.3153

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.