CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 1.3044 1.3024 -0.0020 -0.2% 1.3072
High 1.3044 1.3024 -0.0020 -0.2% 1.3155
Low 1.3044 1.3024 -0.0020 -0.2% 1.3024
Close 1.3044 1.3024 -0.0020 -0.2% 1.3024
Range
ATR 0.0041 0.0039 -0.0001 -3.6% 0.0000
Volume 2 2 0 0.0% 17
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3024 1.3024 1.3024
R3 1.3024 1.3024 1.3024
R2 1.3024 1.3024 1.3024
R1 1.3024 1.3024 1.3024 1.3024
PP 1.3024 1.3024 1.3024 1.3024
S1 1.3024 1.3024 1.3024 1.3024
S2 1.3024 1.3024 1.3024
S3 1.3024 1.3024 1.3024
S4 1.3024 1.3024 1.3024
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3461 1.3373 1.3096
R3 1.3330 1.3242 1.3060
R2 1.3199 1.3199 1.3048
R1 1.3111 1.3111 1.3036 1.3090
PP 1.3068 1.3068 1.3068 1.3057
S1 1.2980 1.2980 1.3012 1.2959
S2 1.2937 1.2937 1.3000
S3 1.2806 1.2849 1.2988
S4 1.2675 1.2718 1.2952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3155 1.3024 0.0131 1.0% 0.0004 0.0% 0% False True 3
10 1.3155 1.3024 0.0131 1.0% 0.0002 0.0% 0% False True 26
20 1.3417 1.3012 0.0405 3.1% 0.0001 0.0% 3% False False 15
40 1.3472 1.3012 0.0460 3.5% 0.0001 0.0% 3% False False 14
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3024
2.618 1.3024
1.618 1.3024
1.000 1.3024
0.618 1.3024
HIGH 1.3024
0.618 1.3024
0.500 1.3024
0.382 1.3024
LOW 1.3024
0.618 1.3024
1.000 1.3024
1.618 1.3024
2.618 1.3024
4.250 1.3024
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 1.3024 1.3052
PP 1.3024 1.3043
S1 1.3024 1.3033

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

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