CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 1.3320 1.3320 0.0000 0.0% 1.3175
High 1.3320 1.3320 0.0000 0.0% 1.3273
Low 1.3320 1.3320 0.0000 0.0% 1.3175
Close 1.3316 1.3320 0.0004 0.0% 1.3204
Range
ATR 0.0040 0.0038 -0.0003 -6.4% 0.0000
Volume 384 37 -347 -90.4% 93
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3320 1.3320 1.3320
R3 1.3320 1.3320 1.3320
R2 1.3320 1.3320 1.3320
R1 1.3320 1.3320 1.3320 1.3320
PP 1.3320 1.3320 1.3320 1.3320
S1 1.3320 1.3320 1.3320 1.3320
S2 1.3320 1.3320 1.3320
S3 1.3320 1.3320 1.3320
S4 1.3320 1.3320 1.3320
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3511 1.3456 1.3258
R3 1.3413 1.3358 1.3231
R2 1.3315 1.3315 1.3222
R1 1.3260 1.3260 1.3213 1.3288
PP 1.3217 1.3217 1.3217 1.3231
S1 1.3162 1.3162 1.3195 1.3190
S2 1.3119 1.3119 1.3186
S3 1.3021 1.3064 1.3177
S4 1.2923 1.2966 1.3150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3320 1.3190 0.0130 1.0% 0.0003 0.0% 100% True False 222
10 1.3320 1.3175 0.0145 1.1% 0.0007 0.1% 100% True False 119
20 1.3350 1.3175 0.0175 1.3% 0.0004 0.0% 83% False False 64
40 1.3350 1.3024 0.0326 2.4% 0.0005 0.0% 91% False False 33
60 1.3417 1.3012 0.0405 3.0% 0.0003 0.0% 76% False False 29
80 1.3472 1.2965 0.0507 3.8% 0.0002 0.0% 70% False False 23
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.3320
2.618 1.3320
1.618 1.3320
1.000 1.3320
0.618 1.3320
HIGH 1.3320
0.618 1.3320
0.500 1.3320
0.382 1.3320
LOW 1.3320
0.618 1.3320
1.000 1.3320
1.618 1.3320
2.618 1.3320
4.250 1.3320
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 1.3320 1.3314
PP 1.3320 1.3308
S1 1.3320 1.3302

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

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