CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 1.3433 1.3443 0.0010 0.1% 1.3413
High 1.3470 1.3443 -0.0027 -0.2% 1.3470
Low 1.3375 1.3443 0.0068 0.5% 1.3355
Close 1.3433 1.3443 0.0010 0.1% 1.3433
Range 0.0095 0.0000 -0.0095 -100.0% 0.0115
ATR 0.0046 0.0043 -0.0003 -5.6% 0.0000
Volume 199 409 210 105.5% 1,714
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3443 1.3443 1.3443
R3 1.3443 1.3443 1.3443
R2 1.3443 1.3443 1.3443
R1 1.3443 1.3443 1.3443 1.3443
PP 1.3443 1.3443 1.3443 1.3443
S1 1.3443 1.3443 1.3443 1.3443
S2 1.3443 1.3443 1.3443
S3 1.3443 1.3443 1.3443
S4 1.3443 1.3443 1.3443
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3764 1.3714 1.3496
R3 1.3649 1.3599 1.3465
R2 1.3534 1.3534 1.3454
R1 1.3484 1.3484 1.3444 1.3509
PP 1.3419 1.3419 1.3419 1.3432
S1 1.3369 1.3369 1.3422 1.3394
S2 1.3304 1.3304 1.3412
S3 1.3189 1.3254 1.3401
S4 1.3074 1.3139 1.3370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3470 1.3375 0.0095 0.7% 0.0032 0.2% 72% False False 354
10 1.3470 1.3355 0.0115 0.9% 0.0039 0.3% 77% False False 278
20 1.3470 1.3190 0.0280 2.1% 0.0021 0.2% 90% False False 226
40 1.3470 1.3040 0.0430 3.2% 0.0012 0.1% 94% False False 117
60 1.3470 1.3012 0.0458 3.4% 0.0010 0.1% 94% False False 83
80 1.3470 1.3012 0.0458 3.4% 0.0008 0.1% 94% False False 64
100 1.3472 1.2933 0.0539 4.0% 0.0006 0.0% 95% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3443
2.618 1.3443
1.618 1.3443
1.000 1.3443
0.618 1.3443
HIGH 1.3443
0.618 1.3443
0.500 1.3443
0.382 1.3443
LOW 1.3443
0.618 1.3443
1.000 1.3443
1.618 1.3443
2.618 1.3443
4.250 1.3443
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 1.3443 1.3436
PP 1.3443 1.3429
S1 1.3443 1.3423

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

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