CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 1.3448 1.3430 -0.0018 -0.1% 1.3443
High 1.3443 1.3430 -0.0013 -0.1% 1.3512
Low 1.3443 1.3430 -0.0013 -0.1% 1.3405
Close 1.3448 1.3434 -0.0014 -0.1% 1.3448
Range
ATR 0.0046 0.0044 -0.0002 -4.3% 0.0000
Volume 225 70 -155 -68.9% 933
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3431 1.3433 1.3434
R3 1.3431 1.3433 1.3434
R2 1.3431 1.3431 1.3434
R1 1.3433 1.3433 1.3434 1.3432
PP 1.3431 1.3431 1.3431 1.3431
S1 1.3433 1.3433 1.3434 1.3432
S2 1.3431 1.3431 1.3434
S3 1.3431 1.3433 1.3434
S4 1.3431 1.3433 1.3434
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3776 1.3719 1.3507
R3 1.3669 1.3612 1.3477
R2 1.3562 1.3562 1.3468
R1 1.3505 1.3505 1.3458 1.3534
PP 1.3455 1.3455 1.3455 1.3469
S1 1.3398 1.3398 1.3438 1.3427
S2 1.3348 1.3348 1.3428
S3 1.3241 1.3291 1.3419
S4 1.3134 1.3184 1.3389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3512 1.3405 0.0107 0.8% 0.0012 0.1% 27% False False 118
10 1.3512 1.3375 0.0137 1.0% 0.0022 0.2% 43% False False 236
20 1.3512 1.3284 0.0228 1.7% 0.0023 0.2% 66% False False 221
40 1.3512 1.3070 0.0442 3.3% 0.0014 0.1% 82% False False 131
60 1.3512 1.3024 0.0488 3.6% 0.0011 0.1% 84% False False 92
80 1.3512 1.3012 0.0500 3.7% 0.0008 0.1% 84% False False 71
100 1.3512 1.2949 0.0563 4.2% 0.0007 0.0% 86% False False 58
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.3430
2.618 1.3430
1.618 1.3430
1.000 1.3430
0.618 1.3430
HIGH 1.3430
0.618 1.3430
0.500 1.3430
0.382 1.3430
LOW 1.3430
0.618 1.3430
1.000 1.3430
1.618 1.3430
2.618 1.3430
4.250 1.3430
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 1.3433 1.3471
PP 1.3431 1.3459
S1 1.3430 1.3446

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

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