CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 1.3713 1.3717 0.0004 0.0% 1.3624
High 1.3740 1.3733 -0.0007 -0.1% 1.3740
Low 1.3685 1.3721 0.0036 0.3% 1.3624
Close 1.3710 1.3717 0.0007 0.1% 1.3710
Range 0.0055 0.0012 -0.0043 -78.2% 0.0116
ATR 0.0043 0.0042 -0.0001 -3.3% 0.0000
Volume 393 296 -97 -24.7% 1,376
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3760 1.3750 1.3724
R3 1.3748 1.3738 1.3720
R2 1.3736 1.3736 1.3719
R1 1.3726 1.3726 1.3718 1.3723
PP 1.3724 1.3724 1.3724 1.3722
S1 1.3714 1.3714 1.3716 1.3711
S2 1.3712 1.3712 1.3715
S3 1.3700 1.3702 1.3714
S4 1.3688 1.3690 1.3710
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.4039 1.3991 1.3774
R3 1.3923 1.3875 1.3742
R2 1.3807 1.3807 1.3731
R1 1.3759 1.3759 1.3721 1.3783
PP 1.3691 1.3691 1.3691 1.3704
S1 1.3643 1.3643 1.3699 1.3667
S2 1.3575 1.3575 1.3689
S3 1.3459 1.3527 1.3678
S4 1.3343 1.3411 1.3646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3740 1.3665 0.0075 0.5% 0.0020 0.1% 69% False False 302
10 1.3740 1.3624 0.0116 0.8% 0.0017 0.1% 80% False False 267
20 1.3740 1.3405 0.0335 2.4% 0.0017 0.1% 93% False False 224
40 1.3740 1.3190 0.0550 4.0% 0.0019 0.1% 96% False False 225
60 1.3740 1.3040 0.0700 5.1% 0.0014 0.1% 97% False False 152
80 1.3740 1.3012 0.0728 5.3% 0.0012 0.1% 97% False False 118
100 1.3740 1.3012 0.0728 5.3% 0.0009 0.1% 97% False False 96
120 1.3740 1.2933 0.0807 5.9% 0.0008 0.1% 97% False False 81
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3784
2.618 1.3764
1.618 1.3752
1.000 1.3745
0.618 1.3740
HIGH 1.3733
0.618 1.3728
0.500 1.3727
0.382 1.3726
LOW 1.3721
0.618 1.3714
1.000 1.3709
1.618 1.3702
2.618 1.3690
4.250 1.3670
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 1.3727 1.3712
PP 1.3724 1.3707
S1 1.3720 1.3703

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.