CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 1.3548 1.3504 -0.0044 -0.3% 1.3673
High 1.3582 1.3532 -0.0050 -0.4% 1.3673
Low 1.3510 1.3500 -0.0010 -0.1% 1.3430
Close 1.3513 1.3517 0.0004 0.0% 1.3513
Range 0.0072 0.0032 -0.0040 -55.6% 0.0243
ATR 0.0065 0.0063 -0.0002 -3.6% 0.0000
Volume 859 1,312 453 52.7% 4,805
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3612 1.3597 1.3535
R3 1.3580 1.3565 1.3526
R2 1.3548 1.3548 1.3523
R1 1.3533 1.3533 1.3520 1.3541
PP 1.3516 1.3516 1.3516 1.3520
S1 1.3501 1.3501 1.3514 1.3509
S2 1.3484 1.3484 1.3511
S3 1.3452 1.3469 1.3508
S4 1.3420 1.3437 1.3499
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4268 1.4133 1.3647
R3 1.4025 1.3890 1.3580
R2 1.3782 1.3782 1.3558
R1 1.3647 1.3647 1.3535 1.3593
PP 1.3539 1.3539 1.3539 1.3512
S1 1.3404 1.3404 1.3491 1.3350
S2 1.3296 1.3296 1.3468
S3 1.3053 1.3161 1.3446
S4 1.2810 1.2918 1.3379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3625 1.3430 0.0195 1.4% 0.0044 0.3% 45% False False 1,045
10 1.3870 1.3430 0.0440 3.3% 0.0031 0.2% 20% False False 980
20 1.3905 1.3430 0.0475 3.5% 0.0033 0.2% 18% False False 697
40 1.3905 1.3430 0.0475 3.5% 0.0027 0.2% 18% False False 467
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3668
2.618 1.3616
1.618 1.3584
1.000 1.3564
0.618 1.3552
HIGH 1.3532
0.618 1.3520
0.500 1.3516
0.382 1.3512
LOW 1.3500
0.618 1.3480
1.000 1.3468
1.618 1.3448
2.618 1.3416
4.250 1.3364
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 1.3517 1.3513
PP 1.3516 1.3510
S1 1.3516 1.3506

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

View Archives - Comment on this page... - Back to Index of Symbols