CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 1.3555 1.3598 0.0043 0.3% 1.3673
High 1.3575 1.3607 0.0032 0.2% 1.3673
Low 1.3540 1.3590 0.0050 0.4% 1.3430
Close 1.3567 1.3591 0.0024 0.2% 1.3513
Range 0.0035 0.0017 -0.0018 -51.4% 0.0243
ATR 0.0061 0.0060 -0.0002 -2.5% 0.0000
Volume 673 809 136 20.2% 4,805
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3647 1.3636 1.3600
R3 1.3630 1.3619 1.3596
R2 1.3613 1.3613 1.3594
R1 1.3602 1.3602 1.3593 1.3599
PP 1.3596 1.3596 1.3596 1.3595
S1 1.3585 1.3585 1.3589 1.3582
S2 1.3579 1.3579 1.3588
S3 1.3562 1.3568 1.3586
S4 1.3545 1.3551 1.3582
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 1.3607 1.3500 0.0107 0.8% 0.0037 0.3% 85% True False 941
10 1.3740 1.3430 0.0310 2.3% 0.0034 0.2% 52% False False 992
20 1.3870 1.3430 0.0440 3.2% 0.0031 0.2% 37% False False 774
40 1.3905 1.3430 0.0475 3.5% 0.0028 0.2% 34% False False 515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3679
2.618 1.3652
1.618 1.3635
1.000 1.3624
0.618 1.3618
HIGH 1.3607
0.618 1.3601
0.500 1.3599
0.382 1.3596
LOW 1.3590
0.618 1.3579
1.000 1.3573
1.618 1.3562
2.618 1.3545
4.250 1.3518
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 1.3599 1.3579
PP 1.3596 1.3566
S1 1.3594 1.3554

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

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