CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 1.3717 1.3711 -0.0006 0.0% 1.3561
High 1.3717 1.3711 -0.0006 0.0% 1.3626
Low 1.3717 1.3711 -0.0006 0.0% 1.3526
Close 1.3717 1.3711 -0.0006 0.0% 1.3626
Range
ATR
Volume 6 4 -2 -33.3% 3
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3711 1.3711 1.3711
R3 1.3711 1.3711 1.3711
R2 1.3711 1.3711 1.3711
R1 1.3711 1.3711 1.3711 1.3711
PP 1.3711 1.3711 1.3711 1.3711
S1 1.3711 1.3711 1.3711 1.3711
S2 1.3711 1.3711 1.3711
S3 1.3711 1.3711 1.3711
S4 1.3711 1.3711 1.3711
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3893 1.3859 1.3681
R3 1.3793 1.3759 1.3654
R2 1.3693 1.3693 1.3644
R1 1.3659 1.3659 1.3635 1.3676
PP 1.3593 1.3593 1.3593 1.3601
S1 1.3559 1.3559 1.3617 1.3576
S2 1.3493 1.3493 1.3608
S3 1.3393 1.3459 1.3599
S4 1.3293 1.3359 1.3571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3717 1.3526 0.0191 1.4% 0.0000 0.0% 97% False False 2
10 1.3717 1.3495 0.0222 1.6% 0.0002 0.0% 97% False False 2
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3711
2.618 1.3711
1.618 1.3711
1.000 1.3711
0.618 1.3711
HIGH 1.3711
0.618 1.3711
0.500 1.3711
0.382 1.3711
LOW 1.3711
0.618 1.3711
1.000 1.3711
1.618 1.3711
2.618 1.3711
4.250 1.3711
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 1.3711 1.3698
PP 1.3711 1.3685
S1 1.3711 1.3672

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

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