CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 1.3690 1.3711 0.0021 0.2% 1.3717
High 1.3690 1.3715 0.0025 0.2% 1.3717
Low 1.3690 1.3715 0.0025 0.2% 1.3690
Close 1.3690 1.3711 0.0021 0.2% 1.3711
Range
ATR
Volume 6 1 -5 -83.3% 17
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3714 1.3712 1.3711
R3 1.3714 1.3712 1.3711
R2 1.3714 1.3714 1.3711
R1 1.3712 1.3712 1.3711 1.3711
PP 1.3714 1.3714 1.3714 1.3713
S1 1.3712 1.3712 1.3711 1.3711
S2 1.3714 1.3714 1.3711
S3 1.3714 1.3712 1.3711
S4 1.3714 1.3712 1.3711
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3787 1.3776 1.3726
R3 1.3760 1.3749 1.3718
R2 1.3733 1.3733 1.3716
R1 1.3722 1.3722 1.3713 1.3714
PP 1.3706 1.3706 1.3706 1.3702
S1 1.3695 1.3695 1.3709 1.3687
S2 1.3679 1.3679 1.3706
S3 1.3652 1.3668 1.3704
S4 1.3625 1.3641 1.3696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3717 1.3626 0.0091 0.7% 0.0000 0.0% 93% False False 3
10 1.3717 1.3526 0.0191 1.4% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3715
2.618 1.3715
1.618 1.3715
1.000 1.3715
0.618 1.3715
HIGH 1.3715
0.618 1.3715
0.500 1.3715
0.382 1.3715
LOW 1.3715
0.618 1.3715
1.000 1.3715
1.618 1.3715
2.618 1.3715
4.250 1.3715
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 1.3715 1.3708
PP 1.3714 1.3705
S1 1.3712 1.3703

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

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