CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 1.3819 1.3851 0.0032 0.2% 1.3717
High 1.3819 1.3851 0.0032 0.2% 1.3717
Low 1.3819 1.3851 0.0032 0.2% 1.3690
Close 1.3819 1.3851 0.0032 0.2% 1.3711
Range
ATR 0.0035 0.0034 0.0000 -0.5% 0.0000
Volume 2 1 -1 -50.0% 17
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3851 1.3851 1.3851
R3 1.3851 1.3851 1.3851
R2 1.3851 1.3851 1.3851
R1 1.3851 1.3851 1.3851 1.3851
PP 1.3851 1.3851 1.3851 1.3851
S1 1.3851 1.3851 1.3851 1.3851
S2 1.3851 1.3851 1.3851
S3 1.3851 1.3851 1.3851
S4 1.3851 1.3851 1.3851
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 1.3851 1.3690 0.0161 1.2% 0.0000 0.0% 100% True False 2
10 1.3851 1.3526 0.0325 2.3% 0.0000 0.0% 100% True 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 1.3851
2.618 1.3851
1.618 1.3851
1.000 1.3851
0.618 1.3851
HIGH 1.3851
0.618 1.3851
0.500 1.3851
0.382 1.3851
LOW 1.3851
0.618 1.3851
1.000 1.3851
1.618 1.3851
2.618 1.3851
4.250 1.3851
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 1.3851 1.3828
PP 1.3851 1.3805
S1 1.3851 1.3782

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

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