CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 1.3871 1.3875 0.0004 0.0% 1.3712
High 1.3871 1.3875 0.0004 0.0% 1.3875
Low 1.3871 1.3875 0.0004 0.0% 1.3712
Close 1.3871 1.3875 0.0004 0.0% 1.3875
Range
ATR 0.0033 0.0031 -0.0002 -6.3% 0.0000
Volume
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3875 1.3875 1.3875
R3 1.3875 1.3875 1.3875
R2 1.3875 1.3875 1.3875
R1 1.3875 1.3875 1.3875 1.3875
PP 1.3875 1.3875 1.3875 1.3875
S1 1.3875 1.3875 1.3875 1.3875
S2 1.3875 1.3875 1.3875
S3 1.3875 1.3875 1.3875
S4 1.3875 1.3875 1.3875
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4310 1.4255 1.3965
R3 1.4147 1.4092 1.3920
R2 1.3984 1.3984 1.3905
R1 1.3929 1.3929 1.3890 1.3957
PP 1.3821 1.3821 1.3821 1.3834
S1 1.3766 1.3766 1.3860 1.3794
S2 1.3658 1.3658 1.3845
S3 1.3495 1.3603 1.3830
S4 1.3332 1.3440 1.3785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3875 1.3712 0.0163 1.2% 0.0000 0.0% 100% True False 1
10 1.3875 1.3626 0.0249 1.8% 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 1.3875
2.618 1.3875
1.618 1.3875
1.000 1.3875
0.618 1.3875
HIGH 1.3875
0.618 1.3875
0.500 1.3875
0.382 1.3875
LOW 1.3875
0.618 1.3875
1.000 1.3875
1.618 1.3875
2.618 1.3875
4.250 1.3875
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 1.3875 1.3871
PP 1.3875 1.3867
S1 1.3875 1.3863

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

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