CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 1.3890 1.3905 0.0015 0.1% 1.3869
High 1.3890 1.3905 0.0015 0.1% 1.3905
Low 1.3890 1.3905 0.0015 0.1% 1.3869
Close 1.3890 1.3905 0.0015 0.1% 1.3905
Range
ATR 0.0025 0.0024 -0.0001 -2.9% 0.0000
Volume 2 3 1 50.0% 8
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3905 1.3905 1.3905
R3 1.3905 1.3905 1.3905
R2 1.3905 1.3905 1.3905
R1 1.3905 1.3905 1.3905 1.3905
PP 1.3905 1.3905 1.3905 1.3905
S1 1.3905 1.3905 1.3905 1.3905
S2 1.3905 1.3905 1.3905
S3 1.3905 1.3905 1.3905
S4 1.3905 1.3905 1.3905
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4001 1.3989 1.3925
R3 1.3965 1.3953 1.3915
R2 1.3929 1.3929 1.3912
R1 1.3917 1.3917 1.3908 1.3923
PP 1.3893 1.3893 1.3893 1.3896
S1 1.3881 1.3881 1.3902 1.3887
S2 1.3857 1.3857 1.3898
S3 1.3821 1.3845 1.3895
S4 1.3785 1.3809 1.3885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3905 1.3869 0.0036 0.3% 0.0000 0.0% 100% True False 1
10 1.3905 1.3712 0.0193 1.4% 0.0000 0.0% 100% True False 1
20 1.3905 1.3526 0.0379 2.7% 0.0001 0.0% 100% True False 1
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 1.3905
2.618 1.3905
1.618 1.3905
1.000 1.3905
0.618 1.3905
HIGH 1.3905
0.618 1.3905
0.500 1.3905
0.382 1.3905
LOW 1.3905
0.618 1.3905
1.000 1.3905
1.618 1.3905
2.618 1.3905
4.250 1.3905
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 1.3905 1.3901
PP 1.3905 1.3897
S1 1.3905 1.3893

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

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