CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 1.3865 1.3752 -0.0113 -0.8% 1.3764
High 1.3865 1.3752 -0.0113 -0.8% 1.3872
Low 1.3865 1.3752 -0.0113 -0.8% 1.3733
Close 1.3865 1.3752 -0.0113 -0.8% 1.3872
Range
ATR 0.0036 0.0042 0.0005 15.2% 0.0000
Volume 5 0 -5 -100.0% 38
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3752 1.3752 1.3752
R3 1.3752 1.3752 1.3752
R2 1.3752 1.3752 1.3752
R1 1.3752 1.3752 1.3752 1.3752
PP 1.3752 1.3752 1.3752 1.3752
S1 1.3752 1.3752 1.3752 1.3752
S2 1.3752 1.3752 1.3752
S3 1.3752 1.3752 1.3752
S4 1.3752 1.3752 1.3752
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4243 1.4196 1.3948
R3 1.4104 1.4057 1.3910
R2 1.3965 1.3965 1.3897
R1 1.3918 1.3918 1.3885 1.3942
PP 1.3826 1.3826 1.3826 1.3837
S1 1.3779 1.3779 1.3859 1.3803
S2 1.3687 1.3687 1.3847
S3 1.3548 1.3640 1.3834
S4 1.3409 1.3501 1.3796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3872 1.3752 0.0120 0.9% 0.0000 0.0% 0% False True 3
10 1.3872 1.3724 0.0148 1.1% 0.0000 0.0% 19% False False 4
20 1.3911 1.3724 0.0187 1.4% 0.0000 0.0% 15% False False 4
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 1.3752
2.618 1.3752
1.618 1.3752
1.000 1.3752
0.618 1.3752
HIGH 1.3752
0.618 1.3752
0.500 1.3752
0.382 1.3752
LOW 1.3752
0.618 1.3752
1.000 1.3752
1.618 1.3752
2.618 1.3752
4.250 1.3752
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 1.3752 1.3809
PP 1.3752 1.3790
S1 1.3752 1.3771

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

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