CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 1.3608 1.3725 0.0117 0.9% 1.3534
High 1.3608 1.3725 0.0117 0.9% 1.3725
Low 1.3608 1.3725 0.0117 0.9% 1.3520
Close 1.3608 1.3724 0.0116 0.9% 1.3724
Range
ATR 0.0043 0.0049 0.0005 12.1% 0.0000
Volume 13 0 -13 -100.0% 78
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3725 1.3724 1.3724
R3 1.3725 1.3724 1.3724
R2 1.3725 1.3725 1.3724
R1 1.3724 1.3724 1.3724 1.3725
PP 1.3725 1.3725 1.3725 1.3725
S1 1.3724 1.3724 1.3724 1.3725
S2 1.3725 1.3725 1.3724
S3 1.3725 1.3724 1.3724
S4 1.3725 1.3724 1.3724
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4271 1.4203 1.3837
R3 1.4066 1.3998 1.3780
R2 1.3861 1.3861 1.3762
R1 1.3793 1.3793 1.3743 1.3827
PP 1.3656 1.3656 1.3656 1.3674
S1 1.3588 1.3588 1.3705 1.3622
S2 1.3451 1.3451 1.3686
S3 1.3246 1.3383 1.3668
S4 1.3041 1.3178 1.3611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3725 1.3520 0.0205 1.5% 0.0000 0.0% 100% True False 15
10 1.3725 1.3464 0.0261 1.9% 0.0000 0.0% 100% True False 12
20 1.3872 1.3464 0.0408 3.0% 0.0000 0.0% 64% False False 9
40 1.3911 1.3464 0.0447 3.3% 0.0000 0.0% 58% False False 5
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3725
2.618 1.3725
1.618 1.3725
1.000 1.3725
0.618 1.3725
HIGH 1.3725
0.618 1.3725
0.500 1.3725
0.382 1.3725
LOW 1.3725
0.618 1.3725
1.000 1.3725
1.618 1.3725
2.618 1.3725
4.250 1.3725
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 1.3725 1.3701
PP 1.3725 1.3678
S1 1.3724 1.3655

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.