CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 1.3741 1.3818 0.0077 0.6% 1.3673
High 1.3741 1.3820 0.0079 0.6% 1.3820
Low 1.3741 1.3820 0.0079 0.6% 1.3673
Close 1.3741 1.3818 0.0077 0.6% 1.3818
Range
ATR 0.0040 0.0043 0.0003 6.8% 0.0000
Volume 18 2 -16 -88.9% 66
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3819 1.3819 1.3818
R3 1.3819 1.3819 1.3818
R2 1.3819 1.3819 1.3818
R1 1.3819 1.3819 1.3818 1.3818
PP 1.3819 1.3819 1.3819 1.3819
S1 1.3819 1.3819 1.3818 1.3818
S2 1.3819 1.3819 1.3818
S3 1.3819 1.3819 1.3818
S4 1.3819 1.3819 1.3818
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4211 1.4162 1.3899
R3 1.4064 1.4015 1.3858
R2 1.3917 1.3917 1.3845
R1 1.3868 1.3868 1.3831 1.3893
PP 1.3770 1.3770 1.3770 1.3783
S1 1.3721 1.3721 1.3805 1.3746
S2 1.3623 1.3623 1.3791
S3 1.3476 1.3574 1.3778
S4 1.3329 1.3427 1.3737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3673 0.0147 1.1% 0.0002 0.0% 99% True False 14
10 1.3820 1.3671 0.0149 1.1% 0.0004 0.0% 99% True False 9
20 1.3820 1.3464 0.0356 2.6% 0.0002 0.0% 99% True False 11
40 1.3911 1.3464 0.0447 3.2% 0.0001 0.0% 79% False False 7
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 1.3820
2.618 1.3820
1.618 1.3820
1.000 1.3820
0.618 1.3820
HIGH 1.3820
0.618 1.3820
0.500 1.3820
0.382 1.3820
LOW 1.3820
0.618 1.3820
1.000 1.3820
1.618 1.3820
2.618 1.3820
4.250 1.3820
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 1.3820 1.3802
PP 1.3819 1.3786
S1 1.3819 1.3770

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

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