CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 1.4120 1.4112 -0.0008 -0.1% 1.3925
High 1.4122 1.4120 -0.0002 0.0% 1.4122
Low 1.4060 1.4090 0.0030 0.2% 1.3905
Close 1.4107 1.4112 0.0005 0.0% 1.4112
Range 0.0062 0.0030 -0.0032 -51.6% 0.0217
ATR 0.0048 0.0046 -0.0001 -2.6% 0.0000
Volume 82 363 281 342.7% 998
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4197 1.4185 1.4129
R3 1.4167 1.4155 1.4120
R2 1.4137 1.4137 1.4118
R1 1.4125 1.4125 1.4115 1.4127
PP 1.4107 1.4107 1.4107 1.4109
S1 1.4095 1.4095 1.4109 1.4097
S2 1.4077 1.4077 1.4107
S3 1.4047 1.4065 1.4104
S4 1.4017 1.4035 1.4096
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4697 1.4622 1.4231
R3 1.4480 1.4405 1.4172
R2 1.4263 1.4263 1.4152
R1 1.4188 1.4188 1.4132 1.4226
PP 1.4046 1.4046 1.4046 1.4065
S1 1.3971 1.3971 1.4092 1.4009
S2 1.3829 1.3829 1.4072
S3 1.3612 1.3754 1.4052
S4 1.3395 1.3537 1.3993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4122 1.3905 0.0217 1.5% 0.0045 0.3% 95% False False 199
10 1.4122 1.3841 0.0281 2.0% 0.0024 0.2% 96% False False 170
20 1.4122 1.3671 0.0451 3.2% 0.0014 0.1% 98% False False 90
40 1.4122 1.3464 0.0658 4.7% 0.0007 0.0% 98% False False 49
60 1.4122 1.3464 0.0658 4.7% 0.0005 0.0% 98% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4248
2.618 1.4199
1.618 1.4169
1.000 1.4150
0.618 1.4139
HIGH 1.4120
0.618 1.4109
0.500 1.4105
0.382 1.4101
LOW 1.4090
0.618 1.4071
1.000 1.4060
1.618 1.4041
2.618 1.4011
4.250 1.3963
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 1.4110 1.4091
PP 1.4107 1.4069
S1 1.4105 1.4048

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.