CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 1.3887 1.3911 0.0024 0.2% 1.3869
High 1.3887 1.3911 0.0024 0.2% 1.3905
Low 1.3887 1.3911 0.0024 0.2% 1.3869
Close 1.3887 1.3911 0.0024 0.2% 1.3905
Range
ATR 0.0024 0.0024 0.0000 0.0% 0.0000
Volume 9 5 -4 -44.4% 8
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3911 1.3911 1.3911
R3 1.3911 1.3911 1.3911
R2 1.3911 1.3911 1.3911
R1 1.3911 1.3911 1.3911 1.3911
PP 1.3911 1.3911 1.3911 1.3911
S1 1.3911 1.3911 1.3911 1.3911
S2 1.3911 1.3911 1.3911
S3 1.3911 1.3911 1.3911
S4 1.3911 1.3911 1.3911
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 1.3911 1.3881 0.0030 0.2% 0.0000 0.0% 100% True False 4
10 1.3911 1.3851 0.0060 0.4% 0.0000 0.0% 100% True False 2
20 1.3911 1.3526 0.0385 2.8% 0.0000 0.0% 100% True False 2
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 1.3911
2.618 1.3911
1.618 1.3911
1.000 1.3911
0.618 1.3911
HIGH 1.3911
0.618 1.3911
0.500 1.3911
0.382 1.3911
LOW 1.3911
0.618 1.3911
1.000 1.3911
1.618 1.3911
2.618 1.3911
4.250 1.3911
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 1.3911 1.3907
PP 1.3911 1.3903
S1 1.3911 1.3899

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

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