CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 1.3407 1.3399 -0.0008 -0.1% 1.3308
High 1.3422 1.3415 -0.0007 -0.1% 1.3442
Low 1.3402 1.3360 -0.0042 -0.3% 1.3305
Close 1.3405 1.3370 -0.0035 -0.3% 1.3394
Range 0.0020 0.0055 0.0035 175.0% 0.0137
ATR 0.0058 0.0058 0.0000 -0.4% 0.0000
Volume 260,144 132,995 -127,149 -48.9% 884,732
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3547 1.3513 1.3400
R3 1.3492 1.3458 1.3385
R2 1.3437 1.3437 1.3380
R1 1.3403 1.3403 1.3375 1.3393
PP 1.3382 1.3382 1.3382 1.3376
S1 1.3348 1.3348 1.3365 1.3338
S2 1.3327 1.3327 1.3360
S3 1.3272 1.3293 1.3355
S4 1.3217 1.3238 1.3340
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3791 1.3730 1.3469
R3 1.3654 1.3593 1.3432
R2 1.3517 1.3517 1.3419
R1 1.3456 1.3456 1.3407 1.3487
PP 1.3380 1.3380 1.3380 1.3396
S1 1.3319 1.3319 1.3381 1.3350
S2 1.3243 1.3243 1.3369
S3 1.3106 1.3182 1.3356
S4 1.2969 1.3045 1.3319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3442 1.3330 0.0112 0.8% 0.0055 0.4% 36% False False 180,703
10 1.3442 1.3305 0.0137 1.0% 0.0061 0.5% 47% False False 178,807
20 1.3442 1.3138 0.0304 2.3% 0.0053 0.4% 76% False False 134,101
40 1.3442 1.3016 0.0426 3.2% 0.0040 0.3% 83% False False 67,821
60 1.3442 1.2970 0.0472 3.5% 0.0035 0.3% 85% False False 45,331
80 1.3460 1.2970 0.0490 3.7% 0.0035 0.3% 82% False False 34,051
100 1.3460 1.2895 0.0565 4.2% 0.0029 0.2% 84% False False 27,252
120 1.3460 1.2642 0.0818 6.1% 0.0025 0.2% 89% False False 22,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3649
2.618 1.3559
1.618 1.3504
1.000 1.3470
0.618 1.3449
HIGH 1.3415
0.618 1.3394
0.500 1.3388
0.382 1.3381
LOW 1.3360
0.618 1.3326
1.000 1.3305
1.618 1.3271
2.618 1.3216
4.250 1.3126
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 1.3388 1.3386
PP 1.3382 1.3381
S1 1.3376 1.3375

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

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