CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 1.3149 1.3115 -0.0034 -0.3% 1.3042
High 1.3149 1.3115 -0.0034 -0.3% 1.3149
Low 1.3149 1.3115 -0.0034 -0.3% 1.3040
Close 1.3149 1.3115 -0.0034 -0.3% 1.3115
Range
ATR 0.0039 0.0039 0.0000 -1.0% 0.0000
Volume 0 4 4 13
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3115 1.3115 1.3115
R3 1.3115 1.3115 1.3115
R2 1.3115 1.3115 1.3115
R1 1.3115 1.3115 1.3115 1.3115
PP 1.3115 1.3115 1.3115 1.3115
S1 1.3115 1.3115 1.3115 1.3115
S2 1.3115 1.3115 1.3115
S3 1.3115 1.3115 1.3115
S4 1.3115 1.3115 1.3115
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3428 1.3381 1.3175
R3 1.3319 1.3272 1.3145
R2 1.3210 1.3210 1.3135
R1 1.3163 1.3163 1.3125 1.3187
PP 1.3101 1.3101 1.3101 1.3113
S1 1.3054 1.3054 1.3105 1.3078
S2 1.2992 1.2992 1.3095
S3 1.2883 1.2945 1.3085
S4 1.2774 1.2836 1.3055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3149 1.3040 0.0109 0.8% 0.0000 0.0% 69% False False 2
10 1.3157 1.3040 0.0117 0.9% 0.0009 0.1% 64% False False 2
20 1.3157 1.3024 0.0133 1.0% 0.0005 0.0% 68% False False 14
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 25% False False 11
60 1.3472 1.2949 0.0523 4.0% 0.0002 0.0% 32% False False 10
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 1.3115
2.618 1.3115
1.618 1.3115
1.000 1.3115
0.618 1.3115
HIGH 1.3115
0.618 1.3115
0.500 1.3115
0.382 1.3115
LOW 1.3115
0.618 1.3115
1.000 1.3115
1.618 1.3115
2.618 1.3115
4.250 1.3115
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 1.3115 1.3132
PP 1.3115 1.3126
S1 1.3115 1.3121

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

View Archives - Comment on this page... - Back to Index of Symbols