CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 1.3070 1.3140 0.0070 0.5% 1.3042
High 1.3070 1.3140 0.0070 0.5% 1.3149
Low 1.3070 1.3140 0.0070 0.5% 1.3040
Close 1.3070 1.3140 0.0070 0.5% 1.3115
Range
ATR 0.0039 0.0042 0.0002 5.6% 0.0000
Volume 2 0 -2 -100.0% 13
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3140 1.3140 1.3140
R3 1.3140 1.3140 1.3140
R2 1.3140 1.3140 1.3140
R1 1.3140 1.3140 1.3140 1.3140
PP 1.3140 1.3140 1.3140 1.3140
S1 1.3140 1.3140 1.3140 1.3140
S2 1.3140 1.3140 1.3140
S3 1.3140 1.3140 1.3140
S4 1.3140 1.3140 1.3140
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 1.3070 0.0079 0.6% 0.0000 0.0% 89% False False 2
10 1.3157 1.3040 0.0117 0.9% 0.0009 0.1% 85% False False 1
20 1.3157 1.3024 0.0133 1.0% 0.0005 0.0% 87% False False 3
40 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 32% False False 11
60 1.3472 1.2949 0.0523 4.0% 0.0002 0.0% 37% 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 1.3140
2.618 1.3140
1.618 1.3140
1.000 1.3140
0.618 1.3140
HIGH 1.3140
0.618 1.3140
0.500 1.3140
0.382 1.3140
LOW 1.3140
0.618 1.3140
1.000 1.3140
1.618 1.3140
2.618 1.3140
4.250 1.3140
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 1.3140 1.3128
PP 1.3140 1.3117
S1 1.3140 1.3105

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

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