CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 1.3197 1.3277 0.0080 0.6% 1.3175
High 1.3205 1.3277 0.0072 0.5% 1.3273
Low 1.3190 1.3277 0.0087 0.7% 1.3175
Close 1.3204 1.3277 0.0073 0.6% 1.3204
Range 0.0015 0.0000 -0.0015 -100.0% 0.0098
ATR 0.0041 0.0043 0.0002 5.6% 0.0000
Volume 11 634 623 5,663.6% 93
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3277 1.3277 1.3277
R3 1.3277 1.3277 1.3277
R2 1.3277 1.3277 1.3277
R1 1.3277 1.3277 1.3277 1.3277
PP 1.3277 1.3277 1.3277 1.3277
S1 1.3277 1.3277 1.3277 1.3277
S2 1.3277 1.3277 1.3277
S3 1.3277 1.3277 1.3277
S4 1.3277 1.3277 1.3277
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3511 1.3456 1.3258
R3 1.3413 1.3358 1.3231
R2 1.3315 1.3315 1.3222
R1 1.3260 1.3260 1.3213 1.3288
PP 1.3217 1.3217 1.3217 1.3231
S1 1.3162 1.3162 1.3195 1.3190
S2 1.3119 1.3119 1.3186
S3 1.3021 1.3064 1.3177
S4 1.2923 1.2966 1.3150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3277 1.3190 0.0087 0.7% 0.0003 0.0% 100% True False 138
10 1.3350 1.3175 0.0175 1.3% 0.0007 0.1% 58% False False 74
20 1.3350 1.3070 0.0280 2.1% 0.0004 0.0% 74% False False 41
40 1.3350 1.3024 0.0326 2.5% 0.0005 0.0% 78% False False 28
60 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 65% False False 21
80 1.3472 1.2949 0.0523 3.9% 0.0002 0.0% 63% False False 18
Crabel Price Patterns
NR True
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 -0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3277
2.618 1.3277
1.618 1.3277
1.000 1.3277
0.618 1.3277
HIGH 1.3277
0.618 1.3277
0.500 1.3277
0.382 1.3277
LOW 1.3277
0.618 1.3277
1.000 1.3277
1.618 1.3277
2.618 1.3277
4.250 1.3277
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 1.3277 1.3263
PP 1.3277 1.3248
S1 1.3277 1.3234

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

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