CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 1.3393 1.3390 -0.0003 0.0% 1.3277
High 1.3404 1.3465 0.0061 0.5% 1.3410
Low 1.3376 1.3383 0.0007 0.1% 1.3277
Close 1.3393 1.3465 0.0072 0.5% 1.3395
Range 0.0028 0.0082 0.0054 192.9% 0.0133
ATR 0.0039 0.0042 0.0003 7.8% 0.0000
Volume 76 150 74 97.4% 1,128
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3684 1.3656 1.3510
R3 1.3602 1.3574 1.3488
R2 1.3520 1.3520 1.3480
R1 1.3492 1.3492 1.3473 1.3506
PP 1.3438 1.3438 1.3438 1.3445
S1 1.3410 1.3410 1.3457 1.3424
S2 1.3356 1.3356 1.3450
S3 1.3274 1.3328 1.3442
S4 1.3192 1.3246 1.3420
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3760 1.3710 1.3468
R3 1.3627 1.3577 1.3432
R2 1.3494 1.3494 1.3419
R1 1.3444 1.3444 1.3407 1.3469
PP 1.3361 1.3361 1.3361 1.3373
S1 1.3311 1.3311 1.3383 1.3336
S2 1.3228 1.3228 1.3371
S3 1.3095 1.3178 1.3358
S4 1.2962 1.3045 1.3322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3465 1.3320 0.0145 1.1% 0.0025 0.2% 100% True False 169
10 1.3465 1.3190 0.0275 2.0% 0.0014 0.1% 100% True False 192
20 1.3465 1.3175 0.0290 2.2% 0.0011 0.1% 100% True False 104
40 1.3465 1.3024 0.0441 3.3% 0.0008 0.1% 100% True False 53
60 1.3465 1.3012 0.0453 3.4% 0.0005 0.0% 100% True False 42
80 1.3472 1.3012 0.0460 3.4% 0.0004 0.0% 98% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.3814
2.618 1.3680
1.618 1.3598
1.000 1.3547
0.618 1.3516
HIGH 1.3465
0.618 1.3434
0.500 1.3424
0.382 1.3414
LOW 1.3383
0.618 1.3332
1.000 1.3301
1.618 1.3250
2.618 1.3168
4.250 1.3035
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 1.3451 1.3450
PP 1.3438 1.3435
S1 1.3424 1.3420

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

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