CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 1.3415 1.3373 -0.0042 -0.3% 1.3386
High 1.3453 1.3373 -0.0080 -0.6% 1.3465
Low 1.3398 1.3373 -0.0025 -0.2% 1.3373
Close 1.3415 1.3373 -0.0042 -0.3% 1.3373
Range 0.0055 0.0000 -0.0055 -100.0% 0.0092
ATR 0.0044 0.0044 0.0000 -0.3% 0.0000
Volume 271 167 -104 -38.4% 1,220
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3373 1.3373 1.3373
R3 1.3373 1.3373 1.3373
R2 1.3373 1.3373 1.3373
R1 1.3373 1.3373 1.3373 1.3373
PP 1.3373 1.3373 1.3373 1.3373
S1 1.3373 1.3373 1.3373 1.3373
S2 1.3373 1.3373 1.3373
S3 1.3373 1.3373 1.3373
S4 1.3373 1.3373 1.3373
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3680 1.3618 1.3424
R3 1.3588 1.3526 1.3398
R2 1.3496 1.3496 1.3390
R1 1.3434 1.3434 1.3381 1.3419
PP 1.3404 1.3404 1.3404 1.3396
S1 1.3342 1.3342 1.3365 1.3327
S2 1.3312 1.3312 1.3356
S3 1.3220 1.3250 1.3348
S4 1.3128 1.3158 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 1.3373 0.0092 0.7% 0.0034 0.3% 0% False True 244
10 1.3465 1.3277 0.0188 1.4% 0.0018 0.1% 51% False False 234
20 1.3465 1.3175 0.0290 2.2% 0.0013 0.1% 68% False False 123
40 1.3465 1.3024 0.0441 3.3% 0.0009 0.1% 79% False False 64
60 1.3465 1.3012 0.0453 3.4% 0.0006 0.0% 80% False False 48
80 1.3472 1.3012 0.0460 3.4% 0.0005 0.0% 78% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3373
2.618 1.3373
1.618 1.3373
1.000 1.3373
0.618 1.3373
HIGH 1.3373
0.618 1.3373
0.500 1.3373
0.382 1.3373
LOW 1.3373
0.618 1.3373
1.000 1.3373
1.618 1.3373
2.618 1.3373
4.250 1.3373
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 1.3373 1.3419
PP 1.3373 1.3404
S1 1.3373 1.3388

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

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