CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 1.3443 1.3425 -0.0018 -0.1% 1.3413
High 1.3443 1.3450 0.0007 0.1% 1.3470
Low 1.3443 1.3405 -0.0038 -0.3% 1.3355
Close 1.3443 1.3408 -0.0035 -0.3% 1.3433
Range 0.0000 0.0045 0.0045 0.0115
ATR 0.0043 0.0043 0.0000 0.3% 0.0000
Volume 409 94 -315 -77.0% 1,714
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3556 1.3527 1.3433
R3 1.3511 1.3482 1.3420
R2 1.3466 1.3466 1.3416
R1 1.3437 1.3437 1.3412 1.3429
PP 1.3421 1.3421 1.3421 1.3417
S1 1.3392 1.3392 1.3404 1.3384
S2 1.3376 1.3376 1.3400
S3 1.3331 1.3347 1.3396
S4 1.3286 1.3302 1.3383
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3764 1.3714 1.3496
R3 1.3649 1.3599 1.3465
R2 1.3534 1.3534 1.3454
R1 1.3484 1.3484 1.3444 1.3509
PP 1.3419 1.3419 1.3419 1.3432
S1 1.3369 1.3369 1.3422 1.3394
S2 1.3304 1.3304 1.3412
S3 1.3189 1.3254 1.3401
S4 1.3074 1.3139 1.3370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3470 1.3375 0.0095 0.7% 0.0038 0.3% 35% False False 297
10 1.3470 1.3355 0.0115 0.9% 0.0041 0.3% 46% False False 280
20 1.3470 1.3190 0.0280 2.1% 0.0023 0.2% 78% False False 229
40 1.3470 1.3070 0.0400 3.0% 0.0014 0.1% 85% False False 119
60 1.3470 1.3012 0.0458 3.4% 0.0011 0.1% 86% False False 84
80 1.3470 1.3012 0.0458 3.4% 0.0008 0.1% 86% False False 65
100 1.3472 1.2933 0.0539 4.0% 0.0006 0.0% 88% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3641
2.618 1.3568
1.618 1.3523
1.000 1.3495
0.618 1.3478
HIGH 1.3450
0.618 1.3433
0.500 1.3428
0.382 1.3422
LOW 1.3405
0.618 1.3377
1.000 1.3360
1.618 1.3332
2.618 1.3287
4.250 1.3214
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 1.3428 1.3423
PP 1.3421 1.3418
S1 1.3415 1.3413

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

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