CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 1.3442 1.3504 0.0062 0.5% 1.3413
High 1.3446 1.3512 0.0066 0.5% 1.3470
Low 1.3440 1.3502 0.0062 0.5% 1.3355
Close 1.3442 1.3501 0.0059 0.4% 1.3433
Range 0.0006 0.0010 0.0004 66.7% 0.0115
ATR 0.0043 0.0045 0.0002 4.5% 0.0000
Volume 143 62 -81 -56.6% 1,714
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3535 1.3528 1.3507
R3 1.3525 1.3518 1.3504
R2 1.3515 1.3515 1.3503
R1 1.3508 1.3508 1.3502 1.3507
PP 1.3505 1.3505 1.3505 1.3504
S1 1.3498 1.3498 1.3500 1.3497
S2 1.3495 1.3495 1.3499
S3 1.3485 1.3488 1.3498
S4 1.3475 1.3478 1.3496
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 1.3512 1.3375 0.0137 1.0% 0.0031 0.2% 92% True False 181
10 1.3512 1.3355 0.0157 1.2% 0.0029 0.2% 93% True False 258
20 1.3512 1.3190 0.0322 2.4% 0.0024 0.2% 97% True False 239
40 1.3512 1.3070 0.0442 3.3% 0.0014 0.1% 98% True False 124
60 1.3512 1.3012 0.0500 3.7% 0.0011 0.1% 98% True False 87
80 1.3512 1.3012 0.0500 3.7% 0.0008 0.1% 98% True False 68
100 1.3512 1.2949 0.0563 4.2% 0.0007 0.0% 98% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3555
2.618 1.3538
1.618 1.3528
1.000 1.3522
0.618 1.3518
HIGH 1.3512
0.618 1.3508
0.500 1.3507
0.382 1.3506
LOW 1.3502
0.618 1.3496
1.000 1.3492
1.618 1.3486
2.618 1.3476
4.250 1.3460
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 1.3507 1.3487
PP 1.3505 1.3473
S1 1.3503 1.3459

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

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