CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 06-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 06-Apr-2007 Change Change % Previous Week
Open 1.3504 1.3448 -0.0056 -0.4% 1.3443
High 1.3512 1.3443 -0.0069 -0.5% 1.3512
Low 1.3502 1.3443 -0.0059 -0.4% 1.3405
Close 1.3501 1.3448 -0.0053 -0.4% 1.3448
Range 0.0010 0.0000 -0.0010 -100.0% 0.0107
ATR 0.0045 0.0046 0.0001 2.1% 0.0000
Volume 62 225 163 262.9% 933
Daily Pivots for day following 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3445 1.3446 1.3448
R3 1.3445 1.3446 1.3448
R2 1.3445 1.3445 1.3448
R1 1.3446 1.3446 1.3448 1.3448
PP 1.3445 1.3445 1.3445 1.3446
S1 1.3446 1.3446 1.3448 1.3448
S2 1.3445 1.3445 1.3448
S3 1.3445 1.3446 1.3448
S4 1.3445 1.3446 1.3448
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3776 1.3719 1.3507
R3 1.3669 1.3612 1.3477
R2 1.3562 1.3562 1.3468
R1 1.3505 1.3505 1.3458 1.3534
PP 1.3455 1.3455 1.3455 1.3469
S1 1.3398 1.3398 1.3438 1.3427
S2 1.3348 1.3348 1.3428
S3 1.3241 1.3291 1.3419
S4 1.3134 1.3184 1.3389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3512 1.3405 0.0107 0.8% 0.0012 0.1% 40% False False 186
10 1.3512 1.3355 0.0157 1.2% 0.0029 0.2% 59% False False 264
20 1.3512 1.3277 0.0235 1.7% 0.0023 0.2% 73% False False 249
40 1.3512 1.3070 0.0442 3.3% 0.0014 0.1% 86% False False 130
60 1.3512 1.3012 0.0500 3.7% 0.0011 0.1% 87% False False 91
80 1.3512 1.3012 0.0500 3.7% 0.0008 0.1% 87% False False 70
100 1.3512 1.2949 0.0563 4.2% 0.0007 0.0% 89% False False 58
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3443
2.618 1.3443
1.618 1.3443
1.000 1.3443
0.618 1.3443
HIGH 1.3443
0.618 1.3443
0.500 1.3443
0.382 1.3443
LOW 1.3443
0.618 1.3443
1.000 1.3443
1.618 1.3443
2.618 1.3443
4.250 1.3443
Fisher Pivots for day following 06-Apr-2007
Pivot 1 day 3 day
R1 1.3446 1.3476
PP 1.3445 1.3467
S1 1.3443 1.3457

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

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