CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 1.3430 1.3500 0.0070 0.5% 1.3443
High 1.3430 1.3525 0.0095 0.7% 1.3512
Low 1.3430 1.3505 0.0075 0.6% 1.3405
Close 1.3434 1.3500 0.0066 0.5% 1.3448
Range 0.0000 0.0020 0.0020 0.0107
ATR 0.0044 0.0047 0.0003 7.7% 0.0000
Volume 70 61 -9 -12.9% 933
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3570 1.3555 1.3511
R3 1.3550 1.3535 1.3506
R2 1.3530 1.3530 1.3504
R1 1.3515 1.3515 1.3502 1.3510
PP 1.3510 1.3510 1.3510 1.3508
S1 1.3495 1.3495 1.3498 1.3490
S2 1.3490 1.3490 1.3496
S3 1.3470 1.3475 1.3495
S4 1.3450 1.3455 1.3489
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 1.3525 1.3430 0.0095 0.7% 0.0007 0.1% 74% True False 112
10 1.3525 1.3375 0.0150 1.1% 0.0023 0.2% 83% True False 204
20 1.3525 1.3320 0.0205 1.5% 0.0024 0.2% 88% True False 222
40 1.3525 1.3140 0.0385 2.9% 0.0014 0.1% 94% True False 133
60 1.3525 1.3024 0.0501 3.7% 0.0011 0.1% 95% True False 90
80 1.3525 1.3012 0.0513 3.8% 0.0009 0.1% 95% True False 72
100 1.3525 1.2949 0.0576 4.3% 0.0007 0.1% 96% True False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3610
2.618 1.3577
1.618 1.3557
1.000 1.3545
0.618 1.3537
HIGH 1.3525
0.618 1.3517
0.500 1.3515
0.382 1.3513
LOW 1.3505
0.618 1.3493
1.000 1.3485
1.618 1.3473
2.618 1.3453
4.250 1.3420
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 1.3515 1.3493
PP 1.3510 1.3485
S1 1.3505 1.3478

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

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