CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 1.3694 1.3727 0.0033 0.2% 1.3622
High 1.3702 1.3727 0.0025 0.2% 1.3682
Low 1.3690 1.3713 0.0023 0.2% 1.3624
Close 1.3694 1.3711 0.0017 0.1% 1.3668
Range 0.0012 0.0014 0.0002 16.7% 0.0058
ATR 0.0041 0.0041 -0.0001 -1.4% 0.0000
Volume 168 321 153 91.1% 1,317
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3759 1.3749 1.3719
R3 1.3745 1.3735 1.3715
R2 1.3731 1.3731 1.3714
R1 1.3721 1.3721 1.3712 1.3719
PP 1.3717 1.3717 1.3717 1.3716
S1 1.3707 1.3707 1.3710 1.3705
S2 1.3703 1.3703 1.3708
S3 1.3689 1.3693 1.3707
S4 1.3675 1.3679 1.3703
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3832 1.3808 1.3700
R3 1.3774 1.3750 1.3684
R2 1.3716 1.3716 1.3679
R1 1.3692 1.3692 1.3673 1.3704
PP 1.3658 1.3658 1.3658 1.3664
S1 1.3634 1.3634 1.3663 1.3646
S2 1.3600 1.3600 1.3657
S3 1.3542 1.3576 1.3652
S4 1.3484 1.3518 1.3636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3727 1.3624 0.0103 0.8% 0.0012 0.1% 84% True False 224
10 1.3727 1.3552 0.0175 1.3% 0.0016 0.1% 91% True False 252
20 1.3727 1.3375 0.0352 2.6% 0.0018 0.1% 95% True False 226
40 1.3727 1.3175 0.0552 4.0% 0.0018 0.1% 97% True False 201
60 1.3727 1.3040 0.0687 5.0% 0.0014 0.1% 98% True False 135
80 1.3727 1.3012 0.0715 5.2% 0.0011 0.1% 98% True False 105
100 1.3727 1.3012 0.0715 5.2% 0.0009 0.1% 98% True False 87
120 1.3727 1.2875 0.0852 6.2% 0.0007 0.1% 98% True False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3787
2.618 1.3764
1.618 1.3750
1.000 1.3741
0.618 1.3736
HIGH 1.3727
0.618 1.3722
0.500 1.3720
0.382 1.3718
LOW 1.3713
0.618 1.3704
1.000 1.3699
1.618 1.3690
2.618 1.3676
4.250 1.3654
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 1.3720 1.3699
PP 1.3717 1.3687
S1 1.3714 1.3676

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

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