CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 07-May-2007
Day Change Summary
Previous Current
04-May-2007 07-May-2007 Change Change % Previous Week
Open 1.3647 1.3665 0.0018 0.1% 1.3717
High 1.3665 1.3665 0.0000 0.0% 1.3733
Low 1.3647 1.3665 0.0018 0.1% 1.3613
Close 1.3656 1.3665 0.0009 0.1% 1.3656
Range 0.0018 0.0000 -0.0018 -100.0% 0.0120
ATR 0.0044 0.0042 -0.0003 -5.7% 0.0000
Volume 318 322 4 1.3% 1,886
Daily Pivots for day following 07-May-2007
Classic Woodie Camarilla DeMark
R4 1.3665 1.3665 1.3665
R3 1.3665 1.3665 1.3665
R2 1.3665 1.3665 1.3665
R1 1.3665 1.3665 1.3665 1.3665
PP 1.3665 1.3665 1.3665 1.3665
S1 1.3665 1.3665 1.3665 1.3665
S2 1.3665 1.3665 1.3665
S3 1.3665 1.3665 1.3665
S4 1.3665 1.3665 1.3665
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 1.4027 1.3962 1.3722
R3 1.3907 1.3842 1.3689
R2 1.3787 1.3787 1.3678
R1 1.3722 1.3722 1.3667 1.3695
PP 1.3667 1.3667 1.3667 1.3654
S1 1.3602 1.3602 1.3645 1.3575
S2 1.3547 1.3547 1.3634
S3 1.3427 1.3482 1.3623
S4 1.3307 1.3362 1.3590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3732 1.3613 0.0119 0.9% 0.0026 0.2% 44% False False 382
10 1.3740 1.3613 0.0127 0.9% 0.0023 0.2% 41% False False 342
20 1.3740 1.3492 0.0248 1.8% 0.0020 0.1% 70% False False 290
40 1.3740 1.3284 0.0456 3.3% 0.0022 0.2% 84% False False 256
60 1.3740 1.3070 0.0670 4.9% 0.0016 0.1% 89% False False 184
80 1.3740 1.3024 0.0716 5.2% 0.0013 0.1% 90% False False 142
100 1.3740 1.3012 0.0728 5.3% 0.0011 0.1% 90% False False 115
120 1.3740 1.2949 0.0791 5.8% 0.0009 0.1% 91% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3665
2.618 1.3665
1.618 1.3665
1.000 1.3665
0.618 1.3665
HIGH 1.3665
0.618 1.3665
0.500 1.3665
0.382 1.3665
LOW 1.3665
0.618 1.3665
1.000 1.3665
1.618 1.3665
2.618 1.3665
4.250 1.3665
Fisher Pivots for day following 07-May-2007
Pivot 1 day 3 day
R1 1.3665 1.3656
PP 1.3665 1.3648
S1 1.3665 1.3639

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

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