CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 11-May-2007
Day Change Summary
Previous Current
10-May-2007 11-May-2007 Change Change % Previous Week
Open 1.3575 1.3586 0.0011 0.1% 1.3665
High 1.3594 1.3581 -0.0013 -0.1% 1.3665
Low 1.3539 1.3581 0.0042 0.3% 1.3539
Close 1.3542 1.3586 0.0044 0.3% 1.3586
Range 0.0055 0.0000 -0.0055 -100.0% 0.0126
ATR 0.0044 0.0044 0.0000 -0.8% 0.0000
Volume 194 388 194 100.0% 1,200
Daily Pivots for day following 11-May-2007
Classic Woodie Camarilla DeMark
R4 1.3583 1.3584 1.3586
R3 1.3583 1.3584 1.3586
R2 1.3583 1.3583 1.3586
R1 1.3584 1.3584 1.3586 1.3586
PP 1.3583 1.3583 1.3583 1.3584
S1 1.3584 1.3584 1.3586 1.3586
S2 1.3583 1.3583 1.3586
S3 1.3583 1.3584 1.3586
S4 1.3583 1.3584 1.3586
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 1.3975 1.3906 1.3655
R3 1.3849 1.3780 1.3621
R2 1.3723 1.3723 1.3609
R1 1.3654 1.3654 1.3598 1.3626
PP 1.3597 1.3597 1.3597 1.3582
S1 1.3528 1.3528 1.3574 1.3500
S2 1.3471 1.3471 1.3563
S3 1.3345 1.3402 1.3551
S4 1.3219 1.3276 1.3517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3665 1.3539 0.0126 0.9% 0.0020 0.2% 37% False False 240
10 1.3733 1.3539 0.0194 1.4% 0.0025 0.2% 24% False False 308
20 1.3740 1.3539 0.0201 1.5% 0.0020 0.1% 23% False False 288
40 1.3740 1.3355 0.0385 2.8% 0.0024 0.2% 60% False False 265
60 1.3740 1.3175 0.0565 4.2% 0.0018 0.1% 73% False False 199
80 1.3740 1.3024 0.0716 5.3% 0.0015 0.1% 78% False False 150
100 1.3740 1.3012 0.0728 5.4% 0.0012 0.1% 79% False False 124
120 1.3740 1.2965 0.0775 5.7% 0.0010 0.1% 80% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3581
2.618 1.3581
1.618 1.3581
1.000 1.3581
0.618 1.3581
HIGH 1.3581
0.618 1.3581
0.500 1.3581
0.382 1.3581
LOW 1.3581
0.618 1.3581
1.000 1.3581
1.618 1.3581
2.618 1.3581
4.250 1.3581
Fisher Pivots for day following 11-May-2007
Pivot 1 day 3 day
R1 1.3584 1.3584
PP 1.3583 1.3582
S1 1.3581 1.3580

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

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