CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 1.3586 1.3599 0.0013 0.1% 1.3665
High 1.3581 1.3599 0.0018 0.1% 1.3665
Low 1.3581 1.3599 0.0018 0.1% 1.3539
Close 1.3586 1.3599 0.0013 0.1% 1.3586
Range
ATR 0.0044 0.0042 -0.0002 -5.0% 0.0000
Volume 388 164 -224 -57.7% 1,200
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 1.3599 1.3599 1.3599
R3 1.3599 1.3599 1.3599
R2 1.3599 1.3599 1.3599
R1 1.3599 1.3599 1.3599 1.3599
PP 1.3599 1.3599 1.3599 1.3599
S1 1.3599 1.3599 1.3599 1.3599
S2 1.3599 1.3599 1.3599
S3 1.3599 1.3599 1.3599
S4 1.3599 1.3599 1.3599
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 1.3620 1.3539 0.0081 0.6% 0.0020 0.2% 74% False False 208
10 1.3732 1.3539 0.0193 1.4% 0.0023 0.2% 31% False False 295
20 1.3740 1.3539 0.0201 1.5% 0.0020 0.1% 30% False False 281
40 1.3740 1.3355 0.0385 2.8% 0.0024 0.2% 63% False False 255
60 1.3740 1.3175 0.0565 4.2% 0.0018 0.1% 75% False False 201
80 1.3740 1.3024 0.0716 5.3% 0.0015 0.1% 80% False False 151
100 1.3740 1.3012 0.0728 5.4% 0.0012 0.1% 81% False False 125
120 1.3740 1.2994 0.0746 5.5% 0.0010 0.1% 81% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0005
Fibonacci Retracements and Extensions
4.250 1.3599
2.618 1.3599
1.618 1.3599
1.000 1.3599
0.618 1.3599
HIGH 1.3599
0.618 1.3599
0.500 1.3599
0.382 1.3599
LOW 1.3599
0.618 1.3599
1.000 1.3599
1.618 1.3599
2.618 1.3599
4.250 1.3599
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 1.3599 1.3589
PP 1.3599 1.3579
S1 1.3599 1.3569

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

View Archives - Comment on this page... - Back to Index of Symbols