CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 1.3510 1.3554 0.0044 0.3% 1.3599
High 1.3520 1.3554 0.0034 0.3% 1.3662
Low 1.3510 1.3510 0.0000 0.0% 1.3530
Close 1.3509 1.3511 0.0002 0.0% 1.3562
Range 0.0010 0.0044 0.0034 340.0% 0.0132
ATR 0.0044 0.0044 0.0000 0.1% 0.0000
Volume 631 503 -128 -20.3% 1,588
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 1.3657 1.3628 1.3535
R3 1.3613 1.3584 1.3523
R2 1.3569 1.3569 1.3519
R1 1.3540 1.3540 1.3515 1.3533
PP 1.3525 1.3525 1.3525 1.3521
S1 1.3496 1.3496 1.3507 1.3489
S2 1.3481 1.3481 1.3503
S3 1.3437 1.3452 1.3499
S4 1.3393 1.3408 1.3487
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 1.3981 1.3903 1.3635
R3 1.3849 1.3771 1.3598
R2 1.3717 1.3717 1.3586
R1 1.3639 1.3639 1.3574 1.3612
PP 1.3585 1.3585 1.3585 1.3571
S1 1.3507 1.3507 1.3550 1.3480
S2 1.3453 1.3453 1.3538
S3 1.3321 1.3375 1.3526
S4 1.3189 1.3243 1.3489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3573 1.3495 0.0078 0.6% 0.0028 0.2% 21% False False 490
10 1.3662 1.3495 0.0167 1.2% 0.0026 0.2% 10% False False 393
20 1.3740 1.3495 0.0245 1.8% 0.0026 0.2% 7% False False 358
40 1.3740 1.3375 0.0365 2.7% 0.0022 0.2% 37% False False 292
60 1.3740 1.3175 0.0565 4.2% 0.0021 0.2% 59% False False 253
80 1.3740 1.3040 0.0700 5.2% 0.0017 0.1% 67% False False 191
100 1.3740 1.3012 0.0728 5.4% 0.0014 0.1% 69% False False 156
120 1.3740 1.3012 0.0728 5.4% 0.0011 0.1% 69% False False 132
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 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3741
2.618 1.3669
1.618 1.3625
1.000 1.3598
0.618 1.3581
HIGH 1.3554
0.618 1.3537
0.500 1.3532
0.382 1.3527
LOW 1.3510
0.618 1.3483
1.000 1.3466
1.618 1.3439
2.618 1.3395
4.250 1.3323
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 1.3532 1.3525
PP 1.3525 1.3520
S1 1.3518 1.3516

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

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