CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 1.3498 1.3478 -0.0020 -0.1% 1.3447
High 1.3515 1.3491 -0.0024 -0.2% 1.3507
Low 1.3492 1.3465 -0.0027 -0.2% 1.3424
Close 1.3504 1.3482 -0.0022 -0.2% 1.3503
Range 0.0023 0.0026 0.0003 13.0% 0.0083
ATR 0.0045 0.0044 0.0000 -0.9% 0.0000
Volume 133,550 140,360 6,810 5.1% 708,759
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3557 1.3546 1.3496
R3 1.3531 1.3520 1.3489
R2 1.3505 1.3505 1.3487
R1 1.3494 1.3494 1.3484 1.3500
PP 1.3479 1.3479 1.3479 1.3482
S1 1.3468 1.3468 1.3480 1.3474
S2 1.3453 1.3453 1.3477
S3 1.3427 1.3442 1.3475
S4 1.3401 1.3416 1.3468
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3727 1.3698 1.3549
R3 1.3644 1.3615 1.3526
R2 1.3561 1.3561 1.3518
R1 1.3532 1.3532 1.3511 1.3547
PP 1.3478 1.3478 1.3478 1.3485
S1 1.3449 1.3449 1.3495 1.3464
S2 1.3395 1.3395 1.3488
S3 1.3312 1.3366 1.3480
S4 1.3229 1.3283 1.3457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3515 1.3424 0.0091 0.7% 0.0030 0.2% 64% False False 140,856
10 1.3515 1.3321 0.0194 1.4% 0.0033 0.2% 83% False False 145,469
20 1.3599 1.3313 0.0286 2.1% 0.0034 0.3% 59% False False 81,143
40 1.3670 1.3313 0.0357 2.6% 0.0030 0.2% 47% False False 40,785
60 1.3740 1.3313 0.0427 3.2% 0.0026 0.2% 40% False False 27,270
80 1.3740 1.3190 0.0550 4.1% 0.0025 0.2% 53% False False 20,510
100 1.3740 1.3070 0.0670 5.0% 0.0021 0.2% 61% False False 16,410
120 1.3740 1.3012 0.0728 5.4% 0.0018 0.1% 65% False False 13,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3602
2.618 1.3559
1.618 1.3533
1.000 1.3517
0.618 1.3507
HIGH 1.3491
0.618 1.3481
0.500 1.3478
0.382 1.3475
LOW 1.3465
0.618 1.3449
1.000 1.3439
1.618 1.3423
2.618 1.3397
4.250 1.3355
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 1.3481 1.3490
PP 1.3479 1.3487
S1 1.3478 1.3485

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

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