CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 1.3548 1.3624 0.0076 0.6% 1.3500
High 1.3576 1.3673 0.0097 0.7% 1.3576
Low 1.3538 1.3624 0.0086 0.6% 1.3465
Close 1.3568 1.3659 0.0091 0.7% 1.3568
Range 0.0038 0.0049 0.0011 28.9% 0.0111
ATR 0.0049 0.0053 0.0004 8.2% 0.0000
Volume 137,082 174,475 37,393 27.3% 724,791
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3799 1.3778 1.3686
R3 1.3750 1.3729 1.3672
R2 1.3701 1.3701 1.3668
R1 1.3680 1.3680 1.3663 1.3691
PP 1.3652 1.3652 1.3652 1.3657
S1 1.3631 1.3631 1.3655 1.3642
S2 1.3603 1.3603 1.3650
S3 1.3554 1.3582 1.3646
S4 1.3505 1.3533 1.3632
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3869 1.3830 1.3629
R3 1.3758 1.3719 1.3599
R2 1.3647 1.3647 1.3588
R1 1.3608 1.3608 1.3578 1.3628
PP 1.3536 1.3536 1.3536 1.3546
S1 1.3497 1.3497 1.3558 1.3517
S2 1.3425 1.3425 1.3548
S3 1.3314 1.3386 1.3537
S4 1.3203 1.3275 1.3507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3673 1.3465 0.0208 1.5% 0.0036 0.3% 93% True False 143,926
10 1.3673 1.3424 0.0249 1.8% 0.0033 0.2% 94% True False 140,104
20 1.3673 1.3313 0.0360 2.6% 0.0035 0.3% 96% True False 103,247
40 1.3673 1.3313 0.0360 2.6% 0.0031 0.2% 96% True False 51,898
60 1.3740 1.3313 0.0427 3.1% 0.0028 0.2% 81% False False 34,691
80 1.3740 1.3277 0.0463 3.4% 0.0027 0.2% 83% False False 26,081
100 1.3740 1.3070 0.0670 4.9% 0.0022 0.2% 88% False False 20,867
120 1.3740 1.3012 0.0728 5.3% 0.0019 0.1% 89% False False 17,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3881
2.618 1.3801
1.618 1.3752
1.000 1.3722
0.618 1.3703
HIGH 1.3673
0.618 1.3654
0.500 1.3649
0.382 1.3643
LOW 1.3624
0.618 1.3594
1.000 1.3575
1.618 1.3545
2.618 1.3496
4.250 1.3416
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 1.3656 1.3629
PP 1.3652 1.3600
S1 1.3649 1.3570

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

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