CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 1.3671 1.3633 -0.0038 -0.3% 1.3624
High 1.3676 1.3673 -0.0003 0.0% 1.3676
Low 1.3612 1.3600 -0.0012 -0.1% 1.3600
Close 1.3632 1.3653 0.0021 0.2% 1.3653
Range 0.0064 0.0073 0.0009 14.1% 0.0076
ATR 0.0052 0.0053 0.0002 2.9% 0.0000
Volume 129,468 188,593 59,125 45.7% 695,086
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3861 1.3830 1.3693
R3 1.3788 1.3757 1.3673
R2 1.3715 1.3715 1.3666
R1 1.3684 1.3684 1.3660 1.3700
PP 1.3642 1.3642 1.3642 1.3650
S1 1.3611 1.3611 1.3646 1.3627
S2 1.3569 1.3569 1.3640
S3 1.3496 1.3538 1.3633
S4 1.3423 1.3465 1.3613
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3871 1.3838 1.3695
R3 1.3795 1.3762 1.3674
R2 1.3719 1.3719 1.3667
R1 1.3686 1.3686 1.3660 1.3703
PP 1.3643 1.3643 1.3643 1.3651
S1 1.3610 1.3610 1.3646 1.3627
S2 1.3567 1.3567 1.3639
S3 1.3491 1.3534 1.3632
S4 1.3415 1.3458 1.3611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3676 1.3538 0.0138 1.0% 0.0050 0.4% 83% False False 166,433
10 1.3676 1.3459 0.0217 1.6% 0.0042 0.3% 89% False False 155,777
20 1.3676 1.3313 0.0363 2.7% 0.0037 0.3% 94% False False 128,636
40 1.3676 1.3313 0.0363 2.7% 0.0034 0.3% 94% False False 64,898
60 1.3740 1.3313 0.0427 3.1% 0.0030 0.2% 80% False False 43,361
80 1.3740 1.3313 0.0427 3.1% 0.0029 0.2% 80% False False 32,575
100 1.3740 1.3175 0.0565 4.1% 0.0024 0.2% 85% False False 26,073
120 1.3740 1.3024 0.0716 5.2% 0.0021 0.2% 88% False False 21,728
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 0.0010
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.3983
2.618 1.3864
1.618 1.3791
1.000 1.3746
0.618 1.3718
HIGH 1.3673
0.618 1.3645
0.500 1.3637
0.382 1.3628
LOW 1.3600
0.618 1.3555
1.000 1.3527
1.618 1.3482
2.618 1.3409
4.250 1.3290
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 1.3648 1.3648
PP 1.3642 1.3643
S1 1.3637 1.3638

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

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