CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 1.3806 1.3843 0.0037 0.3% 1.3655
High 1.3845 1.3857 0.0012 0.1% 1.3843
Low 1.3782 1.3825 0.0043 0.3% 1.3648
Close 1.3823 1.3832 0.0009 0.1% 1.3817
Range 0.0063 0.0032 -0.0031 -49.2% 0.0195
ATR 0.0050 0.0049 -0.0001 -2.2% 0.0000
Volume 132,860 181,818 48,958 36.8% 829,139
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3934 1.3915 1.3850
R3 1.3902 1.3883 1.3841
R2 1.3870 1.3870 1.3838
R1 1.3851 1.3851 1.3835 1.3845
PP 1.3838 1.3838 1.3838 1.3835
S1 1.3819 1.3819 1.3829 1.3813
S2 1.3806 1.3806 1.3826
S3 1.3774 1.3787 1.3823
S4 1.3742 1.3755 1.3814
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4354 1.4281 1.3924
R3 1.4159 1.4086 1.3871
R2 1.3964 1.3964 1.3853
R1 1.3891 1.3891 1.3835 1.3928
PP 1.3769 1.3769 1.3769 1.3788
S1 1.3696 1.3696 1.3799 1.3733
S2 1.3574 1.3574 1.3781
S3 1.3379 1.3501 1.3763
S4 1.3184 1.3306 1.3710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3857 1.3782 0.0075 0.5% 0.0036 0.3% 67% True False 152,428
10 1.3857 1.3600 0.0257 1.9% 0.0042 0.3% 90% True False 163,613
20 1.3857 1.3424 0.0433 3.1% 0.0039 0.3% 94% True False 155,907
40 1.3857 1.3313 0.0544 3.9% 0.0038 0.3% 95% True False 101,001
60 1.3857 1.3313 0.0544 3.9% 0.0033 0.2% 95% True False 67,450
80 1.3857 1.3313 0.0544 3.9% 0.0030 0.2% 95% True False 50,644
100 1.3857 1.3175 0.0682 4.9% 0.0027 0.2% 96% True False 40,547
120 1.3857 1.3040 0.0817 5.9% 0.0023 0.2% 97% True False 33,790
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3993
2.618 1.3941
1.618 1.3909
1.000 1.3889
0.618 1.3877
HIGH 1.3857
0.618 1.3845
0.500 1.3841
0.382 1.3837
LOW 1.3825
0.618 1.3805
1.000 1.3793
1.618 1.3773
2.618 1.3741
4.250 1.3689
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 1.3841 1.3828
PP 1.3838 1.3824
S1 1.3835 1.3820

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

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