CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 1.3827 1.3845 0.0018 0.1% 1.3812
High 1.3869 1.3848 -0.0021 -0.2% 1.3869
Low 1.3827 1.3820 -0.0007 -0.1% 1.3782
Close 1.3847 1.3829 -0.0018 -0.1% 1.3847
Range 0.0042 0.0028 -0.0014 -33.3% 0.0087
ATR 0.0048 0.0047 -0.0001 -3.0% 0.0000
Volume 139,274 144,875 5,601 4.0% 757,674
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3916 1.3901 1.3844
R3 1.3888 1.3873 1.3837
R2 1.3860 1.3860 1.3834
R1 1.3845 1.3845 1.3832 1.3839
PP 1.3832 1.3832 1.3832 1.3829
S1 1.3817 1.3817 1.3826 1.3811
S2 1.3804 1.3804 1.3824
S3 1.3776 1.3789 1.3821
S4 1.3748 1.3761 1.3814
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4094 1.4057 1.3895
R3 1.4007 1.3970 1.3871
R2 1.3920 1.3920 1.3863
R1 1.3883 1.3883 1.3855 1.3902
PP 1.3833 1.3833 1.3833 1.3842
S1 1.3796 1.3796 1.3839 1.3815
S2 1.3746 1.3746 1.3831
S3 1.3659 1.3709 1.3823
S4 1.3572 1.3622 1.3799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3869 1.3782 0.0087 0.6% 0.0037 0.3% 54% False False 143,460
10 1.3869 1.3690 0.0179 1.3% 0.0040 0.3% 78% False False 157,967
20 1.3869 1.3465 0.0404 2.9% 0.0039 0.3% 90% False False 157,578
40 1.3869 1.3313 0.0556 4.0% 0.0037 0.3% 93% False False 108,077
60 1.3869 1.3313 0.0556 4.0% 0.0034 0.2% 93% False False 72,175
80 1.3869 1.3313 0.0556 4.0% 0.0030 0.2% 93% False False 54,186
100 1.3869 1.3175 0.0694 5.0% 0.0028 0.2% 94% False False 43,389
120 1.3869 1.3040 0.0829 6.0% 0.0024 0.2% 95% False False 36,158
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3967
2.618 1.3921
1.618 1.3893
1.000 1.3876
0.618 1.3865
HIGH 1.3848
0.618 1.3837
0.500 1.3834
0.382 1.3831
LOW 1.3820
0.618 1.3803
1.000 1.3792
1.618 1.3775
2.618 1.3747
4.250 1.3701
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 1.3834 1.3845
PP 1.3832 1.3839
S1 1.3831 1.3834

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

View Archives - Comment on this page... - Back to Index of Symbols