CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 1.3845 1.3860 0.0015 0.1% 1.3812
High 1.3848 1.3877 0.0029 0.2% 1.3869
Low 1.3820 1.3838 0.0018 0.1% 1.3782
Close 1.3829 1.3853 0.0024 0.2% 1.3847
Range 0.0028 0.0039 0.0011 39.3% 0.0087
ATR 0.0047 0.0047 0.0000 0.2% 0.0000
Volume 144,875 126,109 -18,766 -13.0% 757,674
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3973 1.3952 1.3874
R3 1.3934 1.3913 1.3864
R2 1.3895 1.3895 1.3860
R1 1.3874 1.3874 1.3857 1.3865
PP 1.3856 1.3856 1.3856 1.3852
S1 1.3835 1.3835 1.3849 1.3826
S2 1.3817 1.3817 1.3846
S3 1.3778 1.3796 1.3842
S4 1.3739 1.3757 1.3832
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 1.3877 1.3782 0.0095 0.7% 0.0041 0.3% 75% True False 144,987
10 1.3877 1.3777 0.0100 0.7% 0.0036 0.3% 76% True False 161,882
20 1.3877 1.3465 0.0412 3.0% 0.0040 0.3% 94% True False 154,902
40 1.3877 1.3313 0.0564 4.1% 0.0038 0.3% 96% True False 111,213
60 1.3877 1.3313 0.0564 4.1% 0.0034 0.2% 96% True False 74,270
80 1.3877 1.3313 0.0564 4.1% 0.0029 0.2% 96% True False 55,760
100 1.3877 1.3175 0.0702 5.1% 0.0028 0.2% 97% True False 44,650
120 1.3877 1.3040 0.0837 6.0% 0.0024 0.2% 97% True False 37,209
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4043
2.618 1.3979
1.618 1.3940
1.000 1.3916
0.618 1.3901
HIGH 1.3877
0.618 1.3862
0.500 1.3858
0.382 1.3853
LOW 1.3838
0.618 1.3814
1.000 1.3799
1.618 1.3775
2.618 1.3736
4.250 1.3672
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 1.3858 1.3852
PP 1.3856 1.3850
S1 1.3855 1.3849

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

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