CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 1.3673 1.3688 0.0015 0.1% 1.3845
High 1.3690 1.3715 0.0025 0.2% 1.3877
Low 1.3652 1.3682 0.0030 0.2% 1.3652
Close 1.3670 1.3710 0.0040 0.3% 1.3670
Range 0.0038 0.0033 -0.0005 -13.2% 0.0225
ATR 0.0058 0.0057 -0.0001 -1.6% 0.0000
Volume 247,397 233,544 -13,853 -5.6% 906,862
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3801 1.3789 1.3728
R3 1.3768 1.3756 1.3719
R2 1.3735 1.3735 1.3716
R1 1.3723 1.3723 1.3713 1.3729
PP 1.3702 1.3702 1.3702 1.3706
S1 1.3690 1.3690 1.3707 1.3696
S2 1.3669 1.3669 1.3704
S3 1.3636 1.3657 1.3701
S4 1.3603 1.3624 1.3692
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4408 1.4264 1.3794
R3 1.4183 1.4039 1.3732
R2 1.3958 1.3958 1.3711
R1 1.3814 1.3814 1.3691 1.3774
PP 1.3733 1.3733 1.3733 1.3713
S1 1.3589 1.3589 1.3649 1.3549
S2 1.3508 1.3508 1.3629
S3 1.3283 1.3364 1.3608
S4 1.3058 1.3139 1.3546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3877 1.3652 0.0225 1.6% 0.0045 0.3% 26% False False 199,106
10 1.3877 1.3652 0.0225 1.6% 0.0041 0.3% 26% False False 171,283
20 1.3877 1.3600 0.0277 2.0% 0.0043 0.3% 40% False False 171,115
40 1.3877 1.3313 0.0564 4.1% 0.0038 0.3% 70% False False 132,863
60 1.3877 1.3313 0.0564 4.1% 0.0035 0.3% 70% False False 88,735
80 1.3877 1.3313 0.0564 4.1% 0.0031 0.2% 70% False False 66,619
100 1.3877 1.3190 0.0687 5.0% 0.0029 0.2% 76% False False 53,343
120 1.3877 1.3070 0.0807 5.9% 0.0025 0.2% 79% False False 44,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3855
2.618 1.3801
1.618 1.3768
1.000 1.3748
0.618 1.3735
HIGH 1.3715
0.618 1.3702
0.500 1.3699
0.382 1.3695
LOW 1.3682
0.618 1.3662
1.000 1.3649
1.618 1.3629
2.618 1.3596
4.250 1.3542
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 1.3706 1.3722
PP 1.3702 1.3718
S1 1.3699 1.3714

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

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