CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 1.3670 1.3602 -0.0068 -0.5% 1.3841
High 1.3681 1.3604 -0.0077 -0.6% 1.3844
Low 1.3624 1.3551 -0.0073 -0.5% 1.3672
Close 1.3638 1.3558 -0.0080 -0.6% 1.3716
Range 0.0057 0.0053 -0.0004 -7.0% 0.0172
ATR 0.0066 0.0067 0.0002 2.3% 0.0000
Volume 179,836 154,249 -25,587 -14.2% 985,047
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3730 1.3697 1.3587
R3 1.3677 1.3644 1.3573
R2 1.3624 1.3624 1.3568
R1 1.3591 1.3591 1.3563 1.3581
PP 1.3571 1.3571 1.3571 1.3566
S1 1.3538 1.3538 1.3553 1.3528
S2 1.3518 1.3518 1.3548
S3 1.3465 1.3485 1.3543
S4 1.3412 1.3432 1.3529
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4260 1.4160 1.3811
R3 1.4088 1.3988 1.3763
R2 1.3916 1.3916 1.3748
R1 1.3816 1.3816 1.3732 1.3780
PP 1.3744 1.3744 1.3744 1.3726
S1 1.3644 1.3644 1.3700 1.3608
S2 1.3572 1.3572 1.3684
S3 1.3400 1.3472 1.3669
S4 1.3228 1.3300 1.3621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3844 1.3551 0.0293 2.2% 0.0053 0.4% 2% False True 188,579
10 1.3844 1.3551 0.0293 2.2% 0.0059 0.4% 2% False True 181,279
20 1.3877 1.3551 0.0326 2.4% 0.0051 0.4% 2% False True 177,559
40 1.3877 1.3424 0.0453 3.3% 0.0044 0.3% 30% False False 165,142
60 1.3877 1.3313 0.0564 4.2% 0.0041 0.3% 43% False False 121,297
80 1.3877 1.3313 0.0564 4.2% 0.0037 0.3% 43% False False 91,048
100 1.3877 1.3313 0.0564 4.2% 0.0034 0.2% 43% False False 72,888
120 1.3877 1.3175 0.0702 5.2% 0.0030 0.2% 55% False False 60,760
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3829
2.618 1.3743
1.618 1.3690
1.000 1.3657
0.618 1.3637
HIGH 1.3604
0.618 1.3584
0.500 1.3578
0.382 1.3571
LOW 1.3551
0.618 1.3518
1.000 1.3498
1.618 1.3465
2.618 1.3412
4.250 1.3326
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 1.3578 1.3639
PP 1.3571 1.3612
S1 1.3565 1.3585

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

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