CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 1.3602 1.3488 -0.0114 -0.8% 1.3841
High 1.3604 1.3518 -0.0086 -0.6% 1.3844
Low 1.3551 1.3473 -0.0078 -0.6% 1.3672
Close 1.3558 1.3478 -0.0080 -0.6% 1.3716
Range 0.0053 0.0045 -0.0008 -15.1% 0.0172
ATR 0.0067 0.0068 0.0001 1.9% 0.0000
Volume 154,249 178,334 24,085 15.6% 985,047
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3625 1.3596 1.3503
R3 1.3580 1.3551 1.3490
R2 1.3535 1.3535 1.3486
R1 1.3506 1.3506 1.3482 1.3498
PP 1.3490 1.3490 1.3490 1.3486
S1 1.3461 1.3461 1.3474 1.3453
S2 1.3445 1.3445 1.3470
S3 1.3400 1.3416 1.3466
S4 1.3355 1.3371 1.3453
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 1.3747 1.3473 0.0274 2.0% 0.0054 0.4% 2% False True 192,370
10 1.3844 1.3473 0.0371 2.8% 0.0057 0.4% 1% False True 182,928
20 1.3877 1.3473 0.0404 3.0% 0.0050 0.4% 1% False True 179,833
40 1.3877 1.3424 0.0453 3.4% 0.0045 0.3% 12% False False 166,399
60 1.3877 1.3313 0.0564 4.2% 0.0041 0.3% 29% False False 124,258
80 1.3877 1.3313 0.0564 4.2% 0.0037 0.3% 29% False False 93,275
100 1.3877 1.3313 0.0564 4.2% 0.0034 0.2% 29% False False 74,668
120 1.3877 1.3175 0.0702 5.2% 0.0031 0.2% 43% False False 62,246
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3709
2.618 1.3636
1.618 1.3591
1.000 1.3563
0.618 1.3546
HIGH 1.3518
0.618 1.3501
0.500 1.3496
0.382 1.3490
LOW 1.3473
0.618 1.3445
1.000 1.3428
1.618 1.3400
2.618 1.3355
4.250 1.3282
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 1.3496 1.3577
PP 1.3490 1.3544
S1 1.3484 1.3511

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

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