CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 1.3643 1.3617 -0.0026 -0.2% 1.3496
High 1.3687 1.3670 -0.0017 -0.1% 1.3690
Low 1.3641 1.3617 -0.0024 -0.2% 1.3473
Close 1.3670 1.3647 -0.0023 -0.2% 1.3682
Range 0.0046 0.0053 0.0007 15.2% 0.0217
ATR 0.0066 0.0065 -0.0001 -1.4% 0.0000
Volume 129,318 168,740 39,422 30.5% 851,741
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3804 1.3778 1.3676
R3 1.3751 1.3725 1.3662
R2 1.3698 1.3698 1.3657
R1 1.3672 1.3672 1.3652 1.3685
PP 1.3645 1.3645 1.3645 1.3651
S1 1.3619 1.3619 1.3642 1.3632
S2 1.3592 1.3592 1.3637
S3 1.3539 1.3566 1.3632
S4 1.3486 1.3513 1.3618
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4266 1.4191 1.3801
R3 1.4049 1.3974 1.3742
R2 1.3832 1.3832 1.3722
R1 1.3757 1.3757 1.3702 1.3795
PP 1.3615 1.3615 1.3615 1.3634
S1 1.3540 1.3540 1.3662 1.3578
S2 1.3398 1.3398 1.3642
S3 1.3181 1.3323 1.3622
S4 1.2964 1.3106 1.3563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3690 1.3615 0.0075 0.5% 0.0049 0.4% 43% False False 131,717
10 1.3690 1.3473 0.0217 1.6% 0.0051 0.4% 80% False False 164,251
20 1.3844 1.3396 0.0448 3.3% 0.0054 0.4% 56% False False 174,495
40 1.3877 1.3396 0.0481 3.5% 0.0049 0.4% 52% False False 172,681
60 1.3877 1.3313 0.0564 4.1% 0.0045 0.3% 59% False False 154,951
80 1.3877 1.3313 0.0564 4.1% 0.0041 0.3% 59% False False 116,434
100 1.3877 1.3313 0.0564 4.1% 0.0037 0.3% 59% False False 93,206
120 1.3877 1.3313 0.0564 4.1% 0.0035 0.3% 59% False False 77,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3895
2.618 1.3809
1.618 1.3756
1.000 1.3723
0.618 1.3703
HIGH 1.3670
0.618 1.3650
0.500 1.3644
0.382 1.3637
LOW 1.3617
0.618 1.3584
1.000 1.3564
1.618 1.3531
2.618 1.3478
4.250 1.3392
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 1.3646 1.3652
PP 1.3645 1.3650
S1 1.3644 1.3649

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

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