CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 1.3501 1.3602 0.0101 0.7% 1.3527
High 1.3535 1.3606 0.0071 0.5% 1.3606
Low 1.3505 1.3576 0.0071 0.5% 1.3501
Close 1.3501 1.3601 0.0100 0.7% 1.3601
Range 0.0030 0.0030 0.0000 0.0% 0.0105
ATR 0.0033 0.0038 0.0005 15.7% 0.0000
Volume 119 82 -37 -31.1% 819
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3684 1.3673 1.3618
R3 1.3654 1.3643 1.3609
R2 1.3624 1.3624 1.3607
R1 1.3613 1.3613 1.3604 1.3604
PP 1.3594 1.3594 1.3594 1.3590
S1 1.3583 1.3583 1.3598 1.3574
S2 1.3564 1.3564 1.3596
S3 1.3534 1.3553 1.3593
S4 1.3504 1.3523 1.3585
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3884 1.3848 1.3659
R3 1.3779 1.3743 1.3630
R2 1.3674 1.3674 1.3620
R1 1.3638 1.3638 1.3611 1.3656
PP 1.3569 1.3569 1.3569 1.3579
S1 1.3533 1.3533 1.3591 1.3551
S2 1.3464 1.3464 1.3582
S3 1.3359 1.3428 1.3572
S4 1.3254 1.3323 1.3543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3606 1.3501 0.0105 0.8% 0.0019 0.1% 95% True False 163
10 1.3606 1.3460 0.0146 1.1% 0.0014 0.1% 97% True False 141
20 1.3621 1.3382 0.0239 1.8% 0.0011 0.1% 92% False False 111
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3734
2.618 1.3685
1.618 1.3655
1.000 1.3636
0.618 1.3625
HIGH 1.3606
0.618 1.3595
0.500 1.3591
0.382 1.3587
LOW 1.3576
0.618 1.3557
1.000 1.3546
1.618 1.3527
2.618 1.3497
4.250 1.3449
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 1.3598 1.3585
PP 1.3594 1.3569
S1 1.3591 1.3554

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

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