CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 1.3846 1.3850 0.0004 0.0% 1.3695
High 1.3845 1.3850 0.0005 0.0% 1.3850
Low 1.3845 1.3850 0.0005 0.0% 1.3686
Close 1.3846 1.3850 0.0004 0.0% 1.3850
Range
ATR 0.0043 0.0040 -0.0003 -6.5% 0.0000
Volume 509 396 -113 -22.2% 1,681
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3850 1.3850 1.3850
R3 1.3850 1.3850 1.3850
R2 1.3850 1.3850 1.3850
R1 1.3850 1.3850 1.3850 1.3850
PP 1.3850 1.3850 1.3850 1.3850
S1 1.3850 1.3850 1.3850 1.3850
S2 1.3850 1.3850 1.3850
S3 1.3850 1.3850 1.3850
S4 1.3850 1.3850 1.3850
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4287 1.4233 1.3940
R3 1.4123 1.4069 1.3895
R2 1.3959 1.3959 1.3880
R1 1.3905 1.3905 1.3865 1.3932
PP 1.3795 1.3795 1.3795 1.3809
S1 1.3741 1.3741 1.3835 1.3768
S2 1.3631 1.3631 1.3820
S3 1.3467 1.3577 1.3805
S4 1.3303 1.3413 1.3760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3850 1.3686 0.0164 1.2% 0.0020 0.1% 100% True False 336
10 1.3850 1.3576 0.0274 2.0% 0.0025 0.2% 100% True False 263
20 1.3850 1.3443 0.0407 2.9% 0.0019 0.1% 100% True False 203
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Fibonacci Retracements and Extensions
4.250 1.3850
2.618 1.3850
1.618 1.3850
1.000 1.3850
0.618 1.3850
HIGH 1.3850
0.618 1.3850
0.500 1.3850
0.382 1.3850
LOW 1.3850
0.618 1.3850
1.000 1.3850
1.618 1.3850
2.618 1.3850
4.250 1.3850
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 1.3850 1.3844
PP 1.3850 1.3839
S1 1.3850 1.3833

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

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