CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 1.3850 1.3844 -0.0006 0.0% 1.3695
High 1.3850 1.3844 -0.0006 0.0% 1.3850
Low 1.3850 1.3844 -0.0006 0.0% 1.3686
Close 1.3850 1.3844 -0.0006 0.0% 1.3850
Range
ATR 0.0040 0.0038 -0.0002 -6.1% 0.0000
Volume 396 456 60 15.2% 1,681
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3844 1.3844 1.3844
R3 1.3844 1.3844 1.3844
R2 1.3844 1.3844 1.3844
R1 1.3844 1.3844 1.3844 1.3844
PP 1.3844 1.3844 1.3844 1.3844
S1 1.3844 1.3844 1.3844 1.3844
S2 1.3844 1.3844 1.3844
S3 1.3844 1.3844 1.3844
S4 1.3844 1.3844 1.3844
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 1.3730 0.0120 0.9% 0.0018 0.1% 95% False False 398
10 1.3850 1.3640 0.0210 1.5% 0.0022 0.2% 97% False False 301
20 1.3850 1.3460 0.0390 2.8% 0.0018 0.1% 98% False False 221
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 1.3844
2.618 1.3844
1.618 1.3844
1.000 1.3844
0.618 1.3844
HIGH 1.3844
0.618 1.3844
0.500 1.3844
0.382 1.3844
LOW 1.3844
0.618 1.3844
1.000 1.3844
1.618 1.3844
2.618 1.3844
4.250 1.3844
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 1.3844 1.3847
PP 1.3844 1.3846
S1 1.3844 1.3845

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

View Archives - Comment on this page... - Back to Index of Symbols