CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 1.3695 1.3684 -0.0011 -0.1% 1.3504
High 1.3695 1.3700 0.0005 0.0% 1.3712
Low 1.3670 1.3655 -0.0015 -0.1% 1.3500
Close 1.3687 1.3667 -0.0020 -0.1% 1.3707
Range 0.0025 0.0045 0.0020 80.0% 0.0212
ATR 0.0062 0.0061 -0.0001 -2.0% 0.0000
Volume 995 848 -147 -14.8% 4,462
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3809 1.3783 1.3692
R3 1.3764 1.3738 1.3679
R2 1.3719 1.3719 1.3675
R1 1.3693 1.3693 1.3671 1.3684
PP 1.3674 1.3674 1.3674 1.3669
S1 1.3648 1.3648 1.3663 1.3639
S2 1.3629 1.3629 1.3659
S3 1.3584 1.3603 1.3655
S4 1.3539 1.3558 1.3642
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4276 1.4203 1.3824
R3 1.4064 1.3991 1.3765
R2 1.3852 1.3852 1.3746
R1 1.3779 1.3779 1.3726 1.3816
PP 1.3640 1.3640 1.3640 1.3658
S1 1.3567 1.3567 1.3688 1.3604
S2 1.3428 1.3428 1.3668
S3 1.3216 1.3355 1.3649
S4 1.3004 1.3143 1.3590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3712 1.3540 0.0172 1.3% 0.0034 0.2% 74% False False 788
10 1.3712 1.3430 0.0282 2.1% 0.0038 0.3% 84% False False 921
20 1.3870 1.3430 0.0440 3.2% 0.0033 0.2% 54% False False 815
40 1.3905 1.3430 0.0475 3.5% 0.0030 0.2% 50% False False 566
60 1.3905 1.3382 0.0523 3.8% 0.0023 0.2% 54% False False 416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3891
2.618 1.3818
1.618 1.3773
1.000 1.3745
0.618 1.3728
HIGH 1.3700
0.618 1.3683
0.500 1.3678
0.382 1.3672
LOW 1.3655
0.618 1.3627
1.000 1.3610
1.618 1.3582
2.618 1.3537
4.250 1.3464
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 1.3678 1.3684
PP 1.3674 1.3678
S1 1.3671 1.3673

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

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