CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 1.3677 1.3747 0.0070 0.5% 1.3695
High 1.3693 1.3747 0.0054 0.4% 1.3747
Low 1.3647 1.3680 0.0033 0.2% 1.3647
Close 1.3677 1.3684 0.0007 0.1% 1.3684
Range 0.0046 0.0067 0.0021 45.7% 0.0100
ATR 0.0059 0.0060 0.0001 1.4% 0.0000
Volume 923 6,431 5,508 596.7% 10,326
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3905 1.3861 1.3721
R3 1.3838 1.3794 1.3702
R2 1.3771 1.3771 1.3696
R1 1.3727 1.3727 1.3690 1.3716
PP 1.3704 1.3704 1.3704 1.3698
S1 1.3660 1.3660 1.3678 1.3649
S2 1.3637 1.3637 1.3672
S3 1.3570 1.3593 1.3666
S4 1.3503 1.3526 1.3647
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3993 1.3938 1.3739
R3 1.3893 1.3838 1.3712
R2 1.3793 1.3793 1.3702
R1 1.3738 1.3738 1.3693 1.3716
PP 1.3693 1.3693 1.3693 1.3681
S1 1.3638 1.3638 1.3675 1.3616
S2 1.3593 1.3593 1.3666
S3 1.3493 1.3538 1.3657
S4 1.3393 1.3438 1.3629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3747 1.3647 0.0100 0.7% 0.0042 0.3% 37% True False 2,065
10 1.3747 1.3500 0.0247 1.8% 0.0037 0.3% 74% True False 1,478
20 1.3870 1.3430 0.0440 3.2% 0.0034 0.2% 58% False False 1,184
40 1.3905 1.3430 0.0475 3.5% 0.0030 0.2% 53% False False 762
60 1.3905 1.3382 0.0523 3.8% 0.0025 0.2% 58% False False 555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4032
2.618 1.3922
1.618 1.3855
1.000 1.3814
0.618 1.3788
HIGH 1.3747
0.618 1.3721
0.500 1.3714
0.382 1.3706
LOW 1.3680
0.618 1.3639
1.000 1.3613
1.618 1.3572
2.618 1.3505
4.250 1.3395
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 1.3714 1.3697
PP 1.3704 1.3693
S1 1.3694 1.3688

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

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