CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 1.3747 1.3615 -0.0132 -1.0% 1.3695
High 1.3747 1.3657 -0.0090 -0.7% 1.3747
Low 1.3680 1.3600 -0.0080 -0.6% 1.3647
Close 1.3684 1.3656 -0.0028 -0.2% 1.3684
Range 0.0067 0.0057 -0.0010 -14.9% 0.0100
ATR 0.0060 0.0061 0.0002 2.9% 0.0000
Volume 6,431 4,139 -2,292 -35.6% 10,326
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3809 1.3789 1.3687
R3 1.3752 1.3732 1.3672
R2 1.3695 1.3695 1.3666
R1 1.3675 1.3675 1.3661 1.3685
PP 1.3638 1.3638 1.3638 1.3643
S1 1.3618 1.3618 1.3651 1.3628
S2 1.3581 1.3581 1.3646
S3 1.3524 1.3561 1.3640
S4 1.3467 1.3504 1.3625
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 1.3600 0.0147 1.1% 0.0048 0.4% 38% False True 2,694
10 1.3747 1.3500 0.0247 1.8% 0.0039 0.3% 63% False False 1,761
20 1.3870 1.3430 0.0440 3.2% 0.0035 0.3% 51% False False 1,371
40 1.3905 1.3430 0.0475 3.5% 0.0031 0.2% 48% False False 861
60 1.3905 1.3382 0.0523 3.8% 0.0026 0.2% 52% False False 619
Crabel Price Patterns
NR True
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3899
2.618 1.3806
1.618 1.3749
1.000 1.3714
0.618 1.3692
HIGH 1.3657
0.618 1.3635
0.500 1.3629
0.382 1.3622
LOW 1.3600
0.618 1.3565
1.000 1.3543
1.618 1.3508
2.618 1.3451
4.250 1.3358
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 1.3647 1.3674
PP 1.3638 1.3668
S1 1.3629 1.3662

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

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