CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 1.4065 1.4126 0.0061 0.4% 1.3909
High 1.4116 1.4127 0.0011 0.1% 1.4120
Low 1.4064 1.4088 0.0024 0.2% 1.3883
Close 1.4102 1.4107 0.0005 0.0% 1.4102
Range 0.0052 0.0039 -0.0013 -25.0% 0.0237
ATR 0.0067 0.0065 -0.0002 -3.0% 0.0000
Volume 193,325 114,373 -78,952 -40.8% 789,838
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4224 1.4205 1.4128
R3 1.4185 1.4166 1.4118
R2 1.4146 1.4146 1.4114
R1 1.4127 1.4127 1.4111 1.4117
PP 1.4107 1.4107 1.4107 1.4103
S1 1.4088 1.4088 1.4103 1.4078
S2 1.4068 1.4068 1.4100
S3 1.4029 1.4049 1.4096
S4 1.3990 1.4010 1.4086
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4746 1.4661 1.4232
R3 1.4509 1.4424 1.4167
R2 1.4272 1.4272 1.4145
R1 1.4187 1.4187 1.4124 1.4230
PP 1.4035 1.4035 1.4035 1.4056
S1 1.3950 1.3950 1.4080 1.3993
S2 1.3798 1.3798 1.4059
S3 1.3561 1.3713 1.4037
S4 1.3324 1.3476 1.3972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4127 1.3893 0.0234 1.7% 0.0065 0.5% 91% True False 144,920
10 1.4127 1.3852 0.0275 1.9% 0.0053 0.4% 93% True False 128,885
20 1.4127 1.3600 0.0527 3.7% 0.0054 0.4% 96% True False 68,205
40 1.4127 1.3430 0.0697 4.9% 0.0043 0.3% 97% True False 34,493
60 1.4127 1.3430 0.0697 4.9% 0.0037 0.3% 97% True False 23,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4293
2.618 1.4229
1.618 1.4190
1.000 1.4166
0.618 1.4151
HIGH 1.4127
0.618 1.4112
0.500 1.4108
0.382 1.4103
LOW 1.4088
0.618 1.4064
1.000 1.4049
1.618 1.4025
2.618 1.3986
4.250 1.3922
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 1.4108 1.4100
PP 1.4107 1.4093
S1 1.4107 1.4086

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

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