CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 1.4209 1.4132 -0.0077 -0.5% 1.4126
High 1.4215 1.4170 -0.0045 -0.3% 1.4298
Low 1.4126 1.4087 -0.0039 -0.3% 1.4088
Close 1.4126 1.4137 0.0011 0.1% 1.4293
Range 0.0089 0.0083 -0.0006 -6.7% 0.0210
ATR 0.0069 0.0070 0.0001 1.5% 0.0000
Volume 167,039 161,489 -5,550 -3.3% 616,698
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4380 1.4342 1.4183
R3 1.4297 1.4259 1.4160
R2 1.4214 1.4214 1.4152
R1 1.4176 1.4176 1.4145 1.4195
PP 1.4131 1.4131 1.4131 1.4141
S1 1.4093 1.4093 1.4129 1.4112
S2 1.4048 1.4048 1.4122
S3 1.3965 1.4010 1.4114
S4 1.3882 1.3927 1.4091
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4856 1.4785 1.4409
R3 1.4646 1.4575 1.4351
R2 1.4436 1.4436 1.4332
R1 1.4365 1.4365 1.4312 1.4401
PP 1.4226 1.4226 1.4226 1.4244
S1 1.4155 1.4155 1.4274 1.4191
S2 1.4016 1.4016 1.4255
S3 1.3806 1.3945 1.4235
S4 1.3596 1.3735 1.4178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4298 1.4087 0.0211 1.5% 0.0068 0.5% 24% False True 161,814
10 1.4298 1.4064 0.0234 1.7% 0.0056 0.4% 31% False False 146,358
20 1.4298 1.3739 0.0559 4.0% 0.0056 0.4% 71% False False 124,078
40 1.4298 1.3430 0.0868 6.1% 0.0049 0.3% 81% False False 63,282
60 1.4298 1.3430 0.0868 6.1% 0.0041 0.3% 81% False False 42,323
80 1.4298 1.3382 0.0916 6.5% 0.0035 0.2% 82% False False 31,783
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4523
2.618 1.4387
1.618 1.4304
1.000 1.4253
0.618 1.4221
HIGH 1.4170
0.618 1.4138
0.500 1.4129
0.382 1.4119
LOW 1.4087
0.618 1.4036
1.000 1.4004
1.618 1.3953
2.618 1.3870
4.250 1.3734
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 1.4134 1.4151
PP 1.4131 1.4146
S1 1.4129 1.4142

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

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