CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 1.3712 1.3819 0.0107 0.8% 1.3717
High 1.3712 1.3819 0.0107 0.8% 1.3717
Low 1.3712 1.3819 0.0107 0.8% 1.3690
Close 1.3712 1.3819 0.0107 0.8% 1.3711
Range
ATR 0.0029 0.0035 0.0006 19.2% 0.0000
Volume 3 2 -1 -33.3% 17
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3819 1.3819 1.3819
R3 1.3819 1.3819 1.3819
R2 1.3819 1.3819 1.3819
R1 1.3819 1.3819 1.3819 1.3819
PP 1.3819 1.3819 1.3819 1.3819
S1 1.3819 1.3819 1.3819 1.3819
S2 1.3819 1.3819 1.3819
S3 1.3819 1.3819 1.3819
S4 1.3819 1.3819 1.3819
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3787 1.3776 1.3726
R3 1.3760 1.3749 1.3718
R2 1.3733 1.3733 1.3716
R1 1.3722 1.3722 1.3713 1.3714
PP 1.3706 1.3706 1.3706 1.3702
S1 1.3695 1.3695 1.3709 1.3687
S2 1.3679 1.3679 1.3706
S3 1.3652 1.3668 1.3704
S4 1.3625 1.3641 1.3696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3819 1.3690 0.0129 0.9% 0.0000 0.0% 100% True False 3
10 1.3819 1.3526 0.0293 2.1% 0.0000 0.0% 100% True False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3819
2.618 1.3819
1.618 1.3819
1.000 1.3819
0.618 1.3819
HIGH 1.3819
0.618 1.3819
0.500 1.3819
0.382 1.3819
LOW 1.3819
0.618 1.3819
1.000 1.3819
1.618 1.3819
2.618 1.3819
4.250 1.3819
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 1.3819 1.3801
PP 1.3819 1.3783
S1 1.3819 1.3766

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

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