CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 1.3911 1.3790 -0.0121 -0.9% 1.3869
High 1.3911 1.3790 -0.0121 -0.9% 1.3905
Low 1.3911 1.3790 -0.0121 -0.9% 1.3869
Close 1.3911 1.3790 -0.0121 -0.9% 1.3905
Range
ATR 0.0024 0.0031 0.0007 29.0% 0.0000
Volume 5 2 -3 -60.0% 8
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3790 1.3790 1.3790
R3 1.3790 1.3790 1.3790
R2 1.3790 1.3790 1.3790
R1 1.3790 1.3790 1.3790 1.3790
PP 1.3790 1.3790 1.3790 1.3790
S1 1.3790 1.3790 1.3790 1.3790
S2 1.3790 1.3790 1.3790
S3 1.3790 1.3790 1.3790
S4 1.3790 1.3790 1.3790
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4001 1.3989 1.3925
R3 1.3965 1.3953 1.3915
R2 1.3929 1.3929 1.3912
R1 1.3917 1.3917 1.3908 1.3923
PP 1.3893 1.3893 1.3893 1.3896
S1 1.3881 1.3881 1.3902 1.3887
S2 1.3857 1.3857 1.3898
S3 1.3821 1.3845 1.3895
S4 1.3785 1.3809 1.3885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3911 1.3790 0.0121 0.9% 0.0000 0.0% 0% False True 4
10 1.3911 1.3790 0.0121 0.9% 0.0000 0.0% 0% False True 2
20 1.3911 1.3526 0.0385 2.8% 0.0000 0.0% 69% False 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 1.3790
2.618 1.3790
1.618 1.3790
1.000 1.3790
0.618 1.3790
HIGH 1.3790
0.618 1.3790
0.500 1.3790
0.382 1.3790
LOW 1.3790
0.618 1.3790
1.000 1.3790
1.618 1.3790
2.618 1.3790
4.250 1.3790
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 1.3790 1.3851
PP 1.3790 1.3830
S1 1.3790 1.3810

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

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