CME Euro FX Future March 2008


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 1.3701 1.3673 -0.0028 -0.2% 1.3704
High 1.3701 1.3673 -0.0028 -0.2% 1.3713
Low 1.3701 1.3673 -0.0028 -0.2% 1.3671
Close 1.3701 1.3673 -0.0028 -0.2% 1.3701
Range
ATR 0.0041 0.0040 -0.0001 -2.3% 0.0000
Volume 4 2 -2 -50.0% 33
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3673 1.3673 1.3673
R3 1.3673 1.3673 1.3673
R2 1.3673 1.3673 1.3673
R1 1.3673 1.3673 1.3673 1.3673
PP 1.3673 1.3673 1.3673 1.3673
S1 1.3673 1.3673 1.3673 1.3673
S2 1.3673 1.3673 1.3673
S3 1.3673 1.3673 1.3673
S4 1.3673 1.3673 1.3673
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3821 1.3803 1.3724
R3 1.3779 1.3761 1.3713
R2 1.3737 1.3737 1.3709
R1 1.3719 1.3719 1.3705 1.3707
PP 1.3695 1.3695 1.3695 1.3689
S1 1.3677 1.3677 1.3697 1.3665
S2 1.3653 1.3653 1.3693
S3 1.3611 1.3635 1.3689
S4 1.3569 1.3593 1.3678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3713 1.3671 0.0042 0.3% 0.0006 0.0% 5% False False 3
10 1.3725 1.3520 0.0205 1.5% 0.0003 0.0% 75% False False 8
20 1.3865 1.3464 0.0401 2.9% 0.0002 0.0% 52% False False 8
40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 47% False False 6
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3673
2.618 1.3673
1.618 1.3673
1.000 1.3673
0.618 1.3673
HIGH 1.3673
0.618 1.3673
0.500 1.3673
0.382 1.3673
LOW 1.3673
0.618 1.3673
1.000 1.3673
1.618 1.3673
2.618 1.3673
4.250 1.3673
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 1.3673 1.3686
PP 1.3673 1.3682
S1 1.3673 1.3677

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

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