CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 1.3882 1.3935 0.0053 0.4% 1.3673
High 1.3882 1.3950 0.0068 0.5% 1.3820
Low 1.3882 1.3935 0.0053 0.4% 1.3673
Close 1.3882 1.3961 0.0079 0.6% 1.3818
Range 0.0000 0.0015 0.0015 0.0147
ATR 0.0041 0.0043 0.0002 4.8% 0.0000
Volume 14 278 264 1,885.7% 66
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3994 1.3992 1.3969
R3 1.3979 1.3977 1.3965
R2 1.3964 1.3964 1.3964
R1 1.3962 1.3962 1.3962 1.3963
PP 1.3949 1.3949 1.3949 1.3949
S1 1.3947 1.3947 1.3960 1.3948
S2 1.3934 1.3934 1.3958
S3 1.3919 1.3932 1.3957
S4 1.3904 1.3917 1.3953
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4211 1.4162 1.3899
R3 1.4064 1.4015 1.3858
R2 1.3917 1.3917 1.3845
R1 1.3868 1.3868 1.3831 1.3893
PP 1.3770 1.3770 1.3770 1.3783
S1 1.3721 1.3721 1.3805 1.3746
S2 1.3623 1.3623 1.3791
S3 1.3476 1.3574 1.3778
S4 1.3329 1.3427 1.3737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3741 0.0209 1.5% 0.0003 0.0% 105% True False 65
10 1.3950 1.3671 0.0279 2.0% 0.0005 0.0% 104% True False 38
20 1.3950 1.3464 0.0486 3.5% 0.0003 0.0% 102% True False 26
40 1.3950 1.3464 0.0486 3.5% 0.0001 0.0% 102% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4014
2.618 1.3989
1.618 1.3974
1.000 1.3965
0.618 1.3959
HIGH 1.3950
0.618 1.3944
0.500 1.3943
0.382 1.3941
LOW 1.3935
0.618 1.3926
1.000 1.3920
1.618 1.3911
2.618 1.3896
4.250 1.3871
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 1.3955 1.3939
PP 1.3949 1.3917
S1 1.3943 1.3896

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.