CME Euro FX Future June 2007

Trading Metrics calculated at close of trading on 27-Feb-2006

Day Change Summary
	Previous	Current
	24-Feb-2006	27-Feb-2006	Change	Change %	Previous Week
Open	1.2196	1.2174	-0.0022	-0.2%	1.2246
High	1.2196	1.2174	-0.0022	-0.2%	1.2246
Low	1.2196	1.2174	-0.0022	-0.2%	1.2196
Close	1.2196	1.2174	-0.0022	-0.2%	1.2196
Range
ATR	0.0032	0.0031	-0.0001	-2.2%	0.0000
Volume

Daily Pivots for day following 27-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2174	1.2174	1.2174
R3	1.2174	1.2174	1.2174
R2	1.2174	1.2174	1.2174
R1	1.2174	1.2174	1.2174	1.2174
PP	1.2174	1.2174	1.2174	1.2174
S1	1.2174	1.2174	1.2174	1.2174
S2	1.2174	1.2174	1.2174
S3	1.2174	1.2174	1.2174
S4	1.2174	1.2174	1.2174

Weekly Pivots for week ending 24-Feb-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2363	1.2329	1.2224
R3	1.2313	1.2279	1.2210
R2	1.2263	1.2263	1.2205
R1	1.2229	1.2229	1.2201	1.2221
PP	1.2213	1.2213	1.2213	1.2209
S1	1.2179	1.2179	1.2191	1.2171
S2	1.2163	1.2163	1.2187
S3	1.2113	1.2129	1.2182
S4	1.2063	1.2079	1.2169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2246	1.2174	0.0072	0.6%	0.0000	0.0%	0%	False	True
10	1.2246	1.2174	0.0072	0.6%	0.0000	0.0%	0%	False	True

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	1.2174
2.618	1.2174
1.618	1.2174
1.000	1.2174
0.618	1.2174
HIGH	1.2174
0.618	1.2174
0.500	1.2174
0.382	1.2174
LOW	1.2174
0.618	1.2174
1.000	1.2174
1.618	1.2174
2.618	1.2174
4.250	1.2174

Fisher Pivots for day following 27-Feb-2006
Pivot	1 day	3 day
R1	1.2174	1.2209
PP	1.2174	1.2197
S1	1.2174	1.2186

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