CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2006
Day Change Summary
Previous Current
07-Mar-2006 08-Mar-2006 Change Change % Previous Week
Open 1.2201 1.2229 0.0028 0.2% 1.2174
High 1.2201 1.2229 0.0028 0.2% 1.2351
Low 1.2201 1.2229 0.0028 0.2% 1.2174
Close 1.2201 1.2229 0.0028 0.2% 1.2349
Range
ATR 0.0041 0.0040 -0.0001 -2.2% 0.0000
Volume
Daily Pivots for day following 08-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2229 1.2229 1.2229
R3 1.2229 1.2229 1.2229
R2 1.2229 1.2229 1.2229
R1 1.2229 1.2229 1.2229 1.2229
PP 1.2229 1.2229 1.2229 1.2229
S1 1.2229 1.2229 1.2229 1.2229
S2 1.2229 1.2229 1.2229
S3 1.2229 1.2229 1.2229
S4 1.2229 1.2229 1.2229
Weekly Pivots for week ending 03-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2822 1.2763 1.2446
R3 1.2645 1.2586 1.2398
R2 1.2468 1.2468 1.2381
R1 1.2409 1.2409 1.2365 1.2439
PP 1.2291 1.2291 1.2291 1.2306
S1 1.2232 1.2232 1.2333 1.2262
S2 1.2114 1.2114 1.2317
S3 1.1937 1.2055 1.2300
S4 1.1760 1.1878 1.2252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2351 1.2201 0.0150 1.2% 0.0000 0.0% 19% False False
10 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 31% False False
20 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 31% False False
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 1.2229
2.618 1.2229
1.618 1.2229
1.000 1.2229
0.618 1.2229
HIGH 1.2229
0.618 1.2229
0.500 1.2229
0.382 1.2229
LOW 1.2229
0.618 1.2229
1.000 1.2229
1.618 1.2229
2.618 1.2229
4.250 1.2229
Fisher Pivots for day following 08-Mar-2006
Pivot 1 day 3 day
R1 1.2229 1.2268
PP 1.2229 1.2255
S1 1.2229 1.2242

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

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