CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 10-Mar-2006
Day Change Summary
Previous Current
09-Mar-2006 10-Mar-2006 Change Change % Previous Week
Open 1.2223 1.2226 0.0003 0.0% 1.2335
High 1.2223 1.2226 0.0003 0.0% 1.2335
Low 1.2223 1.2226 0.0003 0.0% 1.2201
Close 1.2223 1.2226 0.0003 0.0% 1.2226
Range
ATR 0.0037 0.0035 -0.0002 -6.6% 0.0000
Volume
Daily Pivots for day following 10-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2226 1.2226 1.2226
R3 1.2226 1.2226 1.2226
R2 1.2226 1.2226 1.2226
R1 1.2226 1.2226 1.2226 1.2226
PP 1.2226 1.2226 1.2226 1.2226
S1 1.2226 1.2226 1.2226 1.2226
S2 1.2226 1.2226 1.2226
S3 1.2226 1.2226 1.2226
S4 1.2226 1.2226 1.2226
Weekly Pivots for week ending 10-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2656 1.2575 1.2300
R3 1.2522 1.2441 1.2263
R2 1.2388 1.2388 1.2251
R1 1.2307 1.2307 1.2238 1.2281
PP 1.2254 1.2254 1.2254 1.2241
S1 1.2173 1.2173 1.2214 1.2147
S2 1.2120 1.2120 1.2201
S3 1.1986 1.2039 1.2189
S4 1.1852 1.1905 1.2152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2335 1.2201 0.0134 1.1% 0.0000 0.0% 19% False False
10 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 29% False False
20 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 29% 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 1.2226
2.618 1.2226
1.618 1.2226
1.000 1.2226
0.618 1.2226
HIGH 1.2226
0.618 1.2226
0.500 1.2226
0.382 1.2226
LOW 1.2226
0.618 1.2226
1.000 1.2226
1.618 1.2226
2.618 1.2226
4.250 1.2226
Fisher Pivots for day following 10-Mar-2006
Pivot 1 day 3 day
R1 1.2226 1.2226
PP 1.2226 1.2226
S1 1.2226 1.2226

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

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