CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 13-Mar-2006
Day Change Summary
Previous Current
10-Mar-2006 13-Mar-2006 Change Change % Previous Week
Open 1.2226 1.2273 0.0047 0.4% 1.2335
High 1.2226 1.2273 0.0047 0.4% 1.2335
Low 1.2226 1.2273 0.0047 0.4% 1.2201
Close 1.2226 1.2273 0.0047 0.4% 1.2226
Range
ATR 0.0035 0.0036 0.0001 2.5% 0.0000
Volume
Daily Pivots for day following 13-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2273 1.2273 1.2273
R3 1.2273 1.2273 1.2273
R2 1.2273 1.2273 1.2273
R1 1.2273 1.2273 1.2273 1.2273
PP 1.2273 1.2273 1.2273 1.2273
S1 1.2273 1.2273 1.2273 1.2273
S2 1.2273 1.2273 1.2273
S3 1.2273 1.2273 1.2273
S4 1.2273 1.2273 1.2273
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 1.2273 1.2201 0.0072 0.6% 0.0000 0.0% 100% True False
10 1.2351 1.2201 0.0150 1.2% 0.0000 0.0% 48% False False
20 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 56% 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 1.2273
2.618 1.2273
1.618 1.2273
1.000 1.2273
0.618 1.2273
HIGH 1.2273
0.618 1.2273
0.500 1.2273
0.382 1.2273
LOW 1.2273
0.618 1.2273
1.000 1.2273
1.618 1.2273
2.618 1.2273
4.250 1.2273
Fisher Pivots for day following 13-Mar-2006
Pivot 1 day 3 day
R1 1.2273 1.2265
PP 1.2273 1.2256
S1 1.2273 1.2248

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

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