CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 14-Mar-2006
Day Change Summary
Previous Current
13-Mar-2006 14-Mar-2006 Change Change % Previous Week
Open 1.2273 1.2329 0.0056 0.5% 1.2335
High 1.2273 1.2329 0.0056 0.5% 1.2335
Low 1.2273 1.2329 0.0056 0.5% 1.2201
Close 1.2273 1.2329 0.0056 0.5% 1.2226
Range
ATR 0.0036 0.0037 0.0001 4.0% 0.0000
Volume
Daily Pivots for day following 14-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2329 1.2329 1.2329
R3 1.2329 1.2329 1.2329
R2 1.2329 1.2329 1.2329
R1 1.2329 1.2329 1.2329 1.2329
PP 1.2329 1.2329 1.2329 1.2329
S1 1.2329 1.2329 1.2329 1.2329
S2 1.2329 1.2329 1.2329
S3 1.2329 1.2329 1.2329
S4 1.2329 1.2329 1.2329
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 1.2329 1.2223 0.0106 0.9% 0.0000 0.0% 100% True False
10 1.2351 1.2201 0.0150 1.2% 0.0000 0.0% 85% False False
20 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 88% 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 1.2329
2.618 1.2329
1.618 1.2329
1.000 1.2329
0.618 1.2329
HIGH 1.2329
0.618 1.2329
0.500 1.2329
0.382 1.2329
LOW 1.2329
0.618 1.2329
1.000 1.2329
1.618 1.2329
2.618 1.2329
4.250 1.2329
Fisher Pivots for day following 14-Mar-2006
Pivot 1 day 3 day
R1 1.2329 1.2312
PP 1.2329 1.2295
S1 1.2329 1.2278

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

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