CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2006
Day Change Summary
Previous Current
14-Mar-2006 15-Mar-2006 Change Change % Previous Week
Open 1.2329 1.2381 0.0052 0.4% 1.2335
High 1.2329 1.2381 0.0052 0.4% 1.2335
Low 1.2329 1.2381 0.0052 0.4% 1.2201
Close 1.2329 1.2381 0.0052 0.4% 1.2226
Range
ATR 0.0037 0.0038 0.0001 2.8% 0.0000
Volume
Daily Pivots for day following 15-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2381 1.2381 1.2381
R3 1.2381 1.2381 1.2381
R2 1.2381 1.2381 1.2381
R1 1.2381 1.2381 1.2381 1.2381
PP 1.2381 1.2381 1.2381 1.2381
S1 1.2381 1.2381 1.2381 1.2381
S2 1.2381 1.2381 1.2381
S3 1.2381 1.2381 1.2381
S4 1.2381 1.2381 1.2381
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 1.2381 1.2223 0.0158 1.3% 0.0000 0.0% 100% True False
10 1.2381 1.2201 0.0180 1.5% 0.0000 0.0% 100% True False
20 1.2381 1.2174 0.0207 1.7% 0.0000 0.0% 100% True 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 1.2381
2.618 1.2381
1.618 1.2381
1.000 1.2381
0.618 1.2381
HIGH 1.2381
0.618 1.2381
0.500 1.2381
0.382 1.2381
LOW 1.2381
0.618 1.2381
1.000 1.2381
1.618 1.2381
2.618 1.2381
4.250 1.2381
Fisher Pivots for day following 15-Mar-2006
Pivot 1 day 3 day
R1 1.2381 1.2363
PP 1.2381 1.2345
S1 1.2381 1.2327

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

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