CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 1.3222 1.3230 0.0008 0.1% 1.3215
High 1.3245 1.3240 -0.0005 0.0% 1.3245
Low 1.3220 1.3220 0.0000 0.0% 1.3157
Close 1.3225 1.3243 0.0018 0.1% 1.3225
Range 0.0025 0.0020 -0.0005 -20.0% 0.0088
ATR 0.0047 0.0045 -0.0002 -4.1% 0.0000
Volume 741 909 168 22.7% 3,873
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3294 1.3289 1.3254
R3 1.3274 1.3269 1.3249
R2 1.3254 1.3254 1.3247
R1 1.3249 1.3249 1.3245 1.3252
PP 1.3234 1.3234 1.3234 1.3236
S1 1.3229 1.3229 1.3241 1.3232
S2 1.3214 1.3214 1.3239
S3 1.3194 1.3209 1.3238
S4 1.3174 1.3189 1.3232
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3473 1.3437 1.3273
R3 1.3385 1.3349 1.3249
R2 1.3297 1.3297 1.3241
R1 1.3261 1.3261 1.3233 1.3279
PP 1.3209 1.3209 1.3209 1.3218
S1 1.3173 1.3173 1.3217 1.3191
S2 1.3121 1.3121 1.3209
S3 1.3033 1.3085 1.3201
S4 1.2945 1.2997 1.3177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3245 1.3157 0.0088 0.7% 0.0023 0.2% 98% False False 956
10 1.3245 1.3030 0.0215 1.6% 0.0024 0.2% 99% False False 864
20 1.3245 1.2990 0.0255 1.9% 0.0027 0.2% 99% False False 621
40 1.3378 1.2970 0.0408 3.1% 0.0024 0.2% 67% False False 458
60 1.3460 1.2970 0.0490 3.7% 0.0026 0.2% 56% False False 371
80 1.3460 1.2830 0.0630 4.8% 0.0021 0.2% 66% False False 280
100 1.3460 1.2642 0.0818 6.2% 0.0017 0.1% 73% False False 224
120 1.3460 1.2642 0.0818 6.2% 0.0015 0.1% 73% False False 188
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3325
2.618 1.3292
1.618 1.3272
1.000 1.3260
0.618 1.3252
HIGH 1.3240
0.618 1.3232
0.500 1.3230
0.382 1.3228
LOW 1.3220
0.618 1.3208
1.000 1.3200
1.618 1.3188
2.618 1.3168
4.250 1.3135
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 1.3239 1.3229
PP 1.3234 1.3215
S1 1.3230 1.3201

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

View Archives - Comment on this page... - Back to Index of Symbols