CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 1.3139 1.3156 0.0017 0.1% 1.3230
High 1.3168 1.3175 0.0007 0.1% 1.3316
Low 1.3130 1.3145 0.0015 0.1% 1.3212
Close 1.3153 1.3174 0.0021 0.2% 1.3245
Range 0.0038 0.0030 -0.0008 -21.1% 0.0104
ATR 0.0053 0.0052 -0.0002 -3.1% 0.0000
Volume 2,821 8,933 6,112 216.7% 10,037
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3255 1.3244 1.3191
R3 1.3225 1.3214 1.3182
R2 1.3195 1.3195 1.3180
R1 1.3184 1.3184 1.3177 1.3190
PP 1.3165 1.3165 1.3165 1.3167
S1 1.3154 1.3154 1.3171 1.3160
S2 1.3135 1.3135 1.3169
S3 1.3105 1.3124 1.3166
S4 1.3075 1.3094 1.3158
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3570 1.3511 1.3302
R3 1.3466 1.3407 1.3274
R2 1.3362 1.3362 1.3264
R1 1.3303 1.3303 1.3255 1.3333
PP 1.3258 1.3258 1.3258 1.3272
S1 1.3199 1.3199 1.3235 1.3229
S2 1.3154 1.3154 1.3226
S3 1.3050 1.3095 1.3216
S4 1.2946 1.2991 1.3188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3130 0.0162 1.2% 0.0045 0.3% 27% False False 4,026
10 1.3316 1.3130 0.0186 1.4% 0.0036 0.3% 24% False False 2,419
20 1.3316 1.3016 0.0300 2.3% 0.0028 0.2% 53% False False 1,542
40 1.3316 1.2970 0.0346 2.6% 0.0026 0.2% 59% False False 946
60 1.3460 1.2970 0.0490 3.7% 0.0028 0.2% 42% False False 701
80 1.3460 1.2895 0.0565 4.3% 0.0023 0.2% 49% False False 540
100 1.3460 1.2642 0.0818 6.2% 0.0020 0.1% 65% False False 433
120 1.3460 1.2642 0.0818 6.2% 0.0017 0.1% 65% False False 362
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3303
2.618 1.3254
1.618 1.3224
1.000 1.3205
0.618 1.3194
HIGH 1.3175
0.618 1.3164
0.500 1.3160
0.382 1.3156
LOW 1.3145
0.618 1.3126
1.000 1.3115
1.618 1.3096
2.618 1.3066
4.250 1.3018
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 1.3169 1.3192
PP 1.3165 1.3186
S1 1.3160 1.3180

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

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