CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 1.3344 1.3402 0.0058 0.4% 1.3227
High 1.3432 1.3418 -0.0014 -0.1% 1.3385
Low 1.3336 1.3355 0.0019 0.1% 1.3198
Close 1.3427 1.3377 -0.0050 -0.4% 1.3357
Range 0.0096 0.0063 -0.0033 -34.4% 0.0187
ATR 0.0058 0.0059 0.0001 1.8% 0.0000
Volume 142,369 162,786 20,417 14.3% 557,707
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3572 1.3538 1.3412
R3 1.3509 1.3475 1.3394
R2 1.3446 1.3446 1.3389
R1 1.3412 1.3412 1.3383 1.3398
PP 1.3383 1.3383 1.3383 1.3376
S1 1.3349 1.3349 1.3371 1.3335
S2 1.3320 1.3320 1.3365
S3 1.3257 1.3286 1.3360
S4 1.3194 1.3223 1.3342
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3874 1.3803 1.3460
R3 1.3687 1.3616 1.3408
R2 1.3500 1.3500 1.3391
R1 1.3429 1.3429 1.3374 1.3465
PP 1.3313 1.3313 1.3313 1.3331
S1 1.3242 1.3242 1.3340 1.3278
S2 1.3126 1.3126 1.3323
S3 1.2939 1.3055 1.3306
S4 1.2752 1.2868 1.3254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3432 1.3330 0.0102 0.8% 0.0050 0.4% 46% False False 162,645
10 1.3432 1.3138 0.0294 2.2% 0.0053 0.4% 81% False False 117,891
20 1.3432 1.3130 0.0302 2.3% 0.0046 0.3% 82% False False 61,082
40 1.3432 1.2970 0.0462 3.5% 0.0036 0.3% 88% False False 30,829
60 1.3432 1.2970 0.0462 3.5% 0.0031 0.2% 88% False False 20,646
80 1.3460 1.2970 0.0490 3.7% 0.0031 0.2% 83% False False 15,529
100 1.3460 1.2830 0.0630 4.7% 0.0025 0.2% 87% False False 12,424
120 1.3460 1.2642 0.0818 6.1% 0.0021 0.2% 90% False False 10,353
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3686
2.618 1.3583
1.618 1.3520
1.000 1.3481
0.618 1.3457
HIGH 1.3418
0.618 1.3394
0.500 1.3387
0.382 1.3379
LOW 1.3355
0.618 1.3316
1.000 1.3292
1.618 1.3253
2.618 1.3190
4.250 1.3087
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 1.3387 1.3381
PP 1.3383 1.3380
S1 1.3380 1.3378

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

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