CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 1.3308 1.3386 0.0078 0.6% 1.3345
High 1.3391 1.3408 0.0017 0.1% 1.3432
Low 1.3305 1.3375 0.0070 0.5% 1.3328
Close 1.3374 1.3388 0.0014 0.1% 1.3334
Range 0.0086 0.0033 -0.0053 -61.6% 0.0104
ATR 0.0061 0.0059 -0.0002 -3.1% 0.0000
Volume 206,621 167,734 -38,887 -18.8% 815,584
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3489 1.3472 1.3406
R3 1.3456 1.3439 1.3397
R2 1.3423 1.3423 1.3394
R1 1.3406 1.3406 1.3391 1.3415
PP 1.3390 1.3390 1.3390 1.3395
S1 1.3373 1.3373 1.3385 1.3382
S2 1.3357 1.3357 1.3382
S3 1.3324 1.3340 1.3379
S4 1.3291 1.3307 1.3370
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3677 1.3609 1.3391
R3 1.3573 1.3505 1.3363
R2 1.3469 1.3469 1.3353
R1 1.3401 1.3401 1.3344 1.3383
PP 1.3365 1.3365 1.3365 1.3356
S1 1.3297 1.3297 1.3324 1.3279
S2 1.3261 1.3261 1.3315
S3 1.3157 1.3193 1.3305
S4 1.3053 1.3089 1.3277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3432 1.3305 0.0127 0.9% 0.0067 0.5% 65% False False 176,912
10 1.3432 1.3228 0.0204 1.5% 0.0054 0.4% 78% False False 166,879
20 1.3432 1.3130 0.0302 2.3% 0.0051 0.4% 85% False False 89,932
40 1.3432 1.3000 0.0432 3.2% 0.0039 0.3% 90% False False 45,283
60 1.3432 1.2970 0.0462 3.5% 0.0033 0.2% 90% False False 30,294
80 1.3460 1.2970 0.0490 3.7% 0.0032 0.2% 85% False False 22,770
100 1.3460 1.2835 0.0625 4.7% 0.0026 0.2% 88% False False 18,218
120 1.3460 1.2642 0.0818 6.1% 0.0023 0.2% 91% False False 15,182
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3548
2.618 1.3494
1.618 1.3461
1.000 1.3441
0.618 1.3428
HIGH 1.3408
0.618 1.3395
0.500 1.3392
0.382 1.3388
LOW 1.3375
0.618 1.3355
1.000 1.3342
1.618 1.3322
2.618 1.3289
4.250 1.3235
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 1.3392 1.3378
PP 1.3390 1.3367
S1 1.3389 1.3357

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

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