CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 22-Nov-2006
Day Change Summary
Previous Current
21-Nov-2006 22-Nov-2006 Change Change % Previous Week
Open 1.2994 1.3076 0.0082 0.6% 1.2966
High 1.2994 1.3076 0.0082 0.6% 1.2978
Low 1.2994 1.3076 0.0082 0.6% 1.2949
Close 1.2994 1.3076 0.0082 0.6% 1.2967
Range
ATR 0.0024 0.0028 0.0004 17.1% 0.0000
Volume
Daily Pivots for day following 22-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3076 1.3076 1.3076
R3 1.3076 1.3076 1.3076
R2 1.3076 1.3076 1.3076
R1 1.3076 1.3076 1.3076 1.3076
PP 1.3076 1.3076 1.3076 1.3076
S1 1.3076 1.3076 1.3076 1.3076
S2 1.3076 1.3076 1.3076
S3 1.3076 1.3076 1.3076
S4 1.3076 1.3076 1.3076
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3052 1.3038 1.2983
R3 1.3023 1.3009 1.2975
R2 1.2994 1.2994 1.2972
R1 1.2980 1.2980 1.2970 1.2987
PP 1.2965 1.2965 1.2965 1.2968
S1 1.2951 1.2951 1.2964 1.2958
S2 1.2936 1.2936 1.2962
S3 1.2907 1.2922 1.2959
S4 1.2878 1.2893 1.2951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3076 1.2949 0.0127 1.0% 0.0000 0.0% 100% True False
10 1.3076 1.2949 0.0127 1.0% 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 1.3076
2.618 1.3076
1.618 1.3076
1.000 1.3076
0.618 1.3076
HIGH 1.3076
0.618 1.3076
0.500 1.3076
0.382 1.3076
LOW 1.3076
0.618 1.3076
1.000 1.3076
1.618 1.3076
2.618 1.3076
4.250 1.3076
Fisher Pivots for day following 22-Nov-2006
Pivot 1 day 3 day
R1 1.3076 1.3058
PP 1.3076 1.3039
S1 1.3076 1.3021

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

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