CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 1.3268 1.3175 -0.0093 -0.7% 1.3284
High 1.3290 1.3205 -0.0085 -0.6% 1.3350
Low 1.3263 1.3175 -0.0088 -0.7% 1.3255
Close 1.3285 1.3192 -0.0093 -0.7% 1.3285
Range 0.0027 0.0030 0.0003 11.1% 0.0095
ATR 0.0036 0.0041 0.0005 14.9% 0.0000
Volume 0 37 37 25
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3281 1.3266 1.3209
R3 1.3251 1.3236 1.3200
R2 1.3221 1.3221 1.3198
R1 1.3206 1.3206 1.3195 1.3214
PP 1.3191 1.3191 1.3191 1.3194
S1 1.3176 1.3176 1.3189 1.3184
S2 1.3161 1.3161 1.3187
S3 1.3131 1.3146 1.3184
S4 1.3101 1.3116 1.3176
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3582 1.3528 1.3337
R3 1.3487 1.3433 1.3311
R2 1.3392 1.3392 1.3302
R1 1.3338 1.3338 1.3294 1.3365
PP 1.3297 1.3297 1.3297 1.3310
S1 1.3243 1.3243 1.3276 1.3270
S2 1.3202 1.3202 1.3268
S3 1.3107 1.3148 1.3259
S4 1.3012 1.3053 1.3233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3350 1.3175 0.0175 1.3% 0.0011 0.1% 10% False True 11
10 1.3350 1.3175 0.0175 1.3% 0.0007 0.1% 10% False True 12
20 1.3350 1.3040 0.0310 2.3% 0.0004 0.0% 49% False False 7
40 1.3350 1.3012 0.0338 2.6% 0.0005 0.0% 53% False False 11
60 1.3429 1.3012 0.0417 3.2% 0.0003 0.0% 43% False False 10
80 1.3472 1.2933 0.0539 4.1% 0.0002 0.0% 48% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0004
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3333
2.618 1.3284
1.618 1.3254
1.000 1.3235
0.618 1.3224
HIGH 1.3205
0.618 1.3194
0.500 1.3190
0.382 1.3186
LOW 1.3175
0.618 1.3156
1.000 1.3145
1.618 1.3126
2.618 1.3096
4.250 1.3048
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 1.3191 1.3233
PP 1.3191 1.3219
S1 1.3190 1.3206

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

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