CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 28-Feb-2006
Day Change Summary
Previous Current
27-Feb-2006 28-Feb-2006 Change Change % Previous Week
Open 1.2116 1.2181 0.0065 0.5% 1.2188
High 1.2116 1.2181 0.0065 0.5% 1.2188
Low 1.2116 1.2181 0.0065 0.5% 1.2138
Close 1.2116 1.2181 0.0065 0.5% 1.2138
Range
ATR 0.0034 0.0036 0.0002 6.4% 0.0000
Volume 0 3 3 0
Daily Pivots for day following 28-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2181 1.2181 1.2181
R3 1.2181 1.2181 1.2181
R2 1.2181 1.2181 1.2181
R1 1.2181 1.2181 1.2181 1.2181
PP 1.2181 1.2181 1.2181 1.2181
S1 1.2181 1.2181 1.2181 1.2181
S2 1.2181 1.2181 1.2181
S3 1.2181 1.2181 1.2181
S4 1.2181 1.2181 1.2181
Weekly Pivots for week ending 24-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2305 1.2271 1.2166
R3 1.2255 1.2221 1.2152
R2 1.2205 1.2205 1.2147
R1 1.2171 1.2171 1.2143 1.2163
PP 1.2155 1.2155 1.2155 1.2151
S1 1.2121 1.2121 1.2133 1.2113
S2 1.2105 1.2105 1.2129
S3 1.2055 1.2071 1.2124
S4 1.2005 1.2021 1.2111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2185 1.2116 0.0069 0.6% 0.0000 0.0% 94% False False
10 1.2188 1.2116 0.0072 0.6% 0.0000 0.0% 90% False False
20 1.2424 1.2116 0.0308 2.5% 0.0000 0.0% 21% False 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 1.2181
2.618 1.2181
1.618 1.2181
1.000 1.2181
0.618 1.2181
HIGH 1.2181
0.618 1.2181
0.500 1.2181
0.382 1.2181
LOW 1.2181
0.618 1.2181
1.000 1.2181
1.618 1.2181
2.618 1.2181
4.250 1.2181
Fisher Pivots for day following 28-Feb-2006
Pivot 1 day 3 day
R1 1.2181 1.2170
PP 1.2181 1.2159
S1 1.2181 1.2149

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

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