CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 02-Mar-2006
Day Change Summary
Previous Current
01-Mar-2006 02-Mar-2006 Change Change % Previous Week
Open 1.2177 1.2293 0.0116 1.0% 1.2188
High 1.2177 1.2293 0.0116 1.0% 1.2188
Low 1.2177 1.2293 0.0116 1.0% 1.2138
Close 1.2177 1.2293 0.0116 1.0% 1.2138
Range
ATR 0.0034 0.0040 0.0006 17.1% 0.0000
Volume 0 28 28 0
Daily Pivots for day following 02-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2293 1.2293 1.2293
R3 1.2293 1.2293 1.2293
R2 1.2293 1.2293 1.2293
R1 1.2293 1.2293 1.2293 1.2293
PP 1.2293 1.2293 1.2293 1.2293
S1 1.2293 1.2293 1.2293 1.2293
S2 1.2293 1.2293 1.2293
S3 1.2293 1.2293 1.2293
S4 1.2293 1.2293 1.2293
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 1.2293 1.2116 0.0177 1.4% 0.0000 0.0% 100% True False 6
10 1.2293 1.2116 0.0177 1.4% 0.0000 0.0% 100% True False 3
20 1.2372 1.2116 0.0256 2.1% 0.0000 0.0% 69% False False 1
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 1.2293
2.618 1.2293
1.618 1.2293
1.000 1.2293
0.618 1.2293
HIGH 1.2293
0.618 1.2293
0.500 1.2293
0.382 1.2293
LOW 1.2293
0.618 1.2293
1.000 1.2293
1.618 1.2293
2.618 1.2293
4.250 1.2293
Fisher Pivots for day following 02-Mar-2006
Pivot 1 day 3 day
R1 1.2293 1.2274
PP 1.2293 1.2254
S1 1.2293 1.2235

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

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