CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Apr-2006
Day Change Summary
Previous Current
26-Apr-2006 27-Apr-2006 Change Change % Previous Week
Open 1.2689 1.2766 0.0077 0.6% 1.2525
High 1.2689 1.2766 0.0077 0.6% 1.2622
Low 1.2689 1.2766 0.0077 0.6% 1.2508
Close 1.2689 1.2766 0.0077 0.6% 1.2577
Range
ATR 0.0053 0.0054 0.0002 3.3% 0.0000
Volume
Daily Pivots for day following 27-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2766 1.2766 1.2766
R3 1.2766 1.2766 1.2766
R2 1.2766 1.2766 1.2766
R1 1.2766 1.2766 1.2766 1.2766
PP 1.2766 1.2766 1.2766 1.2766
S1 1.2766 1.2766 1.2766 1.2766
S2 1.2766 1.2766 1.2766
S3 1.2766 1.2766 1.2766
S4 1.2766 1.2766 1.2766
Weekly Pivots for week ending 21-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2911 1.2858 1.2640
R3 1.2797 1.2744 1.2608
R2 1.2683 1.2683 1.2598
R1 1.2630 1.2630 1.2587 1.2657
PP 1.2569 1.2569 1.2569 1.2582
S1 1.2516 1.2516 1.2567 1.2543
S2 1.2455 1.2455 1.2556
S3 1.2341 1.2402 1.2546
S4 1.2227 1.2288 1.2514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2766 1.2577 0.0189 1.5% 0.0000 0.0% 100% True False
10 1.2766 1.2340 0.0426 3.3% 0.0002 0.0% 100% True False 3
20 1.2766 1.2316 0.0450 3.5% 0.0005 0.0% 100% True False 2
40 1.2766 1.2143 0.0623 4.9% 0.0003 0.0% 100% True False 2
60 1.2766 1.2116 0.0650 5.1% 0.0002 0.0% 100% True 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 1.2766
2.618 1.2766
1.618 1.2766
1.000 1.2766
0.618 1.2766
HIGH 1.2766
0.618 1.2766
0.500 1.2766
0.382 1.2766
LOW 1.2766
0.618 1.2766
1.000 1.2766
1.618 1.2766
2.618 1.2766
4.250 1.2766
Fisher Pivots for day following 27-Apr-2006
Pivot 1 day 3 day
R1 1.2766 1.2750
PP 1.2766 1.2733
S1 1.2766 1.2717

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

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