CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 17-Jul-2006
Day Change Summary
Previous Current
14-Jul-2006 17-Jul-2006 Change Change % Previous Week
Open 1.2844 1.2711 -0.0133 -1.0% 1.2931
High 1.2844 1.2711 -0.0133 -1.0% 1.2967
Low 1.2844 1.2711 -0.0133 -1.0% 1.2844
Close 1.2844 1.2711 -0.0133 -1.0% 1.2844
Range
ATR 0.0052 0.0058 0.0006 11.1% 0.0000
Volume 13 0 -13 -100.0% 38
Daily Pivots for day following 17-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2711 1.2711 1.2711
R3 1.2711 1.2711 1.2711
R2 1.2711 1.2711 1.2711
R1 1.2711 1.2711 1.2711 1.2711
PP 1.2711 1.2711 1.2711 1.2711
S1 1.2711 1.2711 1.2711 1.2711
S2 1.2711 1.2711 1.2711
S3 1.2711 1.2711 1.2711
S4 1.2711 1.2711 1.2711
Weekly Pivots for week ending 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3254 1.3172 1.2912
R3 1.3131 1.3049 1.2878
R2 1.3008 1.3008 1.2867
R1 1.2926 1.2926 1.2855 1.2906
PP 1.2885 1.2885 1.2885 1.2875
S1 1.2803 1.2803 1.2833 1.2783
S2 1.2762 1.2762 1.2821
S3 1.2639 1.2680 1.2810
S4 1.2516 1.2557 1.2776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2967 1.2711 0.0256 2.0% 0.0000 0.0% 0% False True 5
10 1.3016 1.2711 0.0305 2.4% 0.0000 0.0% 0% False True 4
20 1.3016 1.2711 0.0305 2.4% 0.0000 0.0% 0% False True 4
40 1.3135 1.2711 0.0424 3.3% 0.0000 0.0% 0% False True 3
60 1.3135 1.2577 0.0558 4.4% 0.0000 0.0% 24% False False 2
80 1.3135 1.2206 0.0929 7.3% 0.0001 0.0% 54% False False 2
100 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 58% False False 2
120 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 58% 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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.2711
2.618 1.2711
1.618 1.2711
1.000 1.2711
0.618 1.2711
HIGH 1.2711
0.618 1.2711
0.500 1.2711
0.382 1.2711
LOW 1.2711
0.618 1.2711
1.000 1.2711
1.618 1.2711
2.618 1.2711
4.250 1.2711
Fisher Pivots for day following 17-Jul-2006
Pivot 1 day 3 day
R1 1.2711 1.2800
PP 1.2711 1.2770
S1 1.2711 1.2741

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

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