CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 18-Jul-2006
Day Change Summary
Previous Current
17-Jul-2006 18-Jul-2006 Change Change % Previous Week
Open 1.2711 1.2697 -0.0014 -0.1% 1.2931
High 1.2711 1.2697 -0.0014 -0.1% 1.2967
Low 1.2711 1.2697 -0.0014 -0.1% 1.2844
Close 1.2711 1.2697 -0.0014 -0.1% 1.2844
Range
ATR 0.0058 0.0055 -0.0003 -5.4% 0.0000
Volume 0 1 1 38
Daily Pivots for day following 18-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2697 1.2697 1.2697
R3 1.2697 1.2697 1.2697
R2 1.2697 1.2697 1.2697
R1 1.2697 1.2697 1.2697 1.2697
PP 1.2697 1.2697 1.2697 1.2697
S1 1.2697 1.2697 1.2697 1.2697
S2 1.2697 1.2697 1.2697
S3 1.2697 1.2697 1.2697
S4 1.2697 1.2697 1.2697
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 1.2897 1.2697 0.0200 1.6% 0.0000 0.0% 0% False True 4
10 1.3016 1.2697 0.0319 2.5% 0.0000 0.0% 0% False True 4
20 1.3016 1.2697 0.0319 2.5% 0.0000 0.0% 0% False True 2
40 1.3135 1.2697 0.0438 3.4% 0.0000 0.0% 0% False True 3
60 1.3135 1.2638 0.0497 3.9% 0.0000 0.0% 12% False False 2
80 1.3135 1.2243 0.0892 7.0% 0.0001 0.0% 51% False False 2
100 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 57% False False 2
120 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 57% 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 1.2697
2.618 1.2697
1.618 1.2697
1.000 1.2697
0.618 1.2697
HIGH 1.2697
0.618 1.2697
0.500 1.2697
0.382 1.2697
LOW 1.2697
0.618 1.2697
1.000 1.2697
1.618 1.2697
2.618 1.2697
4.250 1.2697
Fisher Pivots for day following 18-Jul-2006
Pivot 1 day 3 day
R1 1.2697 1.2771
PP 1.2697 1.2746
S1 1.2697 1.2722

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

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