CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 28-Jul-2006
Day Change Summary
Previous Current
27-Jul-2006 28-Jul-2006 Change Change % Previous Week
Open 1.2867 1.2922 0.0055 0.4% 1.2808
High 1.2940 1.2935 -0.0005 0.0% 1.2940
Low 1.2860 1.2935 0.0075 0.6% 1.2761
Close 1.2867 1.2922 0.0055 0.4% 1.2922
Range 0.0080 0.0000 -0.0080 -100.0% 0.0179
ATR 0.0062 0.0063 0.0000 0.7% 0.0000
Volume 16 6 -10 -62.5% 66
Daily Pivots for day following 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2931 1.2926 1.2922
R3 1.2931 1.2926 1.2922
R2 1.2931 1.2931 1.2922
R1 1.2926 1.2926 1.2922 1.2922
PP 1.2931 1.2931 1.2931 1.2929
S1 1.2926 1.2926 1.2922 1.2922
S2 1.2931 1.2931 1.2922
S3 1.2931 1.2926 1.2922
S4 1.2931 1.2926 1.2922
Weekly Pivots for week ending 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3411 1.3346 1.3020
R3 1.3232 1.3167 1.2971
R2 1.3053 1.3053 1.2955
R1 1.2988 1.2988 1.2938 1.3021
PP 1.2874 1.2874 1.2874 1.2891
S1 1.2809 1.2809 1.2906 1.2842
S2 1.2695 1.2695 1.2889
S3 1.2516 1.2630 1.2873
S4 1.2337 1.2451 1.2824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2940 1.2761 0.0179 1.4% 0.0016 0.1% 90% False False 13
10 1.2940 1.2670 0.0270 2.1% 0.0020 0.2% 93% False False 11
20 1.3016 1.2670 0.0346 2.7% 0.0010 0.1% 73% False False 7
40 1.3135 1.2670 0.0465 3.6% 0.0005 0.0% 54% False False 5
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 54% False False 4
80 1.3135 1.2322 0.0813 6.3% 0.0003 0.0% 74% False False 3
100 1.3135 1.2165 0.0970 7.5% 0.0003 0.0% 78% False False 3
120 1.3135 1.2116 0.1019 7.9% 0.0003 0.0% 79% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2935
2.618 1.2935
1.618 1.2935
1.000 1.2935
0.618 1.2935
HIGH 1.2935
0.618 1.2935
0.500 1.2935
0.382 1.2935
LOW 1.2935
0.618 1.2935
1.000 1.2935
1.618 1.2935
2.618 1.2935
4.250 1.2935
Fisher Pivots for day following 28-Jul-2006
Pivot 1 day 3 day
R1 1.2935 1.2915
PP 1.2931 1.2907
S1 1.2926 1.2900

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

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