CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 31-Jul-2006
Day Change Summary
Previous Current
28-Jul-2006 31-Jul-2006 Change Change % Previous Week
Open 1.2922 1.2943 0.0021 0.2% 1.2808
High 1.2935 1.2943 0.0008 0.1% 1.2940
Low 1.2935 1.2943 0.0008 0.1% 1.2761
Close 1.2922 1.2943 0.0021 0.2% 1.2922
Range
ATR 0.0063 0.0060 -0.0003 -4.7% 0.0000
Volume 6 27 21 350.0% 66
Daily Pivots for day following 31-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2943 1.2943 1.2943
R3 1.2943 1.2943 1.2943
R2 1.2943 1.2943 1.2943
R1 1.2943 1.2943 1.2943 1.2943
PP 1.2943 1.2943 1.2943 1.2943
S1 1.2943 1.2943 1.2943 1.2943
S2 1.2943 1.2943 1.2943
S3 1.2943 1.2943 1.2943
S4 1.2943 1.2943 1.2943
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 1.2943 1.2761 0.0182 1.4% 0.0016 0.1% 100% True False 10
10 1.2943 1.2670 0.0273 2.1% 0.0020 0.2% 100% True False 13
20 1.3016 1.2670 0.0346 2.7% 0.0010 0.1% 79% False False 9
40 1.3135 1.2670 0.0465 3.6% 0.0005 0.0% 59% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 59% False False 4
80 1.3135 1.2322 0.0813 6.3% 0.0003 0.0% 76% False False 3
100 1.3135 1.2165 0.0970 7.5% 0.0003 0.0% 80% False False 3
120 1.3135 1.2116 0.1019 7.9% 0.0003 0.0% 81% False False 3
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2943
2.618 1.2943
1.618 1.2943
1.000 1.2943
0.618 1.2943
HIGH 1.2943
0.618 1.2943
0.500 1.2943
0.382 1.2943
LOW 1.2943
0.618 1.2943
1.000 1.2943
1.618 1.2943
2.618 1.2943
4.250 1.2943
Fisher Pivots for day following 31-Jul-2006
Pivot 1 day 3 day
R1 1.2943 1.2929
PP 1.2943 1.2915
S1 1.2943 1.2902

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

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