CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 09-Aug-2006
Day Change Summary
Previous Current
08-Aug-2006 09-Aug-2006 Change Change % Previous Week
Open 1.3015 1.3017 0.0002 0.0% 1.2943
High 1.3020 1.3038 0.0018 0.1% 1.3040
Low 1.3020 1.3038 0.0018 0.1% 1.2943
Close 1.3015 1.3017 0.0002 0.0% 1.3040
Range
ATR 0.0049 0.0047 -0.0002 -3.8% 0.0000
Volume
Daily Pivots for day following 09-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3031 1.3024 1.3017
R3 1.3031 1.3024 1.3017
R2 1.3031 1.3031 1.3017
R1 1.3024 1.3024 1.3017 1.3017
PP 1.3031 1.3031 1.3031 1.3028
S1 1.3024 1.3024 1.3017 1.3017
S2 1.3031 1.3031 1.3017
S3 1.3031 1.3024 1.3017
S4 1.3031 1.3024 1.3017
Weekly Pivots for week ending 04-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3299 1.3266 1.3093
R3 1.3202 1.3169 1.3067
R2 1.3105 1.3105 1.3058
R1 1.3072 1.3072 1.3049 1.3089
PP 1.3008 1.3008 1.3008 1.3016
S1 1.2975 1.2975 1.3031 1.2992
S2 1.2911 1.2911 1.3022
S3 1.2814 1.2878 1.3013
S4 1.2717 1.2781 1.2987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3040 1.2977 0.0063 0.5% 0.0000 0.0% 63% False False
10 1.3040 1.2860 0.0180 1.4% 0.0008 0.1% 87% False False 7
20 1.3040 1.2670 0.0370 2.8% 0.0010 0.1% 94% False False 8
40 1.3040 1.2670 0.0370 2.8% 0.0005 0.0% 94% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 75% False False 4
80 1.3135 1.2550 0.0585 4.5% 0.0003 0.0% 80% False False 3
100 1.3135 1.2206 0.0929 7.1% 0.0003 0.0% 87% False False 3
120 1.3135 1.2116 0.1019 7.8% 0.0003 0.0% 88% 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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Fibonacci Retracements and Extensions
4.250 1.3038
2.618 1.3038
1.618 1.3038
1.000 1.3038
0.618 1.3038
HIGH 1.3038
0.618 1.3038
0.500 1.3038
0.382 1.3038
LOW 1.3038
0.618 1.3038
1.000 1.3038
1.618 1.3038
2.618 1.3038
4.250 1.3038
Fisher Pivots for day following 09-Aug-2006
Pivot 1 day 3 day
R1 1.3038 1.3020
PP 1.3031 1.3019
S1 1.3024 1.3018

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

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