CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 16-Aug-2006
Day Change Summary
Previous Current
15-Aug-2006 16-Aug-2006 Change Change % Previous Week
Open 1.2936 1.2991 0.0055 0.4% 1.3002
High 1.2936 1.2991 0.0055 0.4% 1.3038
Low 1.2936 1.2991 0.0055 0.4% 1.2877
Close 1.2936 1.2991 0.0055 0.4% 1.2877
Range
ATR 0.0048 0.0049 0.0000 1.0% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 16-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2991 1.2991 1.2991
R3 1.2991 1.2991 1.2991
R2 1.2991 1.2991 1.2991
R1 1.2991 1.2991 1.2991 1.2991
PP 1.2991 1.2991 1.2991 1.2991
S1 1.2991 1.2991 1.2991 1.2991
S2 1.2991 1.2991 1.2991
S3 1.2991 1.2991 1.2991
S4 1.2991 1.2991 1.2991
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3414 1.3306 1.2966
R3 1.3253 1.3145 1.2921
R2 1.3092 1.3092 1.2907
R1 1.2984 1.2984 1.2892 1.2958
PP 1.2931 1.2931 1.2931 1.2917
S1 1.2823 1.2823 1.2862 1.2797
S2 1.2770 1.2770 1.2847
S3 1.2609 1.2662 1.2833
S4 1.2448 1.2501 1.2788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2991 1.2870 0.0121 0.9% 0.0000 0.0% 100% True False
10 1.3040 1.2870 0.0170 1.3% 0.0000 0.0% 71% False False
20 1.3040 1.2761 0.0279 2.1% 0.0004 0.0% 82% False False 7
40 1.3040 1.2670 0.0370 2.8% 0.0005 0.0% 87% False False 5
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 69% False False 4
80 1.3135 1.2668 0.0467 3.6% 0.0003 0.0% 69% False False 3
100 1.3135 1.2243 0.0892 6.9% 0.0003 0.0% 84% False False 3
120 1.3135 1.2116 0.1019 7.8% 0.0003 0.0% 86% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Fibonacci Retracements and Extensions
4.250 1.2991
2.618 1.2991
1.618 1.2991
1.000 1.2991
0.618 1.2991
HIGH 1.2991
0.618 1.2991
0.500 1.2991
0.382 1.2991
LOW 1.2991
0.618 1.2991
1.000 1.2991
1.618 1.2991
2.618 1.2991
4.250 1.2991
Fisher Pivots for day following 16-Aug-2006
Pivot 1 day 3 day
R1 1.2991 1.2971
PP 1.2991 1.2951
S1 1.2991 1.2931

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

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