CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 24-Aug-2006
Day Change Summary
Previous Current
23-Aug-2006 24-Aug-2006 Change Change % Previous Week
Open 1.2939 1.2907 -0.0032 -0.2% 1.2870
High 1.2959 1.2907 -0.0052 -0.4% 1.2991
Low 1.2930 1.2907 -0.0023 -0.2% 1.2870
Close 1.2939 1.2907 -0.0032 -0.2% 1.2973
Range 0.0029 0.0000 -0.0029 -100.0% 0.0121
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 4 23 19 475.0% 1
Daily Pivots for day following 24-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2907 1.2907 1.2907
R3 1.2907 1.2907 1.2907
R2 1.2907 1.2907 1.2907
R1 1.2907 1.2907 1.2907 1.2907
PP 1.2907 1.2907 1.2907 1.2907
S1 1.2907 1.2907 1.2907 1.2907
S2 1.2907 1.2907 1.2907
S3 1.2907 1.2907 1.2907
S4 1.2907 1.2907 1.2907
Weekly Pivots for week ending 18-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3308 1.3261 1.3040
R3 1.3187 1.3140 1.3006
R2 1.3066 1.3066 1.2995
R1 1.3019 1.3019 1.2984 1.3043
PP 1.2945 1.2945 1.2945 1.2956
S1 1.2898 1.2898 1.2962 1.2922
S2 1.2824 1.2824 1.2951
S3 1.2703 1.2777 1.2940
S4 1.2582 1.2656 1.2906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3042 1.2907 0.0135 1.0% 0.0006 0.0% 0% False True 7
10 1.3042 1.2870 0.0172 1.3% 0.0003 0.0% 22% False False 3
20 1.3042 1.2870 0.0172 1.3% 0.0001 0.0% 22% False False 4
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 64% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0004 0.0% 51% False False 5
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 51% False False 4
100 1.3135 1.2322 0.0813 6.3% 0.0003 0.0% 72% False False 3
120 1.3135 1.2143 0.0992 7.7% 0.0003 0.0% 77% False False 3
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2907
2.618 1.2907
1.618 1.2907
1.000 1.2907
0.618 1.2907
HIGH 1.2907
0.618 1.2907
0.500 1.2907
0.382 1.2907
LOW 1.2907
0.618 1.2907
1.000 1.2907
1.618 1.2907
2.618 1.2907
4.250 1.2907
Fisher Pivots for day following 24-Aug-2006
Pivot 1 day 3 day
R1 1.2907 1.2933
PP 1.2907 1.2924
S1 1.2907 1.2916

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

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