CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 07-Sep-2006
Day Change Summary
Previous Current
06-Sep-2006 07-Sep-2006 Change Change % Previous Week
Open 1.2945 1.2862 -0.0083 -0.6% 1.2928
High 1.2945 1.2871 -0.0074 -0.6% 1.2973
Low 1.2945 1.2862 -0.0083 -0.6% 1.2919
Close 1.2945 1.2862 -0.0083 -0.6% 1.2971
Range 0.0000 0.0009 0.0009 0.0054
ATR 0.0035 0.0038 0.0003 10.0% 0.0000
Volume 33 18 -15 -45.5% 29
Daily Pivots for day following 07-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2892 1.2886 1.2867
R3 1.2883 1.2877 1.2864
R2 1.2874 1.2874 1.2864
R1 1.2868 1.2868 1.2863 1.2867
PP 1.2865 1.2865 1.2865 1.2864
S1 1.2859 1.2859 1.2861 1.2858
S2 1.2856 1.2856 1.2860
S3 1.2847 1.2850 1.2860
S4 1.2838 1.2841 1.2857
Weekly Pivots for week ending 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3116 1.3098 1.3001
R3 1.3062 1.3044 1.2986
R2 1.3008 1.3008 1.2981
R1 1.2990 1.2990 1.2976 1.2999
PP 1.2954 1.2954 1.2954 1.2959
S1 1.2936 1.2936 1.2966 1.2945
S2 1.2900 1.2900 1.2961
S3 1.2846 1.2882 1.2956
S4 1.2792 1.2828 1.2941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2950 1.2862 0.0088 0.7% 0.0002 0.0% 0% False True 15
10 1.2973 1.2862 0.0111 0.9% 0.0002 0.0% 0% False True 11
20 1.3042 1.2862 0.0180 1.4% 0.0002 0.0% 0% False True 6
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 52% False False 7
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 52% False False 6
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 41% False False 5
100 1.3135 1.2550 0.0585 4.5% 0.0003 0.0% 53% False False 4
120 1.3135 1.2206 0.0929 7.2% 0.0003 0.0% 71% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2909
2.618 1.2895
1.618 1.2886
1.000 1.2880
0.618 1.2877
HIGH 1.2871
0.618 1.2868
0.500 1.2867
0.382 1.2865
LOW 1.2862
0.618 1.2856
1.000 1.2853
1.618 1.2847
2.618 1.2838
4.250 1.2824
Fisher Pivots for day following 07-Sep-2006
Pivot 1 day 3 day
R1 1.2867 1.2906
PP 1.2865 1.2891
S1 1.2864 1.2877

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

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