CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 08-Sep-2006
Day Change Summary
Previous Current
07-Sep-2006 08-Sep-2006 Change Change % Previous Week
Open 1.2862 1.2799 -0.0063 -0.5% 1.2950
High 1.2871 1.2790 -0.0081 -0.6% 1.2950
Low 1.2862 1.2790 -0.0072 -0.6% 1.2790
Close 1.2862 1.2799 -0.0063 -0.5% 1.2799
Range 0.0009 0.0000 -0.0009 -100.0% 0.0160
ATR 0.0038 0.0041 0.0002 6.4% 0.0000
Volume 18 7 -11 -61.1% 61
Daily Pivots for day following 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2793 1.2796 1.2799
R3 1.2793 1.2796 1.2799
R2 1.2793 1.2793 1.2799
R1 1.2796 1.2796 1.2799 1.2799
PP 1.2793 1.2793 1.2793 1.2795
S1 1.2796 1.2796 1.2799 1.2799
S2 1.2793 1.2793 1.2799
S3 1.2793 1.2796 1.2799
S4 1.2793 1.2796 1.2799
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3326 1.3223 1.2887
R3 1.3166 1.3063 1.2843
R2 1.3006 1.3006 1.2828
R1 1.2903 1.2903 1.2814 1.2875
PP 1.2846 1.2846 1.2846 1.2832
S1 1.2743 1.2743 1.2784 1.2715
S2 1.2686 1.2686 1.2770
S3 1.2526 1.2583 1.2755
S4 1.2366 1.2423 1.2711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2950 1.2790 0.0160 1.3% 0.0002 0.0% 6% False True 14
10 1.2973 1.2790 0.0183 1.4% 0.0002 0.0% 5% False True 9
20 1.3042 1.2790 0.0252 2.0% 0.0002 0.0% 4% False True 6
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 35% False False 7
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 35% False False 6
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 28% False False 5
100 1.3135 1.2552 0.0583 4.6% 0.0003 0.0% 42% False False 4
120 1.3135 1.2206 0.0929 7.3% 0.0003 0.0% 64% False False 4
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 -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2790
2.618 1.2790
1.618 1.2790
1.000 1.2790
0.618 1.2790
HIGH 1.2790
0.618 1.2790
0.500 1.2790
0.382 1.2790
LOW 1.2790
0.618 1.2790
1.000 1.2790
1.618 1.2790
2.618 1.2790
4.250 1.2790
Fisher Pivots for day following 08-Sep-2006
Pivot 1 day 3 day
R1 1.2796 1.2868
PP 1.2793 1.2845
S1 1.2790 1.2822

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

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