CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 11-Sep-2006
Day Change Summary
Previous Current
08-Sep-2006 11-Sep-2006 Change Change % Previous Week
Open 1.2799 1.2826 0.0027 0.2% 1.2950
High 1.2790 1.2826 0.0036 0.3% 1.2950
Low 1.2790 1.2826 0.0036 0.3% 1.2790
Close 1.2799 1.2826 0.0027 0.2% 1.2799
Range
ATR 0.0041 0.0040 -0.0001 -2.4% 0.0000
Volume 7 79 72 1,028.6% 61
Daily Pivots for day following 11-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2826 1.2826 1.2826
R3 1.2826 1.2826 1.2826
R2 1.2826 1.2826 1.2826
R1 1.2826 1.2826 1.2826 1.2826
PP 1.2826 1.2826 1.2826 1.2826
S1 1.2826 1.2826 1.2826 1.2826
S2 1.2826 1.2826 1.2826
S3 1.2826 1.2826 1.2826
S4 1.2826 1.2826 1.2826
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 1.2% 0.0002 0.0% 23% False False 28
10 1.2973 1.2790 0.0183 1.4% 0.0001 0.0% 20% False False 16
20 1.3042 1.2790 0.0252 2.0% 0.0002 0.0% 14% False False 10
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 42% False False 9
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 42% False False 7
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 34% False False 6
100 1.3135 1.2552 0.0583 4.5% 0.0003 0.0% 47% False False 5
120 1.3135 1.2206 0.0929 7.2% 0.0003 0.0% 67% False False 4
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.2826
2.618 1.2826
1.618 1.2826
1.000 1.2826
0.618 1.2826
HIGH 1.2826
0.618 1.2826
0.500 1.2826
0.382 1.2826
LOW 1.2826
0.618 1.2826
1.000 1.2826
1.618 1.2826
2.618 1.2826
4.250 1.2826
Fisher Pivots for day following 11-Sep-2006
Pivot 1 day 3 day
R1 1.2826 1.2831
PP 1.2826 1.2829
S1 1.2826 1.2828

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

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