CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 15-Sep-2006
Day Change Summary
Previous Current
14-Sep-2006 15-Sep-2006 Change Change % Previous Week
Open 1.2843 1.2779 -0.0064 -0.5% 1.2826
High 1.2855 1.2779 -0.0076 -0.6% 1.2855
Low 1.2855 1.2779 -0.0076 -0.6% 1.2779
Close 1.2843 1.2779 -0.0064 -0.5% 1.2779
Range
ATR 0.0037 0.0039 0.0002 5.3% 0.0000
Volume 132 82 -50 -37.9% 429
Daily Pivots for day following 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2779 1.2779 1.2779
R3 1.2779 1.2779 1.2779
R2 1.2779 1.2779 1.2779
R1 1.2779 1.2779 1.2779 1.2779
PP 1.2779 1.2779 1.2779 1.2779
S1 1.2779 1.2779 1.2779 1.2779
S2 1.2779 1.2779 1.2779
S3 1.2779 1.2779 1.2779
S4 1.2779 1.2779 1.2779
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3032 1.2982 1.2821
R3 1.2956 1.2906 1.2800
R2 1.2880 1.2880 1.2793
R1 1.2830 1.2830 1.2786 1.2817
PP 1.2804 1.2804 1.2804 1.2798
S1 1.2754 1.2754 1.2772 1.2741
S2 1.2728 1.2728 1.2765
S3 1.2652 1.2678 1.2758
S4 1.2576 1.2602 1.2737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2855 1.2779 0.0076 0.6% 0.0001 0.0% 0% False True 85
10 1.2950 1.2779 0.0171 1.3% 0.0001 0.0% 0% False True 50
20 1.3042 1.2779 0.0263 2.1% 0.0002 0.0% 0% False True 28
40 1.3042 1.2761 0.0281 2.2% 0.0003 0.0% 6% False False 16
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 29% False False 12
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 23% False False 10
100 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 23% False False 8
120 1.3135 1.2243 0.0892 7.0% 0.0003 0.0% 60% False False 7
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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.2779
2.618 1.2779
1.618 1.2779
1.000 1.2779
0.618 1.2779
HIGH 1.2779
0.618 1.2779
0.500 1.2779
0.382 1.2779
LOW 1.2779
0.618 1.2779
1.000 1.2779
1.618 1.2779
2.618 1.2779
4.250 1.2779
Fisher Pivots for day following 15-Sep-2006
Pivot 1 day 3 day
R1 1.2779 1.2817
PP 1.2779 1.2804
S1 1.2779 1.2792

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

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