CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 18-Sep-2006
Day Change Summary
Previous Current
15-Sep-2006 18-Sep-2006 Change Change % Previous Week
Open 1.2779 1.2819 0.0040 0.3% 1.2826
High 1.2779 1.2819 0.0040 0.3% 1.2855
Low 1.2779 1.2819 0.0040 0.3% 1.2779
Close 1.2779 1.2819 0.0040 0.3% 1.2779
Range
ATR 0.0039 0.0039 0.0000 0.3% 0.0000
Volume 82 220 138 168.3% 429
Daily Pivots for day following 18-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2819 1.2819 1.2819
R3 1.2819 1.2819 1.2819
R2 1.2819 1.2819 1.2819
R1 1.2819 1.2819 1.2819 1.2819
PP 1.2819 1.2819 1.2819 1.2819
S1 1.2819 1.2819 1.2819 1.2819
S2 1.2819 1.2819 1.2819
S3 1.2819 1.2819 1.2819
S4 1.2819 1.2819 1.2819
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% 53% False False 114
10 1.2950 1.2779 0.0171 1.3% 0.0001 0.0% 23% False False 71
20 1.3042 1.2779 0.0263 2.1% 0.0002 0.0% 15% False False 39
40 1.3042 1.2761 0.0281 2.2% 0.0003 0.0% 21% False False 22
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 40% False False 16
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 32% False False 13
100 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 32% False False 10
120 1.3135 1.2259 0.0876 6.8% 0.0003 0.0% 64% False False 9
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 1.2819
2.618 1.2819
1.618 1.2819
1.000 1.2819
0.618 1.2819
HIGH 1.2819
0.618 1.2819
0.500 1.2819
0.382 1.2819
LOW 1.2819
0.618 1.2819
1.000 1.2819
1.618 1.2819
2.618 1.2819
4.250 1.2819
Fisher Pivots for day following 18-Sep-2006
Pivot 1 day 3 day
R1 1.2819 1.2818
PP 1.2819 1.2818
S1 1.2819 1.2817

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

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