CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 25-Sep-2006
Day Change Summary
Previous Current
22-Sep-2006 25-Sep-2006 Change Change % Previous Week
Open 1.2909 1.2874 -0.0035 -0.3% 1.2819
High 1.2925 1.2867 -0.0058 -0.4% 1.2925
Low 1.2900 1.2854 -0.0046 -0.4% 1.2785
Close 1.2896 1.2874 -0.0022 -0.2% 1.2896
Range 0.0025 0.0013 -0.0012 -48.0% 0.0140
ATR 0.0041 0.0041 0.0000 0.1% 0.0000
Volume 211 260 49 23.2% 727
Daily Pivots for day following 25-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2904 1.2902 1.2881
R3 1.2891 1.2889 1.2878
R2 1.2878 1.2878 1.2876
R1 1.2876 1.2876 1.2875 1.2881
PP 1.2865 1.2865 1.2865 1.2867
S1 1.2863 1.2863 1.2873 1.2868
S2 1.2852 1.2852 1.2872
S3 1.2839 1.2850 1.2870
S4 1.2826 1.2837 1.2867
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3289 1.3232 1.2973
R3 1.3149 1.3092 1.2935
R2 1.3009 1.3009 1.2922
R1 1.2952 1.2952 1.2909 1.2981
PP 1.2869 1.2869 1.2869 1.2883
S1 1.2812 1.2812 1.2883 1.2841
S2 1.2729 1.2729 1.2870
S3 1.2589 1.2672 1.2858
S4 1.2449 1.2532 1.2819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2925 1.2785 0.0140 1.1% 0.0033 0.3% 64% False False 153
10 1.2925 1.2779 0.0146 1.1% 0.0017 0.1% 65% False False 133
20 1.2973 1.2779 0.0194 1.5% 0.0009 0.1% 49% False False 75
40 1.3042 1.2779 0.0263 2.0% 0.0005 0.0% 36% False False 39
60 1.3042 1.2670 0.0372 2.9% 0.0007 0.1% 55% False False 29
80 1.3135 1.2670 0.0465 3.6% 0.0005 0.0% 44% False False 22
100 1.3135 1.2670 0.0465 3.6% 0.0004 0.0% 44% False False 18
120 1.3135 1.2322 0.0813 6.3% 0.0004 0.0% 68% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 -0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2922
2.618 1.2901
1.618 1.2888
1.000 1.2880
0.618 1.2875
HIGH 1.2867
0.618 1.2862
0.500 1.2861
0.382 1.2859
LOW 1.2854
0.618 1.2846
1.000 1.2841
1.618 1.2833
2.618 1.2820
4.250 1.2799
Fisher Pivots for day following 25-Sep-2006
Pivot 1 day 3 day
R1 1.2870 1.2882
PP 1.2865 1.2879
S1 1.2861 1.2877

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

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