CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Sep-2006
Day Change Summary
Previous Current
26-Sep-2006 27-Sep-2006 Change Change % Previous Week
Open 1.2810 1.2816 0.0006 0.0% 1.2819
High 1.2802 1.2816 0.0014 0.1% 1.2925
Low 1.2778 1.2816 0.0038 0.3% 1.2785
Close 1.2810 1.2816 0.0006 0.0% 1.2896
Range 0.0024 0.0000 -0.0024 -100.0% 0.0140
ATR 0.0045 0.0042 -0.0003 -6.2% 0.0000
Volume 325 148 -177 -54.5% 727
Daily Pivots for day following 27-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2816 1.2816 1.2816
R3 1.2816 1.2816 1.2816
R2 1.2816 1.2816 1.2816
R1 1.2816 1.2816 1.2816 1.2816
PP 1.2816 1.2816 1.2816 1.2816
S1 1.2816 1.2816 1.2816 1.2816
S2 1.2816 1.2816 1.2816
S3 1.2816 1.2816 1.2816
S4 1.2816 1.2816 1.2816
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 1.2778 0.0147 1.1% 0.0025 0.2% 26% False False 202
10 1.2925 1.2778 0.0147 1.1% 0.0019 0.1% 26% False False 167
20 1.2970 1.2778 0.0192 1.5% 0.0010 0.1% 20% False False 98
40 1.3042 1.2778 0.0264 2.1% 0.0006 0.0% 14% False False 51
60 1.3042 1.2670 0.0372 2.9% 0.0007 0.1% 39% False False 37
80 1.3050 1.2670 0.0380 3.0% 0.0006 0.0% 38% False False 28
100 1.3135 1.2670 0.0465 3.6% 0.0004 0.0% 31% False False 23
120 1.3135 1.2322 0.0813 6.3% 0.0004 0.0% 61% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2816
2.618 1.2816
1.618 1.2816
1.000 1.2816
0.618 1.2816
HIGH 1.2816
0.618 1.2816
0.500 1.2816
0.382 1.2816
LOW 1.2816
0.618 1.2816
1.000 1.2816
1.618 1.2816
2.618 1.2816
4.250 1.2816
Fisher Pivots for day following 27-Sep-2006
Pivot 1 day 3 day
R1 1.2816 1.2823
PP 1.2816 1.2820
S1 1.2816 1.2818

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

View Archives - Comment on this page... - Back to Index of Symbols