CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 29-Sep-2006
Day Change Summary
Previous Current
28-Sep-2006 29-Sep-2006 Change Change % Previous Week
Open 1.2800 1.2792 -0.0008 -0.1% 1.2874
High 1.2818 1.2800 -0.0018 -0.1% 1.2867
Low 1.2792 1.2760 -0.0032 -0.3% 1.2760
Close 1.2819 1.2792 -0.0027 -0.2% 1.2792
Range 0.0026 0.0040 0.0014 53.8% 0.0107
ATR 0.0041 0.0043 0.0001 3.1% 0.0000
Volume 94 76 -18 -19.1% 903
Daily Pivots for day following 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2904 1.2888 1.2814
R3 1.2864 1.2848 1.2803
R2 1.2824 1.2824 1.2799
R1 1.2808 1.2808 1.2796 1.2812
PP 1.2784 1.2784 1.2784 1.2786
S1 1.2768 1.2768 1.2788 1.2772
S2 1.2744 1.2744 1.2785
S3 1.2704 1.2728 1.2781
S4 1.2664 1.2688 1.2770
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3127 1.3067 1.2851
R3 1.3020 1.2960 1.2821
R2 1.2913 1.2913 1.2812
R1 1.2853 1.2853 1.2802 1.2830
PP 1.2806 1.2806 1.2806 1.2795
S1 1.2746 1.2746 1.2782 1.2723
S2 1.2699 1.2699 1.2772
S3 1.2592 1.2639 1.2763
S4 1.2485 1.2532 1.2733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2867 1.2760 0.0107 0.8% 0.0021 0.2% 30% False True 180
10 1.2925 1.2760 0.0165 1.3% 0.0026 0.2% 19% False True 163
20 1.2950 1.2760 0.0190 1.5% 0.0013 0.1% 17% False True 106
40 1.3042 1.2760 0.0282 2.2% 0.0008 0.1% 11% False True 54
60 1.3042 1.2670 0.0372 2.9% 0.0008 0.1% 33% False False 39
80 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 33% False False 30
100 1.3135 1.2670 0.0465 3.6% 0.0005 0.0% 26% False False 24
120 1.3135 1.2322 0.0813 6.4% 0.0005 0.0% 58% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2970
2.618 1.2905
1.618 1.2865
1.000 1.2840
0.618 1.2825
HIGH 1.2800
0.618 1.2785
0.500 1.2780
0.382 1.2775
LOW 1.2760
0.618 1.2735
1.000 1.2720
1.618 1.2695
2.618 1.2655
4.250 1.2590
Fisher Pivots for day following 29-Sep-2006
Pivot 1 day 3 day
R1 1.2788 1.2791
PP 1.2784 1.2790
S1 1.2780 1.2789

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

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