CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 05-Oct-2006
Day Change Summary
Previous Current
04-Oct-2006 05-Oct-2006 Change Change % Previous Week
Open 1.2815 1.2793 -0.0022 -0.2% 1.2874
High 1.2812 1.2796 -0.0016 -0.1% 1.2867
Low 1.2780 1.2777 -0.0003 0.0% 1.2760
Close 1.2815 1.2793 -0.0022 -0.2% 1.2792
Range 0.0032 0.0019 -0.0013 -40.6% 0.0107
ATR 0.0043 0.0042 0.0000 -0.8% 0.0000
Volume 73 259 186 254.8% 903
Daily Pivots for day following 05-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2846 1.2838 1.2803
R3 1.2827 1.2819 1.2798
R2 1.2808 1.2808 1.2796
R1 1.2800 1.2800 1.2795 1.2803
PP 1.2789 1.2789 1.2789 1.2790
S1 1.2781 1.2781 1.2791 1.2784
S2 1.2770 1.2770 1.2790
S3 1.2751 1.2762 1.2788
S4 1.2732 1.2743 1.2783
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 1.2858 1.2760 0.0098 0.8% 0.0021 0.2% 34% False False 249
10 1.2925 1.2760 0.0165 1.3% 0.0019 0.2% 20% False False 228
20 1.2925 1.2760 0.0165 1.3% 0.0016 0.1% 20% False False 161
40 1.3042 1.2760 0.0282 2.2% 0.0009 0.1% 12% False False 84
60 1.3042 1.2670 0.0372 2.9% 0.0009 0.1% 33% False False 59
80 1.3042 1.2670 0.0372 2.9% 0.0007 0.1% 33% False False 45
100 1.3135 1.2670 0.0465 3.6% 0.0006 0.0% 26% False False 36
120 1.3135 1.2550 0.0585 4.6% 0.0005 0.0% 42% False False 30
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2877
2.618 1.2846
1.618 1.2827
1.000 1.2815
0.618 1.2808
HIGH 1.2796
0.618 1.2789
0.500 1.2787
0.382 1.2784
LOW 1.2777
0.618 1.2765
1.000 1.2758
1.618 1.2746
2.618 1.2727
4.250 1.2696
Fisher Pivots for day following 05-Oct-2006
Pivot 1 day 3 day
R1 1.2791 1.2811
PP 1.2789 1.2805
S1 1.2787 1.2799

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

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