CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 12-Oct-2006
Day Change Summary
Previous Current
11-Oct-2006 12-Oct-2006 Change Change % Previous Week
Open 1.2652 1.2645 -0.0007 -0.1% 1.2845
High 1.2652 1.2640 -0.0012 -0.1% 1.2858
Low 1.2605 1.2625 0.0020 0.2% 1.2709
Close 1.2616 1.2645 0.0029 0.2% 1.2709
Range 0.0047 0.0015 -0.0032 -68.1% 0.0149
ATR 0.0045 0.0043 -0.0001 -3.3% 0.0000
Volume 559 399 -160 -28.6% 1,437
Daily Pivots for day following 12-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2682 1.2678 1.2653
R3 1.2667 1.2663 1.2649
R2 1.2652 1.2652 1.2648
R1 1.2648 1.2648 1.2646 1.2653
PP 1.2637 1.2637 1.2637 1.2639
S1 1.2633 1.2633 1.2644 1.2638
S2 1.2622 1.2622 1.2642
S3 1.2607 1.2618 1.2641
S4 1.2592 1.2603 1.2637
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3206 1.3106 1.2791
R3 1.3057 1.2957 1.2750
R2 1.2908 1.2908 1.2736
R1 1.2808 1.2808 1.2723 1.2784
PP 1.2759 1.2759 1.2759 1.2746
S1 1.2659 1.2659 1.2695 1.2635
S2 1.2610 1.2610 1.2682
S3 1.2461 1.2510 1.2668
S4 1.2312 1.2361 1.2627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2709 1.2605 0.0104 0.8% 0.0014 0.1% 38% False False 462
10 1.2858 1.2605 0.0253 2.0% 0.0018 0.1% 16% False False 356
20 1.2925 1.2605 0.0320 2.5% 0.0020 0.2% 13% False False 259
40 1.3042 1.2605 0.0437 3.5% 0.0011 0.1% 9% False False 141
60 1.3042 1.2605 0.0437 3.5% 0.0009 0.1% 9% False False 97
80 1.3042 1.2605 0.0437 3.5% 0.0008 0.1% 9% False False 73
100 1.3135 1.2605 0.0530 4.2% 0.0006 0.1% 8% False False 59
120 1.3135 1.2605 0.0530 4.2% 0.0005 0.0% 8% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2704
2.618 1.2679
1.618 1.2664
1.000 1.2655
0.618 1.2649
HIGH 1.2640
0.618 1.2634
0.500 1.2633
0.382 1.2631
LOW 1.2625
0.618 1.2616
1.000 1.2610
1.618 1.2601
2.618 1.2586
4.250 1.2561
Fisher Pivots for day following 12-Oct-2006
Pivot 1 day 3 day
R1 1.2641 1.2640
PP 1.2637 1.2634
S1 1.2633 1.2629

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

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