CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 16-Oct-2006
Day Change Summary
Previous Current
13-Oct-2006 16-Oct-2006 Change Change % Previous Week
Open 1.2611 1.2620 0.0009 0.1% 1.2709
High 1.2610 1.2620 0.0010 0.1% 1.2709
Low 1.2585 1.2620 0.0035 0.3% 1.2585
Close 1.2611 1.2620 0.0009 0.1% 1.2611
Range 0.0025 0.0000 -0.0025 -100.0% 0.0124
ATR 0.0045 0.0042 -0.0003 -5.7% 0.0000
Volume 819 733 -86 -10.5% 2,867
Daily Pivots for day following 16-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2620 1.2620 1.2620
R3 1.2620 1.2620 1.2620
R2 1.2620 1.2620 1.2620
R1 1.2620 1.2620 1.2620 1.2620
PP 1.2620 1.2620 1.2620 1.2620
S1 1.2620 1.2620 1.2620 1.2620
S2 1.2620 1.2620 1.2620
S3 1.2620 1.2620 1.2620
S4 1.2620 1.2620 1.2620
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3007 1.2933 1.2679
R3 1.2883 1.2809 1.2645
R2 1.2759 1.2759 1.2634
R1 1.2685 1.2685 1.2622 1.2660
PP 1.2635 1.2635 1.2635 1.2623
S1 1.2561 1.2561 1.2600 1.2536
S2 1.2511 1.2511 1.2588
S3 1.2387 1.2437 1.2577
S4 1.2263 1.2313 1.2543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2652 1.2585 0.0067 0.5% 0.0019 0.2% 52% False False 535
10 1.2845 1.2585 0.0260 2.1% 0.0016 0.1% 13% False False 444
20 1.2925 1.2585 0.0340 2.7% 0.0021 0.2% 10% False False 322
40 1.3042 1.2585 0.0457 3.6% 0.0012 0.1% 8% False False 180
60 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 8% False False 122
80 1.3042 1.2585 0.0457 3.6% 0.0008 0.1% 8% False False 92
100 1.3135 1.2585 0.0550 4.4% 0.0007 0.1% 6% False False 75
120 1.3135 1.2585 0.0550 4.4% 0.0006 0.0% 6% False False 62
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2620
2.618 1.2620
1.618 1.2620
1.000 1.2620
0.618 1.2620
HIGH 1.2620
0.618 1.2620
0.500 1.2620
0.382 1.2620
LOW 1.2620
0.618 1.2620
1.000 1.2620
1.618 1.2620
2.618 1.2620
4.250 1.2620
Fisher Pivots for day following 16-Oct-2006
Pivot 1 day 3 day
R1 1.2620 1.2618
PP 1.2620 1.2615
S1 1.2620 1.2613

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

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