CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 1.2635 1.2633 -0.0002 0.0% 1.2620
High 1.2641 1.2659 0.0018 0.1% 1.2725
Low 1.2635 1.2633 -0.0002 0.0% 1.2605
Close 1.2642 1.2655 0.0013 0.1% 1.2711
Range 0.0006 0.0026 0.0020 333.3% 0.0120
ATR 0.0045 0.0044 -0.0001 -3.1% 0.0000
Volume 386 317 -69 -17.9% 2,000
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2727 1.2717 1.2669
R3 1.2701 1.2691 1.2662
R2 1.2675 1.2675 1.2660
R1 1.2665 1.2665 1.2657 1.2670
PP 1.2649 1.2649 1.2649 1.2652
S1 1.2639 1.2639 1.2653 1.2644
S2 1.2623 1.2623 1.2650
S3 1.2597 1.2613 1.2648
S4 1.2571 1.2587 1.2641
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3040 1.2996 1.2777
R3 1.2920 1.2876 1.2744
R2 1.2800 1.2800 1.2733
R1 1.2756 1.2756 1.2722 1.2778
PP 1.2680 1.2680 1.2680 1.2692
S1 1.2636 1.2636 1.2700 1.2658
S2 1.2560 1.2560 1.2689
S3 1.2440 1.2516 1.2678
S4 1.2320 1.2396 1.2645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2725 1.2605 0.0120 0.9% 0.0019 0.1% 42% False False 302
10 1.2725 1.2585 0.0140 1.1% 0.0020 0.2% 50% False False 448
20 1.2858 1.2585 0.0273 2.2% 0.0017 0.1% 26% False False 366
40 1.2973 1.2585 0.0388 3.1% 0.0014 0.1% 18% False False 228
60 1.3042 1.2585 0.0457 3.6% 0.0010 0.1% 15% False False 153
80 1.3042 1.2585 0.0457 3.6% 0.0010 0.1% 15% False False 117
100 1.3135 1.2585 0.0550 4.3% 0.0008 0.1% 13% False False 94
120 1.3135 1.2585 0.0550 4.3% 0.0007 0.1% 13% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2770
2.618 1.2727
1.618 1.2701
1.000 1.2685
0.618 1.2675
HIGH 1.2659
0.618 1.2649
0.500 1.2646
0.382 1.2643
LOW 1.2633
0.618 1.2617
1.000 1.2607
1.618 1.2591
2.618 1.2565
4.250 1.2523
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 1.2652 1.2669
PP 1.2649 1.2664
S1 1.2646 1.2660

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

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