CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 1.2844 1.2848 0.0004 0.0% 1.2635
High 1.2873 1.2862 -0.0011 -0.1% 1.2825
Low 1.2844 1.2845 0.0001 0.0% 1.2633
Close 1.2859 1.2862 0.0003 0.0% 1.2821
Range 0.0029 0.0017 -0.0012 -41.4% 0.0192
ATR 0.0046 0.0044 -0.0002 -4.5% 0.0000
Volume 597 544 -53 -8.9% 2,206
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2907 1.2902 1.2871
R3 1.2890 1.2885 1.2867
R2 1.2873 1.2873 1.2865
R1 1.2868 1.2868 1.2864 1.2871
PP 1.2856 1.2856 1.2856 1.2858
S1 1.2851 1.2851 1.2860 1.2854
S2 1.2839 1.2839 1.2859
S3 1.2822 1.2834 1.2857
S4 1.2805 1.2817 1.2853
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3336 1.3270 1.2927
R3 1.3144 1.3078 1.2874
R2 1.2952 1.2952 1.2856
R1 1.2886 1.2886 1.2839 1.2919
PP 1.2760 1.2760 1.2760 1.2776
S1 1.2694 1.2694 1.2803 1.2727
S2 1.2568 1.2568 1.2786
S3 1.2376 1.2502 1.2768
S4 1.2184 1.2310 1.2715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2873 1.2786 0.0087 0.7% 0.0028 0.2% 87% False False 549
10 1.2873 1.2633 0.0240 1.9% 0.0023 0.2% 95% False False 442
20 1.2873 1.2585 0.0288 2.2% 0.0020 0.2% 96% False False 462
40 1.2925 1.2585 0.0340 2.6% 0.0018 0.1% 81% False False 311
60 1.3042 1.2585 0.0457 3.6% 0.0013 0.1% 61% False False 210
80 1.3042 1.2585 0.0457 3.6% 0.0012 0.1% 61% False False 159
100 1.3042 1.2585 0.0457 3.6% 0.0010 0.1% 61% False False 128
120 1.3135 1.2585 0.0550 4.3% 0.0008 0.1% 50% False False 107
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2934
2.618 1.2907
1.618 1.2890
1.000 1.2879
0.618 1.2873
HIGH 1.2862
0.618 1.2856
0.500 1.2854
0.382 1.2851
LOW 1.2845
0.618 1.2834
1.000 1.2828
1.618 1.2817
2.618 1.2800
4.250 1.2773
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 1.2859 1.2851
PP 1.2856 1.2840
S1 1.2854 1.2830

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

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