CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 14-Nov-2006
Day Change Summary
Previous Current
13-Nov-2006 14-Nov-2006 Change Change % Previous Week
Open 1.2907 1.2935 0.0028 0.2% 1.2790
High 1.2912 1.2940 0.0028 0.2% 1.2949
Low 1.2877 1.2880 0.0003 0.0% 1.2759
Close 1.2886 1.2898 0.0012 0.1% 1.2922
Range 0.0035 0.0060 0.0025 71.4% 0.0190
ATR 0.0050 0.0050 0.0001 1.5% 0.0000
Volume 569 436 -133 -23.4% 2,580
Daily Pivots for day following 14-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3086 1.3052 1.2931
R3 1.3026 1.2992 1.2915
R2 1.2966 1.2966 1.2909
R1 1.2932 1.2932 1.2904 1.2919
PP 1.2906 1.2906 1.2906 1.2900
S1 1.2872 1.2872 1.2893 1.2859
S2 1.2846 1.2846 1.2887
S3 1.2786 1.2812 1.2882
S4 1.2726 1.2752 1.2865
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3447 1.3374 1.3027
R3 1.3257 1.3184 1.2974
R2 1.3067 1.3067 1.2957
R1 1.2994 1.2994 1.2939 1.3031
PP 1.2877 1.2877 1.2877 1.2895
S1 1.2804 1.2804 1.2905 1.2841
S2 1.2687 1.2687 1.2887
S3 1.2497 1.2614 1.2870
S4 1.2307 1.2424 1.2818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2949 1.2834 0.0115 0.9% 0.0043 0.3% 56% False False 528
10 1.2949 1.2759 0.0190 1.5% 0.0037 0.3% 73% False False 652
20 1.2949 1.2605 0.0344 2.7% 0.0030 0.2% 85% False False 515
40 1.2949 1.2585 0.0364 2.8% 0.0025 0.2% 86% False False 428
60 1.2973 1.2585 0.0388 3.0% 0.0018 0.1% 81% False False 299
80 1.3042 1.2585 0.0457 3.5% 0.0015 0.1% 68% False False 225
100 1.3042 1.2585 0.0457 3.5% 0.0013 0.1% 68% False False 181
120 1.3135 1.2585 0.0550 4.3% 0.0011 0.1% 57% False False 152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3195
2.618 1.3097
1.618 1.3037
1.000 1.3000
0.618 1.2977
HIGH 1.2940
0.618 1.2917
0.500 1.2910
0.382 1.2903
LOW 1.2880
0.618 1.2843
1.000 1.2820
1.618 1.2783
2.618 1.2723
4.250 1.2625
Fisher Pivots for day following 14-Nov-2006
Pivot 1 day 3 day
R1 1.2910 1.2913
PP 1.2906 1.2908
S1 1.2902 1.2903

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

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