CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary
Previous Current
14-Nov-2006 15-Nov-2006 Change Change % Previous Week
Open 1.2935 1.2858 -0.0077 -0.6% 1.2790
High 1.2940 1.2898 -0.0042 -0.3% 1.2949
Low 1.2880 1.2858 -0.0022 -0.2% 1.2759
Close 1.2898 1.2898 0.0000 0.0% 1.2922
Range 0.0060 0.0040 -0.0020 -33.3% 0.0190
ATR 0.0050 0.0050 -0.0001 -1.5% 0.0000
Volume 436 753 317 72.7% 2,580
Daily Pivots for day following 15-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3005 1.2991 1.2920
R3 1.2965 1.2951 1.2909
R2 1.2925 1.2925 1.2905
R1 1.2911 1.2911 1.2902 1.2918
PP 1.2885 1.2885 1.2885 1.2888
S1 1.2871 1.2871 1.2894 1.2878
S2 1.2845 1.2845 1.2891
S3 1.2805 1.2831 1.2887
S4 1.2765 1.2791 1.2876
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 1.2837 0.0112 0.9% 0.0048 0.4% 54% False False 586
10 1.2949 1.2759 0.0190 1.5% 0.0038 0.3% 73% False False 668
20 1.2949 1.2633 0.0316 2.4% 0.0032 0.2% 84% False False 541
40 1.2949 1.2585 0.0364 2.8% 0.0026 0.2% 86% False False 443
60 1.2973 1.2585 0.0388 3.0% 0.0019 0.1% 81% False False 312
80 1.3042 1.2585 0.0457 3.5% 0.0015 0.1% 68% False False 235
100 1.3042 1.2585 0.0457 3.5% 0.0013 0.1% 68% False False 189
120 1.3135 1.2585 0.0550 4.3% 0.0011 0.1% 57% False False 158
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3068
2.618 1.3003
1.618 1.2963
1.000 1.2938
0.618 1.2923
HIGH 1.2898
0.618 1.2883
0.500 1.2878
0.382 1.2873
LOW 1.2858
0.618 1.2833
1.000 1.2818
1.618 1.2793
2.618 1.2753
4.250 1.2688
Fisher Pivots for day following 15-Nov-2006
Pivot 1 day 3 day
R1 1.2891 1.2899
PP 1.2885 1.2899
S1 1.2878 1.2898

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

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