CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
24-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 1.3150 1.3186 0.0036 0.3% 1.2905
High 1.3170 1.3211 0.0041 0.3% 1.3170
Low 1.3147 1.3175 0.0028 0.2% 1.2882
Close 1.3159 1.3197 0.0038 0.3% 1.3159
Range 0.0023 0.0036 0.0013 56.5% 0.0288
ATR 0.0060 0.0059 -0.0001 -0.9% 0.0000
Volume 1,849 4,230 2,381 128.8% 4,608
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3302 1.3286 1.3217
R3 1.3266 1.3250 1.3207
R2 1.3230 1.3230 1.3204
R1 1.3214 1.3214 1.3200 1.3222
PP 1.3194 1.3194 1.3194 1.3199
S1 1.3178 1.3178 1.3194 1.3186
S2 1.3158 1.3158 1.3190
S3 1.3122 1.3142 1.3187
S4 1.3086 1.3106 1.3177
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3934 1.3835 1.3317
R3 1.3646 1.3547 1.3238
R2 1.3358 1.3358 1.3212
R1 1.3259 1.3259 1.3185 1.3309
PP 1.3070 1.3070 1.3070 1.3095
S1 1.2971 1.2971 1.3133 1.3021
S2 1.2782 1.2782 1.3106
S3 1.2494 1.2683 1.3080
S4 1.2206 1.2395 1.3001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3211 1.2882 0.0329 2.5% 0.0029 0.2% 96% True False 1,767
10 1.3211 1.2855 0.0356 2.7% 0.0037 0.3% 96% True False 1,177
20 1.3211 1.2759 0.0452 3.4% 0.0037 0.3% 97% True False 902
40 1.3211 1.2585 0.0626 4.7% 0.0027 0.2% 98% True False 664
60 1.3211 1.2585 0.0626 4.7% 0.0022 0.2% 98% True False 478
80 1.3211 1.2585 0.0626 4.7% 0.0017 0.1% 98% True False 359
100 1.3211 1.2585 0.0626 4.7% 0.0016 0.1% 98% True False 289
120 1.3211 1.2585 0.0626 4.7% 0.0013 0.1% 98% True False 241
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3364
2.618 1.3305
1.618 1.3269
1.000 1.3247
0.618 1.3233
HIGH 1.3211
0.618 1.3197
0.500 1.3193
0.382 1.3189
LOW 1.3175
0.618 1.3153
1.000 1.3139
1.618 1.3117
2.618 1.3081
4.250 1.3022
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 1.3196 1.3164
PP 1.3194 1.3131
S1 1.3193 1.3098

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

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