CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 13-Dec-2006
Day Change Summary
Previous Current
12-Dec-2006 13-Dec-2006 Change Change % Previous Week
Open 1.3303 1.3325 0.0022 0.2% 1.3361
High 1.3352 1.3326 -0.0026 -0.2% 1.3421
Low 1.3275 1.3252 -0.0023 -0.2% 1.3255
Close 1.3333 1.3261 -0.0072 -0.5% 1.3259
Range 0.0077 0.0074 -0.0003 -3.9% 0.0166
ATR 0.0071 0.0072 0.0001 1.0% 0.0000
Volume 80,417 85,226 4,809 6.0% 61,970
Daily Pivots for day following 13-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3502 1.3455 1.3302
R3 1.3428 1.3381 1.3281
R2 1.3354 1.3354 1.3275
R1 1.3307 1.3307 1.3268 1.3294
PP 1.3280 1.3280 1.3280 1.3273
S1 1.3233 1.3233 1.3254 1.3220
S2 1.3206 1.3206 1.3247
S3 1.3132 1.3159 1.3241
S4 1.3058 1.3085 1.3220
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3810 1.3700 1.3350
R3 1.3644 1.3534 1.3305
R2 1.3478 1.3478 1.3289
R1 1.3368 1.3368 1.3274 1.3340
PP 1.3312 1.3312 1.3312 1.3298
S1 1.3202 1.3202 1.3244 1.3174
S2 1.3146 1.3146 1.3229
S3 1.2980 1.3036 1.3213
S4 1.2814 1.2870 1.3168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3421 1.3235 0.0186 1.4% 0.0088 0.7% 14% False False 48,317
10 1.3421 1.3235 0.0186 1.4% 0.0078 0.6% 14% False False 27,912
20 1.3421 1.2855 0.0566 4.3% 0.0057 0.4% 72% False False 14,880
40 1.3421 1.2605 0.0816 6.2% 0.0044 0.3% 80% False False 7,697
60 1.3421 1.2585 0.0836 6.3% 0.0036 0.3% 81% False False 5,245
80 1.3421 1.2585 0.0836 6.3% 0.0028 0.2% 81% False False 3,944
100 1.3421 1.2585 0.0836 6.3% 0.0023 0.2% 81% False False 3,156
120 1.3421 1.2585 0.0836 6.3% 0.0020 0.2% 81% False False 2,631
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3641
2.618 1.3520
1.618 1.3446
1.000 1.3400
0.618 1.3372
HIGH 1.3326
0.618 1.3298
0.500 1.3289
0.382 1.3280
LOW 1.3252
0.618 1.3206
1.000 1.3178
1.618 1.3132
2.618 1.3058
4.250 1.2938
Fisher Pivots for day following 13-Dec-2006
Pivot 1 day 3 day
R1 1.3289 1.3294
PP 1.3280 1.3283
S1 1.3270 1.3272

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

View Archives - Comment on this page... - Back to Index of Symbols