CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 1.3325 1.3246 -0.0079 -0.6% 1.3361
High 1.3326 1.3256 -0.0070 -0.5% 1.3421
Low 1.3252 1.3198 -0.0054 -0.4% 1.3255
Close 1.3261 1.3209 -0.0052 -0.4% 1.3259
Range 0.0074 0.0058 -0.0016 -21.6% 0.0166
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 85,226 165,668 80,442 94.4% 61,970
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3395 1.3360 1.3241
R3 1.3337 1.3302 1.3225
R2 1.3279 1.3279 1.3220
R1 1.3244 1.3244 1.3214 1.3233
PP 1.3221 1.3221 1.3221 1.3215
S1 1.3186 1.3186 1.3204 1.3175
S2 1.3163 1.3163 1.3198
S3 1.3105 1.3128 1.3193
S4 1.3047 1.3070 1.3177
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 1.3198 0.0223 1.7% 0.0093 0.7% 5% False True 78,461
10 1.3421 1.3198 0.0223 1.7% 0.0075 0.6% 5% False True 44,028
20 1.3421 1.2855 0.0566 4.3% 0.0058 0.4% 63% False False 23,126
40 1.3421 1.2633 0.0788 6.0% 0.0045 0.3% 73% False False 11,833
60 1.3421 1.2585 0.0836 6.3% 0.0036 0.3% 75% False False 8,004
80 1.3421 1.2585 0.0836 6.3% 0.0029 0.2% 75% False False 6,015
100 1.3421 1.2585 0.0836 6.3% 0.0024 0.2% 75% False False 4,813
120 1.3421 1.2585 0.0836 6.3% 0.0021 0.2% 75% False False 4,012
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3503
2.618 1.3408
1.618 1.3350
1.000 1.3314
0.618 1.3292
HIGH 1.3256
0.618 1.3234
0.500 1.3227
0.382 1.3220
LOW 1.3198
0.618 1.3162
1.000 1.3140
1.618 1.3104
2.618 1.3046
4.250 1.2952
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 1.3227 1.3275
PP 1.3221 1.3253
S1 1.3215 1.3231

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

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