CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary
Previous Current
19-Dec-2006 20-Dec-2006 Change Change % Previous Week
Open 1.3209 1.3262 0.0053 0.4% 1.3235
High 1.3269 1.3272 0.0003 0.0% 1.3352
Low 1.3185 1.3212 0.0027 0.2% 1.3114
Close 1.3246 1.3230 -0.0016 -0.1% 1.3136
Range 0.0084 0.0060 -0.0024 -28.6% 0.0238
ATR 0.0077 0.0076 -0.0001 -1.6% 0.0000
Volume 149,425 235,342 85,917 57.5% 601,341
Daily Pivots for day following 20-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3418 1.3384 1.3263
R3 1.3358 1.3324 1.3247
R2 1.3298 1.3298 1.3241
R1 1.3264 1.3264 1.3236 1.3251
PP 1.3238 1.3238 1.3238 1.3232
S1 1.3204 1.3204 1.3225 1.3191
S2 1.3178 1.3178 1.3219
S3 1.3118 1.3144 1.3214
S4 1.3058 1.3084 1.3197
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3915 1.3763 1.3267
R3 1.3677 1.3525 1.3201
R2 1.3439 1.3439 1.3180
R1 1.3287 1.3287 1.3158 1.3244
PP 1.3201 1.3201 1.3201 1.3179
S1 1.3049 1.3049 1.3114 1.3006
S2 1.2963 1.2963 1.3092
S3 1.2725 1.2811 1.3071
S4 1.2487 1.2573 1.3005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3272 1.3105 0.0167 1.3% 0.0079 0.6% 75% True False 213,433
10 1.3421 1.3105 0.0316 2.4% 0.0083 0.6% 40% False False 130,875
20 1.3421 1.2985 0.0436 3.3% 0.0068 0.5% 56% False False 68,061
40 1.3421 1.2680 0.0741 5.6% 0.0051 0.4% 74% False False 34,339
60 1.3421 1.2585 0.0836 6.3% 0.0040 0.3% 77% False False 23,014
80 1.3421 1.2585 0.0836 6.3% 0.0032 0.2% 77% False False 17,283
100 1.3421 1.2585 0.0836 6.3% 0.0026 0.2% 77% False False 13,827
120 1.3421 1.2585 0.0836 6.3% 0.0024 0.2% 77% False False 11,524
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3527
2.618 1.3429
1.618 1.3369
1.000 1.3332
0.618 1.3309
HIGH 1.3272
0.618 1.3249
0.500 1.3242
0.382 1.3235
LOW 1.3212
0.618 1.3175
1.000 1.3152
1.618 1.3115
2.618 1.3055
4.250 1.2957
Fisher Pivots for day following 20-Dec-2006
Pivot 1 day 3 day
R1 1.3242 1.3216
PP 1.3238 1.3202
S1 1.3234 1.3189

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

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