CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 1.3147 1.3129 -0.0018 -0.1% 1.3321
High 1.3160 1.3132 -0.0028 -0.2% 1.3344
Low 1.3120 1.3023 -0.0097 -0.7% 1.3023
Close 1.3131 1.3052 -0.0079 -0.6% 1.3052
Range 0.0040 0.0109 0.0069 172.5% 0.0321
ATR 0.0080 0.0082 0.0002 2.6% 0.0000
Volume 192,918 201,070 8,152 4.2% 551,500
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3396 1.3333 1.3112
R3 1.3287 1.3224 1.3082
R2 1.3178 1.3178 1.3072
R1 1.3115 1.3115 1.3062 1.3092
PP 1.3069 1.3069 1.3069 1.3058
S1 1.3006 1.3006 1.3042 1.2983
S2 1.2960 1.2960 1.3032
S3 1.2851 1.2897 1.3022
S4 1.2742 1.2788 1.2992
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.4103 1.3898 1.3229
R3 1.3782 1.3577 1.3140
R2 1.3461 1.3461 1.3111
R1 1.3256 1.3256 1.3081 1.3198
PP 1.3140 1.3140 1.3140 1.3111
S1 1.2935 1.2935 1.3023 1.2877
S2 1.2819 1.2819 1.2993
S3 1.2498 1.2614 1.2964
S4 1.2177 1.2293 1.2875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3344 1.3023 0.0321 2.5% 0.0068 0.5% 9% False True 141,713
10 1.3344 1.3023 0.0321 2.5% 0.0065 0.5% 9% False True 133,987
20 1.3421 1.3023 0.0398 3.0% 0.0074 0.6% 7% False True 132,431
40 1.3421 1.2834 0.0587 4.5% 0.0060 0.5% 37% False False 67,682
60 1.3421 1.2585 0.0836 6.4% 0.0048 0.4% 56% False False 45,298
80 1.3421 1.2585 0.0836 6.4% 0.0040 0.3% 56% False False 34,030
100 1.3421 1.2585 0.0836 6.4% 0.0033 0.3% 56% False False 27,226
120 1.3421 1.2585 0.0836 6.4% 0.0029 0.2% 56% False False 22,690
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3595
2.618 1.3417
1.618 1.3308
1.000 1.3241
0.618 1.3199
HIGH 1.3132
0.618 1.3090
0.500 1.3078
0.382 1.3065
LOW 1.3023
0.618 1.2956
1.000 1.2914
1.618 1.2847
2.618 1.2738
4.250 1.2560
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 1.3078 1.3164
PP 1.3069 1.3126
S1 1.3061 1.3089

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

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