CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 1.3026 1.3022 -0.0004 0.0% 1.3321
High 1.3031 1.3030 -0.0001 0.0% 1.3344
Low 1.2970 1.2920 -0.0050 -0.4% 1.3023
Close 1.2978 1.2928 -0.0050 -0.4% 1.3052
Range 0.0061 0.0110 0.0049 80.3% 0.0321
ATR 0.0078 0.0080 0.0002 3.0% 0.0000
Volume 142,870 173,822 30,952 21.7% 551,500
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3289 1.3219 1.2989
R3 1.3179 1.3109 1.2958
R2 1.3069 1.3069 1.2948
R1 1.2999 1.2999 1.2938 1.2979
PP 1.2959 1.2959 1.2959 1.2950
S1 1.2889 1.2889 1.2918 1.2869
S2 1.2849 1.2849 1.2908
S3 1.2739 1.2779 1.2898
S4 1.2629 1.2669 1.2868
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 1.3132 1.2920 0.0212 1.6% 0.0078 0.6% 4% False True 178,479
10 1.3344 1.2920 0.0424 3.3% 0.0069 0.5% 2% False True 151,341
20 1.3344 1.2920 0.0424 3.3% 0.0070 0.5% 2% False True 159,179
40 1.3421 1.2855 0.0566 4.4% 0.0063 0.5% 13% False False 84,910
60 1.3421 1.2605 0.0816 6.3% 0.0052 0.4% 40% False False 56,779
80 1.3421 1.2585 0.0836 6.5% 0.0044 0.3% 41% False False 42,664
100 1.3421 1.2585 0.0836 6.5% 0.0036 0.3% 41% False False 34,139
120 1.3421 1.2585 0.0836 6.5% 0.0030 0.2% 41% False False 28,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3498
2.618 1.3318
1.618 1.3208
1.000 1.3140
0.618 1.3098
HIGH 1.3030
0.618 1.2988
0.500 1.2975
0.382 1.2962
LOW 1.2920
0.618 1.2852
1.000 1.2810
1.618 1.2742
2.618 1.2632
4.250 1.2453
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 1.2975 1.2995
PP 1.2959 1.2973
S1 1.2944 1.2950

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

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