CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 1.3037 1.3012 -0.0025 -0.2% 1.2986
High 1.3041 1.3022 -0.0019 -0.1% 1.3006
Low 1.2980 1.2946 -0.0034 -0.3% 1.2933
Close 1.2994 1.2958 -0.0036 -0.3% 1.2999
Range 0.0061 0.0076 0.0015 24.6% 0.0073
ATR 0.0073 0.0073 0.0000 0.3% 0.0000
Volume 149,744 182,751 33,007 22.0% 749,349
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3203 1.3157 1.3000
R3 1.3127 1.3081 1.2979
R2 1.3051 1.3051 1.2972
R1 1.3005 1.3005 1.2965 1.2990
PP 1.2975 1.2975 1.2975 1.2968
S1 1.2929 1.2929 1.2951 1.2914
S2 1.2899 1.2899 1.2944
S3 1.2823 1.2853 1.2937
S4 1.2747 1.2777 1.2916
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3198 1.3172 1.3039
R3 1.3125 1.3099 1.3019
R2 1.3052 1.3052 1.3012
R1 1.3026 1.3026 1.3006 1.3039
PP 1.2979 1.2979 1.2979 1.2986
S1 1.2953 1.2953 1.2992 1.2966
S2 1.2906 1.2906 1.2986
S3 1.2833 1.2880 1.2979
S4 1.2760 1.2807 1.2959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3077 1.2946 0.0131 1.0% 0.0054 0.4% 9% False True 171,780
10 1.3077 1.2904 0.0173 1.3% 0.0063 0.5% 31% False False 185,380
20 1.3344 1.2904 0.0440 3.4% 0.0063 0.5% 12% False False 161,088
40 1.3421 1.2904 0.0517 4.0% 0.0068 0.5% 10% False False 126,629
60 1.3421 1.2759 0.0662 5.1% 0.0057 0.4% 30% False False 84,720
80 1.3421 1.2585 0.0836 6.5% 0.0047 0.4% 45% False False 63,647
100 1.3421 1.2585 0.0836 6.5% 0.0040 0.3% 45% False False 50,938
120 1.3421 1.2585 0.0836 6.5% 0.0034 0.3% 45% False False 42,449
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 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3345
2.618 1.3221
1.618 1.3145
1.000 1.3098
0.618 1.3069
HIGH 1.3022
0.618 1.2993
0.500 1.2984
0.382 1.2975
LOW 1.2946
0.618 1.2899
1.000 1.2870
1.618 1.2823
2.618 1.2747
4.250 1.2623
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 1.2984 1.3012
PP 1.2975 1.2994
S1 1.2967 1.2976

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

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