CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 1.3046 1.2952 -0.0094 -0.7% 1.2950
High 1.3091 1.2961 -0.0130 -1.0% 1.3091
Low 1.2977 1.2939 -0.0038 -0.3% 1.2937
Close 1.2991 1.2954 -0.0037 -0.3% 1.2991
Range 0.0114 0.0022 -0.0092 -80.7% 0.0154
ATR 0.0072 0.0071 -0.0001 -2.0% 0.0000
Volume 160,441 237,780 77,339 48.2% 822,014
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3017 1.3008 1.2966
R3 1.2995 1.2986 1.2960
R2 1.2973 1.2973 1.2958
R1 1.2964 1.2964 1.2956 1.2969
PP 1.2951 1.2951 1.2951 1.2954
S1 1.2942 1.2942 1.2952 1.2947
S2 1.2929 1.2929 1.2950
S3 1.2907 1.2920 1.2948
S4 1.2885 1.2898 1.2942
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3468 1.3384 1.3076
R3 1.3314 1.3230 1.3033
R2 1.3160 1.3160 1.3019
R1 1.3076 1.3076 1.3005 1.3118
PP 1.3006 1.3006 1.3006 1.3028
S1 1.2922 1.2922 1.2977 1.2964
S2 1.2852 1.2852 1.2963
S3 1.2698 1.2768 1.2949
S4 1.2544 1.2614 1.2906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3091 1.2939 0.0152 1.2% 0.0064 0.5% 10% False True 172,438
10 1.3091 1.2910 0.0181 1.4% 0.0061 0.5% 24% False False 172,451
20 1.3091 1.2904 0.0187 1.4% 0.0062 0.5% 27% False False 181,656
40 1.3421 1.2904 0.0517 4.0% 0.0068 0.5% 10% False False 157,043
60 1.3421 1.2834 0.0587 4.5% 0.0061 0.5% 20% False False 105,673
80 1.3421 1.2585 0.0836 6.5% 0.0052 0.4% 44% False False 79,388
100 1.3421 1.2585 0.0836 6.5% 0.0045 0.3% 44% False False 63,555
120 1.3421 1.2585 0.0836 6.5% 0.0038 0.3% 44% False False 52,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1.3055
2.618 1.3019
1.618 1.2997
1.000 1.2983
0.618 1.2975
HIGH 1.2961
0.618 1.2953
0.500 1.2950
0.382 1.2947
LOW 1.2939
0.618 1.2925
1.000 1.2917
1.618 1.2903
2.618 1.2881
4.250 1.2846
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 1.2953 1.3015
PP 1.2951 1.2995
S1 1.2950 1.2974

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

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