CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 1.2980 1.3041 0.0061 0.5% 1.2952
High 1.2990 1.3065 0.0075 0.6% 1.3063
Low 1.2974 1.3028 0.0054 0.4% 1.2939
Close 1.2982 1.3052 0.0070 0.5% 1.3027
Range 0.0016 0.0037 0.0021 131.3% 0.0124
ATR 0.0066 0.0067 0.0001 1.9% 0.0000
Volume 132,104 122,428 -9,676 -7.3% 798,660
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3159 1.3143 1.3072
R3 1.3122 1.3106 1.3062
R2 1.3085 1.3085 1.3059
R1 1.3069 1.3069 1.3055 1.3077
PP 1.3048 1.3048 1.3048 1.3053
S1 1.3032 1.3032 1.3049 1.3040
S2 1.3011 1.3011 1.3045
S3 1.2974 1.2995 1.3042
S4 1.2937 1.2958 1.3032
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3382 1.3328 1.3095
R3 1.3258 1.3204 1.3061
R2 1.3134 1.3134 1.3050
R1 1.3080 1.3080 1.3038 1.3107
PP 1.3010 1.3010 1.3010 1.3023
S1 1.2956 1.2956 1.3016 1.2983
S2 1.2886 1.2886 1.3004
S3 1.2762 1.2832 1.2993
S4 1.2638 1.2708 1.2959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3065 1.2974 0.0091 0.7% 0.0036 0.3% 86% True False 138,144
10 1.3091 1.2939 0.0152 1.2% 0.0052 0.4% 74% False False 156,986
20 1.3091 1.2910 0.0181 1.4% 0.0053 0.4% 78% False False 164,065
40 1.3344 1.2904 0.0440 3.4% 0.0061 0.5% 34% False False 167,247
60 1.3421 1.2855 0.0566 4.3% 0.0060 0.5% 35% False False 119,207
80 1.3421 1.2633 0.0788 6.0% 0.0053 0.4% 53% False False 89,540
100 1.3421 1.2585 0.0836 6.4% 0.0046 0.4% 56% False False 71,701
120 1.3421 1.2585 0.0836 6.4% 0.0040 0.3% 56% False False 59,759
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3222
2.618 1.3162
1.618 1.3125
1.000 1.3102
0.618 1.3088
HIGH 1.3065
0.618 1.3051
0.500 1.3047
0.382 1.3042
LOW 1.3028
0.618 1.3005
1.000 1.2991
1.618 1.2968
2.618 1.2931
4.250 1.2871
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 1.3050 1.3041
PP 1.3048 1.3030
S1 1.3047 1.3020

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

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