CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 1.3148 1.3175 0.0027 0.2% 1.3163
High 1.3201 1.3199 -0.0002 0.0% 1.3201
Low 1.3137 1.3167 0.0030 0.2% 1.3110
Close 1.3178 1.3196 0.0018 0.1% 1.3178
Range 0.0064 0.0032 -0.0032 -50.0% 0.0091
ATR 0.0062 0.0060 -0.0002 -3.5% 0.0000
Volume 141,785 155,406 13,621 9.6% 567,439
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3283 1.3272 1.3214
R3 1.3251 1.3240 1.3205
R2 1.3219 1.3219 1.3202
R1 1.3208 1.3208 1.3199 1.3214
PP 1.3187 1.3187 1.3187 1.3190
S1 1.3176 1.3176 1.3193 1.3182
S2 1.3155 1.3155 1.3190
S3 1.3123 1.3144 1.3187
S4 1.3091 1.3112 1.3178
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3436 1.3398 1.3228
R3 1.3345 1.3307 1.3203
R2 1.3254 1.3254 1.3195
R1 1.3216 1.3216 1.3186 1.3235
PP 1.3163 1.3163 1.3163 1.3173
S1 1.3125 1.3125 1.3170 1.3144
S2 1.3072 1.3072 1.3161
S3 1.2981 1.3034 1.3153
S4 1.2890 1.2943 1.3128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3201 1.3110 0.0091 0.7% 0.0041 0.3% 95% False False 144,569
10 1.3201 1.2974 0.0227 1.7% 0.0043 0.3% 98% False False 154,597
20 1.3201 1.2937 0.0264 2.0% 0.0049 0.4% 98% False False 158,332
40 1.3344 1.2904 0.0440 3.3% 0.0056 0.4% 66% False False 164,051
60 1.3421 1.2904 0.0517 3.9% 0.0061 0.5% 56% False False 140,518
80 1.3421 1.2759 0.0662 5.0% 0.0056 0.4% 66% False False 105,643
100 1.3421 1.2585 0.0836 6.3% 0.0048 0.4% 73% False False 84,598
120 1.3421 1.2585 0.0836 6.3% 0.0042 0.3% 73% False False 70,521
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3335
2.618 1.3283
1.618 1.3251
1.000 1.3231
0.618 1.3219
HIGH 1.3199
0.618 1.3187
0.500 1.3183
0.382 1.3179
LOW 1.3167
0.618 1.3147
1.000 1.3135
1.618 1.3115
2.618 1.3083
4.250 1.3031
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 1.3192 1.3183
PP 1.3187 1.3169
S1 1.3183 1.3156

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

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