CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 1.3175 1.3241 0.0066 0.5% 1.3163
High 1.3199 1.3270 0.0071 0.5% 1.3201
Low 1.3167 1.3231 0.0064 0.5% 1.3110
Close 1.3196 1.3255 0.0059 0.4% 1.3178
Range 0.0032 0.0039 0.0007 21.9% 0.0091
ATR 0.0060 0.0061 0.0001 1.7% 0.0000
Volume 155,406 110,004 -45,402 -29.2% 567,439
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3369 1.3351 1.3276
R3 1.3330 1.3312 1.3266
R2 1.3291 1.3291 1.3262
R1 1.3273 1.3273 1.3259 1.3282
PP 1.3252 1.3252 1.3252 1.3257
S1 1.3234 1.3234 1.3251 1.3243
S2 1.3213 1.3213 1.3248
S3 1.3174 1.3195 1.3244
S4 1.3135 1.3156 1.3234
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 1.3270 1.3110 0.0160 1.2% 0.0044 0.3% 91% True False 139,127
10 1.3270 1.3028 0.0242 1.8% 0.0045 0.3% 94% True False 152,387
20 1.3270 1.2939 0.0331 2.5% 0.0048 0.4% 95% True False 153,952
40 1.3344 1.2904 0.0440 3.3% 0.0055 0.4% 80% False False 163,963
60 1.3421 1.2904 0.0517 3.9% 0.0062 0.5% 68% False False 142,269
80 1.3421 1.2759 0.0662 5.0% 0.0055 0.4% 75% False False 107,014
100 1.3421 1.2585 0.0836 6.3% 0.0048 0.4% 80% False False 85,695
120 1.3421 1.2585 0.0836 6.3% 0.0043 0.3% 80% False False 71,437
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3436
2.618 1.3372
1.618 1.3333
1.000 1.3309
0.618 1.3294
HIGH 1.3270
0.618 1.3255
0.500 1.3251
0.382 1.3246
LOW 1.3231
0.618 1.3207
1.000 1.3192
1.618 1.3168
2.618 1.3129
4.250 1.3065
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 1.3254 1.3238
PP 1.3252 1.3221
S1 1.3251 1.3204

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

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