CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 1.3231 1.3173 -0.0058 -0.4% 1.3175
High 1.3239 1.3209 -0.0030 -0.2% 1.3270
Low 1.3165 1.3166 0.0001 0.0% 1.3165
Close 1.3205 1.3199 -0.0006 0.0% 1.3199
Range 0.0074 0.0043 -0.0031 -41.9% 0.0105
ATR 0.0062 0.0060 -0.0001 -2.2% 0.0000
Volume 188,830 235,910 47,080 24.9% 901,426
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3320 1.3303 1.3223
R3 1.3277 1.3260 1.3211
R2 1.3234 1.3234 1.3207
R1 1.3217 1.3217 1.3203 1.3226
PP 1.3191 1.3191 1.3191 1.3196
S1 1.3174 1.3174 1.3195 1.3183
S2 1.3148 1.3148 1.3191
S3 1.3105 1.3131 1.3187
S4 1.3062 1.3088 1.3175
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3526 1.3468 1.3257
R3 1.3421 1.3363 1.3228
R2 1.3316 1.3316 1.3218
R1 1.3258 1.3258 1.3209 1.3287
PP 1.3211 1.3211 1.3211 1.3226
S1 1.3153 1.3153 1.3189 1.3182
S2 1.3106 1.3106 1.3180
S3 1.3001 1.3048 1.3170
S4 1.2896 1.2943 1.3141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3270 1.3165 0.0105 0.8% 0.0046 0.4% 32% False False 180,285
10 1.3270 1.3110 0.0160 1.2% 0.0045 0.3% 56% False False 165,925
20 1.3270 1.2939 0.0331 2.5% 0.0047 0.4% 79% False False 162,554
40 1.3270 1.2904 0.0366 2.8% 0.0055 0.4% 81% False False 171,999
60 1.3421 1.2904 0.0517 3.9% 0.0061 0.5% 57% False False 152,578
80 1.3421 1.2759 0.0662 5.0% 0.0056 0.4% 66% False False 114,927
100 1.3421 1.2585 0.0836 6.3% 0.0049 0.4% 73% False False 92,050
120 1.3421 1.2585 0.0836 6.3% 0.0044 0.3% 73% False False 76,737
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3392
2.618 1.3322
1.618 1.3279
1.000 1.3252
0.618 1.3236
HIGH 1.3209
0.618 1.3193
0.500 1.3188
0.382 1.3182
LOW 1.3166
0.618 1.3139
1.000 1.3123
1.618 1.3096
2.618 1.3053
4.250 1.2983
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 1.3195 1.3205
PP 1.3191 1.3203
S1 1.3188 1.3201

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

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