CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 1.3092 1.3111 0.0019 0.1% 1.3175
High 1.3124 1.3130 0.0006 0.0% 1.3270
Low 1.3081 1.3095 0.0014 0.1% 1.3165
Close 1.3107 1.3128 0.0021 0.2% 1.3199
Range 0.0043 0.0035 -0.0008 -18.6% 0.0105
ATR 0.0064 0.0062 -0.0002 -3.3% 0.0000
Volume 189,545 234,569 45,024 23.8% 901,426
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3223 1.3210 1.3147
R3 1.3188 1.3175 1.3138
R2 1.3153 1.3153 1.3134
R1 1.3140 1.3140 1.3131 1.3147
PP 1.3118 1.3118 1.3118 1.3121
S1 1.3105 1.3105 1.3125 1.3112
S2 1.3083 1.3083 1.3122
S3 1.3048 1.3070 1.3118
S4 1.3013 1.3035 1.3109
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 1.3244 1.3081 0.0163 1.2% 0.0048 0.4% 29% False False 212,026
10 1.3270 1.3081 0.0189 1.4% 0.0046 0.4% 25% False False 175,576
20 1.3270 1.2963 0.0307 2.3% 0.0044 0.3% 54% False False 163,849
40 1.3270 1.2904 0.0366 2.8% 0.0053 0.4% 61% False False 172,752
60 1.3421 1.2904 0.0517 3.9% 0.0060 0.5% 43% False False 159,312
80 1.3421 1.2834 0.0587 4.5% 0.0056 0.4% 50% False False 120,217
100 1.3421 1.2585 0.0836 6.4% 0.0050 0.4% 65% False False 96,280
120 1.3421 1.2585 0.0836 6.4% 0.0045 0.3% 65% False False 80,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3279
2.618 1.3222
1.618 1.3187
1.000 1.3165
0.618 1.3152
HIGH 1.3130
0.618 1.3117
0.500 1.3113
0.382 1.3108
LOW 1.3095
0.618 1.3073
1.000 1.3060
1.618 1.3038
2.618 1.3003
4.250 1.2946
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 1.3123 1.3145
PP 1.3118 1.3139
S1 1.3113 1.3134

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

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