CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 09-Mar-2007
Day Change Summary
Previous Current
08-Mar-2007 09-Mar-2007 Change Change % Previous Week
Open 1.3167 1.3161 -0.0006 0.0% 1.3092
High 1.3175 1.3164 -0.0011 -0.1% 1.3194
Low 1.3123 1.3092 -0.0031 -0.2% 1.3081
Close 1.3142 1.3119 -0.0023 -0.2% 1.3119
Range 0.0052 0.0072 0.0020 38.5% 0.0113
ATR 0.0063 0.0063 0.0001 1.0% 0.0000
Volume 133,066 154,842 21,776 16.4% 856,604
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3341 1.3302 1.3159
R3 1.3269 1.3230 1.3139
R2 1.3197 1.3197 1.3132
R1 1.3158 1.3158 1.3126 1.3142
PP 1.3125 1.3125 1.3125 1.3117
S1 1.3086 1.3086 1.3112 1.3070
S2 1.3053 1.3053 1.3106
S3 1.2981 1.3014 1.3099
S4 1.2909 1.2942 1.3079
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3470 1.3408 1.3181
R3 1.3357 1.3295 1.3150
R2 1.3244 1.3244 1.3140
R1 1.3182 1.3182 1.3129 1.3213
PP 1.3131 1.3131 1.3131 1.3147
S1 1.3069 1.3069 1.3109 1.3100
S2 1.3018 1.3018 1.3098
S3 1.2905 1.2956 1.3088
S4 1.2792 1.2843 1.3057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3194 1.3081 0.0113 0.9% 0.0052 0.4% 34% False False 171,320
10 1.3270 1.3081 0.0189 1.4% 0.0049 0.4% 20% False False 175,803
20 1.3270 1.2974 0.0296 2.3% 0.0046 0.4% 49% False False 165,948
40 1.3270 1.2904 0.0366 2.8% 0.0053 0.4% 59% False False 170,627
60 1.3352 1.2904 0.0448 3.4% 0.0058 0.4% 48% False False 165,254
80 1.3421 1.2855 0.0566 4.3% 0.0057 0.4% 47% False False 125,603
100 1.3421 1.2605 0.0816 6.2% 0.0051 0.4% 63% False False 100,587
120 1.3421 1.2585 0.0836 6.4% 0.0046 0.4% 64% False False 83,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3470
2.618 1.3352
1.618 1.3280
1.000 1.3236
0.618 1.3208
HIGH 1.3164
0.618 1.3136
0.500 1.3128
0.382 1.3120
LOW 1.3092
0.618 1.3048
1.000 1.3020
1.618 1.2976
2.618 1.2904
4.250 1.2786
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 1.3128 1.3143
PP 1.3125 1.3135
S1 1.3122 1.3127

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

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