CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 1.3216 1.3336 0.0120 0.9% 1.3182
High 1.3248 1.3336 0.0088 0.7% 1.3336
Low 1.3216 1.3306 0.0090 0.7% 1.3153
Close 1.3235 1.3309 0.0074 0.6% 1.3309
Range 0.0032 0.0030 -0.0002 -6.3% 0.0183
ATR 0.0061 0.0063 0.0003 4.8% 0.0000
Volume 140,629 63,393 -77,236 -54.9% 733,098
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3407 1.3388 1.3326
R3 1.3377 1.3358 1.3317
R2 1.3347 1.3347 1.3315
R1 1.3328 1.3328 1.3312 1.3323
PP 1.3317 1.3317 1.3317 1.3314
S1 1.3298 1.3298 1.3306 1.3293
S2 1.3287 1.3287 1.3304
S3 1.3257 1.3268 1.3301
S4 1.3227 1.3238 1.3293
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3815 1.3745 1.3410
R3 1.3632 1.3562 1.3359
R2 1.3449 1.3449 1.3343
R1 1.3379 1.3379 1.3326 1.3414
PP 1.3266 1.3266 1.3266 1.3284
S1 1.3196 1.3196 1.3292 1.3231
S2 1.3083 1.3083 1.3275
S3 1.2900 1.3013 1.3259
S4 1.2717 1.2830 1.3208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3336 1.3153 0.0183 1.4% 0.0042 0.3% 85% True False 146,619
10 1.3336 1.3081 0.0255 1.9% 0.0047 0.4% 89% True False 158,970
20 1.3336 1.3081 0.0255 1.9% 0.0046 0.3% 89% True False 162,448
40 1.3336 1.2910 0.0426 3.2% 0.0049 0.4% 94% True False 164,082
60 1.3344 1.2904 0.0440 3.3% 0.0055 0.4% 92% False False 163,339
80 1.3421 1.2882 0.0539 4.0% 0.0057 0.4% 79% False False 134,730
100 1.3421 1.2633 0.0788 5.9% 0.0052 0.4% 86% False False 107,898
120 1.3421 1.2585 0.0836 6.3% 0.0047 0.3% 87% False False 89,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3464
2.618 1.3415
1.618 1.3385
1.000 1.3366
0.618 1.3355
HIGH 1.3336
0.618 1.3325
0.500 1.3321
0.382 1.3317
LOW 1.3306
0.618 1.3287
1.000 1.3276
1.618 1.3257
2.618 1.3227
4.250 1.3179
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 1.3321 1.3293
PP 1.3317 1.3277
S1 1.3313 1.3261

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

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