CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 02-Mar-2006
Day Change Summary
Previous Current
01-Mar-2006 02-Mar-2006 Change Change % Previous Week
Open 1.2235 1.2351 0.0116 0.9% 1.2246
High 1.2235 1.2351 0.0116 0.9% 1.2246
Low 1.2235 1.2351 0.0116 0.9% 1.2196
Close 1.2235 1.2351 0.0116 0.9% 1.2196
Range
ATR 0.0032 0.0038 0.0006 19.1% 0.0000
Volume
Daily Pivots for day following 02-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2351 1.2351 1.2351
R3 1.2351 1.2351 1.2351
R2 1.2351 1.2351 1.2351
R1 1.2351 1.2351 1.2351 1.2351
PP 1.2351 1.2351 1.2351 1.2351
S1 1.2351 1.2351 1.2351 1.2351
S2 1.2351 1.2351 1.2351
S3 1.2351 1.2351 1.2351
S4 1.2351 1.2351 1.2351
Weekly Pivots for week ending 24-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2363 1.2329 1.2224
R3 1.2313 1.2279 1.2210
R2 1.2263 1.2263 1.2205
R1 1.2229 1.2229 1.2201 1.2221
PP 1.2213 1.2213 1.2213 1.2209
S1 1.2179 1.2179 1.2191 1.2171
S2 1.2163 1.2163 1.2187
S3 1.2113 1.2129 1.2182
S4 1.2063 1.2079 1.2169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 100% True False
10 1.2351 1.2174 0.0177 1.4% 0.0000 0.0% 100% True False
20 1.2429 1.2174 0.0255 2.1% 0.0000 0.0% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2351
2.618 1.2351
1.618 1.2351
1.000 1.2351
0.618 1.2351
HIGH 1.2351
0.618 1.2351
0.500 1.2351
0.382 1.2351
LOW 1.2351
0.618 1.2351
1.000 1.2351
1.618 1.2351
2.618 1.2351
4.250 1.2351
Fisher Pivots for day following 02-Mar-2006
Pivot 1 day 3 day
R1 1.2351 1.2332
PP 1.2351 1.2312
S1 1.2351 1.2293

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

View Archives - Comment on this page... - Back to Index of Symbols