CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 31-Mar-2006
Day Change Summary
Previous Current
30-Mar-2006 31-Mar-2006 Change Change % Previous Week
Open 1.2446 1.2412 -0.0034 -0.3% 1.2302
High 1.2446 1.2412 -0.0034 -0.3% 1.2446
Low 1.2446 1.2412 -0.0034 -0.3% 1.2298
Close 1.2446 1.2412 -0.0034 -0.3% 1.2412
Range
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume
Daily Pivots for day following 31-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2412 1.2412 1.2412
R3 1.2412 1.2412 1.2412
R2 1.2412 1.2412 1.2412
R1 1.2412 1.2412 1.2412 1.2412
PP 1.2412 1.2412 1.2412 1.2412
S1 1.2412 1.2412 1.2412 1.2412
S2 1.2412 1.2412 1.2412
S3 1.2412 1.2412 1.2412
S4 1.2412 1.2412 1.2412
Weekly Pivots for week ending 31-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2829 1.2769 1.2493
R3 1.2681 1.2621 1.2453
R2 1.2533 1.2533 1.2439
R1 1.2473 1.2473 1.2426 1.2503
PP 1.2385 1.2385 1.2385 1.2401
S1 1.2325 1.2325 1.2398 1.2355
S2 1.2237 1.2237 1.2385
S3 1.2089 1.2177 1.2371
S4 1.1941 1.2029 1.2331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2446 1.2298 0.0148 1.2% 0.0000 0.0% 77% False False 3
10 1.2465 1.2261 0.0204 1.6% 0.0000 0.0% 74% False False 1
20 1.2496 1.2201 0.0295 2.4% 0.0000 0.0% 72% False False
40 1.2496 1.2174 0.0322 2.6% 0.0000 0.0% 74% 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 1.2412
2.618 1.2412
1.618 1.2412
1.000 1.2412
0.618 1.2412
HIGH 1.2412
0.618 1.2412
0.500 1.2412
0.382 1.2412
LOW 1.2412
0.618 1.2412
1.000 1.2412
1.618 1.2412
2.618 1.2412
4.250 1.2412
Fisher Pivots for day following 31-Mar-2006
Pivot 1 day 3 day
R1 1.2412 1.2401
PP 1.2412 1.2391
S1 1.2412 1.2380

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.