CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary
Previous Current
14-Nov-2006 15-Nov-2006 Change Change % Previous Week
Open 1.2978 1.2978 0.0000 0.0% 1.2884
High 1.2978 1.2978 0.0000 0.0% 1.3002
Low 1.2978 1.2978 0.0000 0.0% 1.2884
Close 1.2978 1.2978 0.0000 0.0% 1.3002
Range
ATR
Volume
Daily Pivots for day following 15-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2978 1.2978 1.2978
R3 1.2978 1.2978 1.2978
R2 1.2978 1.2978 1.2978
R1 1.2978 1.2978 1.2978 1.2978
PP 1.2978 1.2978 1.2978 1.2978
S1 1.2978 1.2978 1.2978 1.2978
S2 1.2978 1.2978 1.2978
S3 1.2978 1.2978 1.2978
S4 1.2978 1.2978 1.2978
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3317 1.3277 1.3067
R3 1.3199 1.3159 1.3034
R2 1.3081 1.3081 1.3024
R1 1.3041 1.3041 1.3013 1.3061
PP 1.2963 1.2963 1.2963 1.2973
S1 1.2923 1.2923 1.2991 1.2943
S2 1.2845 1.2845 1.2980
S3 1.2727 1.2805 1.2970
S4 1.2609 1.2687 1.2937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3002 1.2966 0.0036 0.3% 0.0000 0.0% 33% False False
10 1.3002 1.2875 0.0127 1.0% 0.0000 0.0% 81% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.2978
2.618 1.2978
1.618 1.2978
1.000 1.2978
0.618 1.2978
HIGH 1.2978
0.618 1.2978
0.500 1.2978
0.382 1.2978
LOW 1.2978
0.618 1.2978
1.000 1.2978
1.618 1.2978
2.618 1.2978
4.250 1.2978
Fisher Pivots for day following 15-Nov-2006
Pivot 1 day 3 day
R1 1.2978 1.2976
PP 1.2978 1.2974
S1 1.2978 1.2972

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

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