CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 1.2978 1.2949 -0.0029 -0.2% 1.2884
High 1.2978 1.2949 -0.0029 -0.2% 1.3002
Low 1.2978 1.2949 -0.0029 -0.2% 1.2884
Close 1.2978 1.2949 -0.0029 -0.2% 1.3002
Range
ATR
Volume
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2949 1.2949 1.2949
R3 1.2949 1.2949 1.2949
R2 1.2949 1.2949 1.2949
R1 1.2949 1.2949 1.2949 1.2949
PP 1.2949 1.2949 1.2949 1.2949
S1 1.2949 1.2949 1.2949 1.2949
S2 1.2949 1.2949 1.2949
S3 1.2949 1.2949 1.2949
S4 1.2949 1.2949 1.2949
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 1.2949 0.0053 0.4% 0.0000 0.0% 0% False True
10 1.3002 1.2875 0.0127 1.0% 0.0000 0.0% 58% 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 -0.0005
Fibonacci Retracements and Extensions
4.250 1.2949
2.618 1.2949
1.618 1.2949
1.000 1.2949
0.618 1.2949
HIGH 1.2949
0.618 1.2949
0.500 1.2949
0.382 1.2949
LOW 1.2949
0.618 1.2949
1.000 1.2949
1.618 1.2949
2.618 1.2949
4.250 1.2949
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 1.2949 1.2964
PP 1.2949 1.2959
S1 1.2949 1.2954

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

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