CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 28-Nov-2006
Day Change Summary
Previous Current
27-Nov-2006 28-Nov-2006 Change Change % Previous Week
Open 1.3282 1.3343 0.0061 0.5% 1.2965
High 1.3282 1.3343 0.0061 0.5% 1.3239
Low 1.3282 1.3343 0.0061 0.5% 1.2965
Close 1.3282 1.3343 0.0061 0.5% 1.3239
Range
ATR 0.0038 0.0040 0.0002 4.2% 0.0000
Volume 0 5 5 5
Daily Pivots for day following 28-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3343 1.3343 1.3343
R3 1.3343 1.3343 1.3343
R2 1.3343 1.3343 1.3343
R1 1.3343 1.3343 1.3343 1.3343
PP 1.3343 1.3343 1.3343 1.3343
S1 1.3343 1.3343 1.3343 1.3343
S2 1.3343 1.3343 1.3343
S3 1.3343 1.3343 1.3343
S4 1.3343 1.3343 1.3343
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3970 1.3878 1.3390
R3 1.3696 1.3604 1.3314
R2 1.3422 1.3422 1.3289
R1 1.3330 1.3330 1.3264 1.3376
PP 1.3148 1.3148 1.3148 1.3171
S1 1.3056 1.3056 1.3214 1.3102
S2 1.2874 1.2874 1.3189
S3 1.2600 1.2782 1.3164
S4 1.2326 1.2508 1.3088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3343 1.2994 0.0349 2.6% 0.0000 0.0% 100% True False 2
10 1.3343 1.2949 0.0394 3.0% 0.0000 0.0% 100% True False 1
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 1.3343
2.618 1.3343
1.618 1.3343
1.000 1.3343
0.618 1.3343
HIGH 1.3343
0.618 1.3343
0.500 1.3343
0.382 1.3343
LOW 1.3343
0.618 1.3343
1.000 1.3343
1.618 1.3343
2.618 1.3343
4.250 1.3343
Fisher Pivots for day following 28-Nov-2006
Pivot 1 day 3 day
R1 1.3343 1.3326
PP 1.3343 1.3308
S1 1.3343 1.3291

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

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