CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 1.3314 1.3312 -0.0002 0.0% 1.3392
High 1.3300 1.3295 -0.0005 0.0% 1.3415
Low 1.3300 1.3295 -0.0005 0.0% 1.3208
Close 1.3314 1.3312 -0.0002 0.0% 1.3220
Range
ATR 0.0043 0.0041 -0.0002 -4.0% 0.0000
Volume 3 12 9 300.0% 4
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3301 1.3306 1.3312
R3 1.3301 1.3306 1.3312
R2 1.3301 1.3301 1.3312
R1 1.3306 1.3306 1.3312 1.3312
PP 1.3301 1.3301 1.3301 1.3304
S1 1.3306 1.3306 1.3312 1.3312
S2 1.3301 1.3301 1.3312
S3 1.3301 1.3306 1.3312
S4 1.3301 1.3306 1.3312
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3902 1.3768 1.3334
R3 1.3695 1.3561 1.3277
R2 1.3488 1.3488 1.3258
R1 1.3354 1.3354 1.3239 1.3318
PP 1.3281 1.3281 1.3281 1.3263
S1 1.3147 1.3147 1.3201 1.3111
S2 1.3074 1.3074 1.3182
S3 1.2867 1.2940 1.3163
S4 1.2660 1.2733 1.3106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3330 1.3208 0.0122 0.9% 0.0000 0.0% 85% False False 5
10 1.3415 1.3208 0.0207 1.6% 0.0000 0.0% 50% False False 2
20 1.3472 1.3208 0.0264 2.0% 0.0000 0.0% 39% False False 8
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.3295
2.618 1.3295
1.618 1.3295
1.000 1.3295
0.618 1.3295
HIGH 1.3295
0.618 1.3295
0.500 1.3295
0.382 1.3295
LOW 1.3295
0.618 1.3295
1.000 1.3295
1.618 1.3295
2.618 1.3295
4.250 1.3295
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 1.3306 1.3313
PP 1.3301 1.3312
S1 1.3295 1.3312

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.