CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 1.3175 1.3213 0.0038 0.3% 1.3284
High 1.3205 1.3213 0.0008 0.1% 1.3350
Low 1.3175 1.3213 0.0038 0.3% 1.3255
Close 1.3192 1.3213 0.0021 0.2% 1.3285
Range 0.0030 0.0000 -0.0030 -100.0% 0.0095
ATR 0.0041 0.0040 -0.0001 -3.5% 0.0000
Volume 37 32 -5 -13.5% 25
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3213 1.3213 1.3213
R3 1.3213 1.3213 1.3213
R2 1.3213 1.3213 1.3213
R1 1.3213 1.3213 1.3213 1.3213
PP 1.3213 1.3213 1.3213 1.3213
S1 1.3213 1.3213 1.3213 1.3213
S2 1.3213 1.3213 1.3213
S3 1.3213 1.3213 1.3213
S4 1.3213 1.3213 1.3213
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3582 1.3528 1.3337
R3 1.3487 1.3433 1.3311
R2 1.3392 1.3392 1.3302
R1 1.3338 1.3338 1.3294 1.3365
PP 1.3297 1.3297 1.3297 1.3310
S1 1.3243 1.3243 1.3276 1.3270
S2 1.3202 1.3202 1.3268
S3 1.3107 1.3148 1.3259
S4 1.3012 1.3053 1.3233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3329 1.3175 0.0154 1.2% 0.0011 0.1% 25% False False 17
10 1.3350 1.3175 0.0175 1.3% 0.0007 0.1% 22% False False 15
20 1.3350 1.3070 0.0280 2.1% 0.0004 0.0% 51% False False 9
40 1.3350 1.3012 0.0338 2.6% 0.0005 0.0% 59% False False 12
60 1.3422 1.3012 0.0410 3.1% 0.0003 0.0% 49% False False 10
80 1.3472 1.2933 0.0539 4.1% 0.0002 0.0% 52% False False 9
Crabel Price Patterns
NR True
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 -0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3213
2.618 1.3213
1.618 1.3213
1.000 1.3213
0.618 1.3213
HIGH 1.3213
0.618 1.3213
0.500 1.3213
0.382 1.3213
LOW 1.3213
0.618 1.3213
1.000 1.3213
1.618 1.3213
2.618 1.3213
4.250 1.3213
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 1.3213 1.3233
PP 1.3213 1.3226
S1 1.3213 1.3220

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

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