CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 26-Jan-2006
Day Change Summary
Previous Current
25-Jan-2006 26-Jan-2006 Change Change % Previous Week
Open 1.2535 1.2490 -0.0045 -0.4% 1.2378
High 1.2535 1.2490 -0.0045 -0.4% 1.2417
Low 1.2535 1.2490 -0.0045 -0.4% 1.2369
Close 1.2535 1.2490 -0.0045 -0.4% 1.2417
Range
ATR
Volume
Daily Pivots for day following 26-Jan-2006
Classic Woodie Camarilla DeMark
R4 1.2490 1.2490 1.2490
R3 1.2490 1.2490 1.2490
R2 1.2490 1.2490 1.2490
R1 1.2490 1.2490 1.2490 1.2490
PP 1.2490 1.2490 1.2490 1.2490
S1 1.2490 1.2490 1.2490 1.2490
S2 1.2490 1.2490 1.2490
S3 1.2490 1.2490 1.2490
S4 1.2490 1.2490 1.2490
Weekly Pivots for week ending 20-Jan-2006
Classic Woodie Camarilla DeMark
R4 1.2545 1.2529 1.2443
R3 1.2497 1.2481 1.2430
R2 1.2449 1.2449 1.2426
R1 1.2433 1.2433 1.2421 1.2441
PP 1.2401 1.2401 1.2401 1.2405
S1 1.2385 1.2385 1.2413 1.2393
S2 1.2353 1.2353 1.2408
S3 1.2305 1.2337 1.2404
S4 1.2257 1.2289 1.2391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2580 1.2417 0.0163 1.3% 0.0000 0.0% 45% False False
10 1.2580 1.2326 0.0254 2.0% 0.0000 0.0% 65% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2490
2.618 1.2490
1.618 1.2490
1.000 1.2490
0.618 1.2490
HIGH 1.2490
0.618 1.2490
0.500 1.2490
0.382 1.2490
LOW 1.2490
0.618 1.2490
1.000 1.2490
1.618 1.2490
2.618 1.2490
4.250 1.2490
Fisher Pivots for day following 26-Jan-2006
Pivot 1 day 3 day
R1 1.2490 1.2529
PP 1.2490 1.2516
S1 1.2490 1.2503

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

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