CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 02-Feb-2006
Day Change Summary
Previous Current
01-Feb-2006 02-Feb-2006 Change Change % Previous Week
Open 1.2333 1.2372 0.0039 0.3% 1.2580
High 1.2333 1.2372 0.0039 0.3% 1.2580
Low 1.2333 1.2372 0.0039 0.3% 1.2381
Close 1.2333 1.2372 0.0039 0.3% 1.2381
Range
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume
Daily Pivots for day following 02-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2372 1.2372 1.2372
R3 1.2372 1.2372 1.2372
R2 1.2372 1.2372 1.2372
R1 1.2372 1.2372 1.2372 1.2372
PP 1.2372 1.2372 1.2372 1.2372
S1 1.2372 1.2372 1.2372 1.2372
S2 1.2372 1.2372 1.2372
S3 1.2372 1.2372 1.2372
S4 1.2372 1.2372 1.2372
Weekly Pivots for week ending 27-Jan-2006
Classic Woodie Camarilla DeMark
R4 1.3044 1.2912 1.2490
R3 1.2845 1.2713 1.2436
R2 1.2646 1.2646 1.2417
R1 1.2514 1.2514 1.2399 1.2481
PP 1.2447 1.2447 1.2447 1.2431
S1 1.2315 1.2315 1.2363 1.2282
S2 1.2248 1.2248 1.2345
S3 1.2049 1.2116 1.2326
S4 1.1850 1.1917 1.2272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2424 1.2333 0.0091 0.7% 0.0000 0.0% 43% False False
10 1.2580 1.2333 0.0247 2.0% 0.0000 0.0% 16% 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 1.2372
2.618 1.2372
1.618 1.2372
1.000 1.2372
0.618 1.2372
HIGH 1.2372
0.618 1.2372
0.500 1.2372
0.382 1.2372
LOW 1.2372
0.618 1.2372
1.000 1.2372
1.618 1.2372
2.618 1.2372
4.250 1.2372
Fisher Pivots for day following 02-Feb-2006
Pivot 1 day 3 day
R1 1.2372 1.2379
PP 1.2372 1.2376
S1 1.2372 1.2374

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

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