CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 03-Feb-2006
Day Change Summary
Previous Current
02-Feb-2006 03-Feb-2006 Change Change % Previous Week
Open 1.2372 1.2296 -0.0076 -0.6% 1.2360
High 1.2372 1.2296 -0.0076 -0.6% 1.2424
Low 1.2372 1.2296 -0.0076 -0.6% 1.2296
Close 1.2372 1.2296 -0.0076 -0.6% 1.2296
Range
ATR 0.0054 0.0056 0.0002 2.9% 0.0000
Volume
Daily Pivots for day following 03-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2296 1.2296 1.2296
R3 1.2296 1.2296 1.2296
R2 1.2296 1.2296 1.2296
R1 1.2296 1.2296 1.2296 1.2296
PP 1.2296 1.2296 1.2296 1.2296
S1 1.2296 1.2296 1.2296 1.2296
S2 1.2296 1.2296 1.2296
S3 1.2296 1.2296 1.2296
S4 1.2296 1.2296 1.2296
Weekly Pivots for week ending 03-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2723 1.2637 1.2366
R3 1.2595 1.2509 1.2331
R2 1.2467 1.2467 1.2319
R1 1.2381 1.2381 1.2308 1.2360
PP 1.2339 1.2339 1.2339 1.2328
S1 1.2253 1.2253 1.2284 1.2232
S2 1.2211 1.2211 1.2273
S3 1.2083 1.2125 1.2261
S4 1.1955 1.1997 1.2226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2424 1.2296 0.0128 1.0% 0.0000 0.0% 0% False True
10 1.2580 1.2296 0.0284 2.3% 0.0000 0.0% 0% False True
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 1.2296
2.618 1.2296
1.618 1.2296
1.000 1.2296
0.618 1.2296
HIGH 1.2296
0.618 1.2296
0.500 1.2296
0.382 1.2296
LOW 1.2296
0.618 1.2296
1.000 1.2296
1.618 1.2296
2.618 1.2296
4.250 1.2296
Fisher Pivots for day following 03-Feb-2006
Pivot 1 day 3 day
R1 1.2296 1.2334
PP 1.2296 1.2321
S1 1.2296 1.2309

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

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