CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 06-Feb-2006
Day Change Summary
Previous Current
03-Feb-2006 06-Feb-2006 Change Change % Previous Week
Open 1.2296 1.2243 -0.0053 -0.4% 1.2360
High 1.2296 1.2243 -0.0053 -0.4% 1.2424
Low 1.2296 1.2243 -0.0053 -0.4% 1.2296
Close 1.2296 1.2243 -0.0053 -0.4% 1.2296
Range
ATR 0.0056 0.0056 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 06-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2243 1.2243 1.2243
R3 1.2243 1.2243 1.2243
R2 1.2243 1.2243 1.2243
R1 1.2243 1.2243 1.2243 1.2243
PP 1.2243 1.2243 1.2243 1.2243
S1 1.2243 1.2243 1.2243 1.2243
S2 1.2243 1.2243 1.2243
S3 1.2243 1.2243 1.2243
S4 1.2243 1.2243 1.2243
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 1.2243 0.0181 1.5% 0.0000 0.0% 0% False True
10 1.2568 1.2243 0.0325 2.7% 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 1.2243
2.618 1.2243
1.618 1.2243
1.000 1.2243
0.618 1.2243
HIGH 1.2243
0.618 1.2243
0.500 1.2243
0.382 1.2243
LOW 1.2243
0.618 1.2243
1.000 1.2243
1.618 1.2243
2.618 1.2243
4.250 1.2243
Fisher Pivots for day following 06-Feb-2006
Pivot 1 day 3 day
R1 1.2243 1.2308
PP 1.2243 1.2286
S1 1.2243 1.2265

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

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