CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 07-Feb-2006
Day Change Summary
Previous Current
06-Feb-2006 07-Feb-2006 Change Change % Previous Week
Open 1.2243 1.2245 0.0002 0.0% 1.2360
High 1.2243 1.2245 0.0002 0.0% 1.2424
Low 1.2243 1.2245 0.0002 0.0% 1.2296
Close 1.2243 1.2245 0.0002 0.0% 1.2296
Range
ATR 0.0056 0.0052 -0.0004 -6.9% 0.0000
Volume 0 1 1 2
Daily Pivots for day following 07-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2245 1.2245 1.2245
R3 1.2245 1.2245 1.2245
R2 1.2245 1.2245 1.2245
R1 1.2245 1.2245 1.2245 1.2245
PP 1.2245 1.2245 1.2245 1.2245
S1 1.2245 1.2245 1.2245 1.2245
S2 1.2245 1.2245 1.2245
S3 1.2245 1.2245 1.2245
S4 1.2245 1.2245 1.2245
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 1.2372 1.2243 0.0129 1.1% 0.0000 0.0% 2% False False
10 1.2535 1.2243 0.0292 2.4% 0.0000 0.0% 1% 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 1.2245
2.618 1.2245
1.618 1.2245
1.000 1.2245
0.618 1.2245
HIGH 1.2245
0.618 1.2245
0.500 1.2245
0.382 1.2245
LOW 1.2245
0.618 1.2245
1.000 1.2245
1.618 1.2245
2.618 1.2245
4.250 1.2245
Fisher Pivots for day following 07-Feb-2006
Pivot 1 day 3 day
R1 1.2245 1.2270
PP 1.2245 1.2261
S1 1.2245 1.2253

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

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