CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 22-Feb-2006
Day Change Summary
Previous Current
21-Feb-2006 22-Feb-2006 Change Change % Previous Week
Open 1.2188 1.2164 -0.0024 -0.2% 1.2180
High 1.2188 1.2164 -0.0024 -0.2% 1.2182
Low 1.2188 1.2164 -0.0024 -0.2% 1.2156
Close 1.2188 1.2164 -0.0024 -0.2% 1.2177
Range
ATR 0.0036 0.0035 -0.0001 -2.4% 0.0000
Volume
Daily Pivots for day following 22-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2164 1.2164 1.2164
R3 1.2164 1.2164 1.2164
R2 1.2164 1.2164 1.2164
R1 1.2164 1.2164 1.2164 1.2164
PP 1.2164 1.2164 1.2164 1.2164
S1 1.2164 1.2164 1.2164 1.2164
S2 1.2164 1.2164 1.2164
S3 1.2164 1.2164 1.2164
S4 1.2164 1.2164 1.2164
Weekly Pivots for week ending 17-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2250 1.2239 1.2191
R3 1.2224 1.2213 1.2184
R2 1.2198 1.2198 1.2182
R1 1.2187 1.2187 1.2179 1.2180
PP 1.2172 1.2172 1.2172 1.2168
S1 1.2161 1.2161 1.2175 1.2154
S2 1.2146 1.2146 1.2172
S3 1.2120 1.2135 1.2170
S4 1.2094 1.2109 1.2163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2188 1.2156 0.0032 0.3% 0.0000 0.0% 25% False False
10 1.2243 1.2156 0.0087 0.7% 0.0000 0.0% 9% False False
20 1.2535 1.2156 0.0379 3.1% 0.0000 0.0% 2% 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 1.2164
2.618 1.2164
1.618 1.2164
1.000 1.2164
0.618 1.2164
HIGH 1.2164
0.618 1.2164
0.500 1.2164
0.382 1.2164
LOW 1.2164
0.618 1.2164
1.000 1.2164
1.618 1.2164
2.618 1.2164
4.250 1.2164
Fisher Pivots for day following 22-Feb-2006
Pivot 1 day 3 day
R1 1.2164 1.2176
PP 1.2164 1.2172
S1 1.2164 1.2168

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

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