CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Feb-2006
Day Change Summary
Previous Current
24-Feb-2006 27-Feb-2006 Change Change % Previous Week
Open 1.2138 1.2116 -0.0022 -0.2% 1.2188
High 1.2138 1.2116 -0.0022 -0.2% 1.2188
Low 1.2138 1.2116 -0.0022 -0.2% 1.2138
Close 1.2138 1.2116 -0.0022 -0.2% 1.2138
Range
ATR 0.0035 0.0034 -0.0001 -2.7% 0.0000
Volume
Daily Pivots for day following 27-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2116 1.2116 1.2116
R3 1.2116 1.2116 1.2116
R2 1.2116 1.2116 1.2116
R1 1.2116 1.2116 1.2116 1.2116
PP 1.2116 1.2116 1.2116 1.2116
S1 1.2116 1.2116 1.2116 1.2116
S2 1.2116 1.2116 1.2116
S3 1.2116 1.2116 1.2116
S4 1.2116 1.2116 1.2116
Weekly Pivots for week ending 24-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2305 1.2271 1.2166
R3 1.2255 1.2221 1.2152
R2 1.2205 1.2205 1.2147
R1 1.2171 1.2171 1.2143 1.2163
PP 1.2155 1.2155 1.2155 1.2151
S1 1.2121 1.2121 1.2133 1.2113
S2 1.2105 1.2105 1.2129
S3 1.2055 1.2071 1.2124
S4 1.2005 1.2021 1.2111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2188 1.2116 0.0072 0.6% 0.0000 0.0% 0% False True
10 1.2188 1.2116 0.0072 0.6% 0.0000 0.0% 0% False True
20 1.2424 1.2116 0.0308 2.5% 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 1.2116
2.618 1.2116
1.618 1.2116
1.000 1.2116
0.618 1.2116
HIGH 1.2116
0.618 1.2116
0.500 1.2116
0.382 1.2116
LOW 1.2116
0.618 1.2116
1.000 1.2116
1.618 1.2116
2.618 1.2116
4.250 1.2116
Fisher Pivots for day following 27-Feb-2006
Pivot 1 day 3 day
R1 1.2116 1.2151
PP 1.2116 1.2139
S1 1.2116 1.2128

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

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