CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 07-Mar-2006
Day Change Summary
Previous Current
06-Mar-2006 07-Mar-2006 Change Change % Previous Week
Open 1.2275 1.2143 -0.0132 -1.1% 1.2116
High 1.2275 1.2143 -0.0132 -1.1% 1.2293
Low 1.2275 1.2143 -0.0132 -1.1% 1.2116
Close 1.2277 1.2143 -0.0134 -1.1% 1.2291
Range
ATR 0.0036 0.0043 0.0007 19.6% 0.0000
Volume 0 2 2 32
Daily Pivots for day following 07-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2143 1.2143 1.2143
R3 1.2143 1.2143 1.2143
R2 1.2143 1.2143 1.2143
R1 1.2143 1.2143 1.2143 1.2143
PP 1.2143 1.2143 1.2143 1.2143
S1 1.2143 1.2143 1.2143 1.2143
S2 1.2143 1.2143 1.2143
S3 1.2143 1.2143 1.2143
S4 1.2143 1.2143 1.2143
Weekly Pivots for week ending 03-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2764 1.2705 1.2388
R3 1.2587 1.2528 1.2340
R2 1.2410 1.2410 1.2323
R1 1.2351 1.2351 1.2307 1.2381
PP 1.2233 1.2233 1.2233 1.2248
S1 1.2174 1.2174 1.2275 1.2204
S2 1.2056 1.2056 1.2259
S3 1.1879 1.1997 1.2242
S4 1.1702 1.1820 1.2194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2293 1.2143 0.0150 1.2% 0.0000 0.0% 0% False True 6
10 1.2293 1.2116 0.0177 1.5% 0.0000 0.0% 15% False False 3
20 1.2293 1.2116 0.0177 1.5% 0.0000 0.0% 15% False False 1
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 1.2143
2.618 1.2143
1.618 1.2143
1.000 1.2143
0.618 1.2143
HIGH 1.2143
0.618 1.2143
0.500 1.2143
0.382 1.2143
LOW 1.2143
0.618 1.2143
1.000 1.2143
1.618 1.2143
2.618 1.2143
4.250 1.2143
Fisher Pivots for day following 07-Mar-2006
Pivot 1 day 3 day
R1 1.2143 1.2217
PP 1.2143 1.2192
S1 1.2143 1.2168

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

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