CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 20-Mar-2006
Day Change Summary
Previous Current
17-Mar-2006 20-Mar-2006 Change Change % Previous Week
Open 1.2441 1.2410 -0.0031 -0.2% 1.2215
High 1.2441 1.2410 -0.0031 -0.2% 1.2441
Low 1.2441 1.2410 -0.0031 -0.2% 1.2215
Close 1.2441 1.2410 -0.0031 -0.2% 1.2441
Range
ATR 0.0042 0.0041 -0.0001 -1.9% 0.0000
Volume
Daily Pivots for day following 20-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2410 1.2410 1.2410
R3 1.2410 1.2410 1.2410
R2 1.2410 1.2410 1.2410
R1 1.2410 1.2410 1.2410 1.2410
PP 1.2410 1.2410 1.2410 1.2410
S1 1.2410 1.2410 1.2410 1.2410
S2 1.2410 1.2410 1.2410
S3 1.2410 1.2410 1.2410
S4 1.2410 1.2410 1.2410
Weekly Pivots for week ending 17-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.3044 1.2968 1.2565
R3 1.2818 1.2742 1.2503
R2 1.2592 1.2592 1.2482
R1 1.2516 1.2516 1.2462 1.2554
PP 1.2366 1.2366 1.2366 1.2385
S1 1.2290 1.2290 1.2420 1.2328
S2 1.2140 1.2140 1.2400
S3 1.1914 1.2064 1.2379
S4 1.1688 1.1838 1.2317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2441 1.2272 0.0169 1.4% 0.0000 0.0% 82% False False
10 1.2441 1.2143 0.0298 2.4% 0.0000 0.0% 90% False False
20 1.2441 1.2116 0.0325 2.6% 0.0000 0.0% 90% False False 2
40 1.2580 1.2116 0.0464 3.7% 0.0000 0.0% 63% 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 1.2410
2.618 1.2410
1.618 1.2410
1.000 1.2410
0.618 1.2410
HIGH 1.2410
0.618 1.2410
0.500 1.2410
0.382 1.2410
LOW 1.2410
0.618 1.2410
1.000 1.2410
1.618 1.2410
2.618 1.2410
4.250 1.2410
Fisher Pivots for day following 20-Mar-2006
Pivot 1 day 3 day
R1 1.2410 1.2426
PP 1.2410 1.2420
S1 1.2410 1.2415

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.