CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 27-Mar-2006
Day Change Summary
Previous Current
24-Mar-2006 27-Mar-2006 Change Change % Previous Week
Open 1.2270 1.2247 -0.0023 -0.2% 1.2410
High 1.2270 1.2247 -0.0023 -0.2% 1.2410
Low 1.2270 1.2247 -0.0023 -0.2% 1.2206
Close 1.2270 1.2247 -0.0023 -0.2% 1.2270
Range
ATR 0.0048 0.0046 -0.0002 -3.7% 0.0000
Volume 0 3 3 0
Daily Pivots for day following 27-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2247 1.2247 1.2247
R3 1.2247 1.2247 1.2247
R2 1.2247 1.2247 1.2247
R1 1.2247 1.2247 1.2247 1.2247
PP 1.2247 1.2247 1.2247 1.2247
S1 1.2247 1.2247 1.2247 1.2247
S2 1.2247 1.2247 1.2247
S3 1.2247 1.2247 1.2247
S4 1.2247 1.2247 1.2247
Weekly Pivots for week ending 24-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2907 1.2793 1.2382
R3 1.2703 1.2589 1.2326
R2 1.2499 1.2499 1.2307
R1 1.2385 1.2385 1.2289 1.2340
PP 1.2295 1.2295 1.2295 1.2273
S1 1.2181 1.2181 1.2251 1.2136
S2 1.2091 1.2091 1.2233
S3 1.1887 1.1977 1.2214
S4 1.1683 1.1773 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2344 1.2206 0.0138 1.1% 0.0000 0.0% 30% False False
10 1.2441 1.2206 0.0235 1.9% 0.0000 0.0% 17% False False
20 1.2441 1.2143 0.0298 2.4% 0.0000 0.0% 35% False False 2
40 1.2441 1.2116 0.0325 2.7% 0.0000 0.0% 40% 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 1.2247
2.618 1.2247
1.618 1.2247
1.000 1.2247
0.618 1.2247
HIGH 1.2247
0.618 1.2247
0.500 1.2247
0.382 1.2247
LOW 1.2247
0.618 1.2247
1.000 1.2247
1.618 1.2247
2.618 1.2247
4.250 1.2247
Fisher Pivots for day following 27-Mar-2006
Pivot 1 day 3 day
R1 1.2247 1.2244
PP 1.2247 1.2241
S1 1.2247 1.2238

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.