CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 03-Apr-2006
Day Change Summary
Previous Current
31-Mar-2006 03-Apr-2006 Change Change % Previous Week
Open 1.2357 1.2376 0.0019 0.2% 1.2247
High 1.2357 1.2376 0.0019 0.2% 1.2385
Low 1.2357 1.2376 0.0019 0.2% 1.2243
Close 1.2357 1.2376 0.0019 0.2% 1.2357
Range
ATR 0.0046 0.0044 -0.0002 -4.2% 0.0000
Volume 15 0 -15 -100.0% 18
Daily Pivots for day following 03-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2376 1.2376 1.2376
R3 1.2376 1.2376 1.2376
R2 1.2376 1.2376 1.2376
R1 1.2376 1.2376 1.2376 1.2376
PP 1.2376 1.2376 1.2376 1.2376
S1 1.2376 1.2376 1.2376 1.2376
S2 1.2376 1.2376 1.2376
S3 1.2376 1.2376 1.2376
S4 1.2376 1.2376 1.2376
Weekly Pivots for week ending 31-Mar-2006
Classic Woodie Camarilla DeMark
R4 1.2754 1.2698 1.2435
R3 1.2612 1.2556 1.2396
R2 1.2470 1.2470 1.2383
R1 1.2414 1.2414 1.2370 1.2442
PP 1.2328 1.2328 1.2328 1.2343
S1 1.2272 1.2272 1.2344 1.2300
S2 1.2186 1.2186 1.2331
S3 1.2044 1.2130 1.2318
S4 1.1902 1.1988 1.2279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2385 1.2243 0.0142 1.1% 0.0014 0.1% 94% False False 3
10 1.2385 1.2206 0.0179 1.4% 0.0007 0.1% 95% False False 1
20 1.2441 1.2143 0.0298 2.4% 0.0003 0.0% 78% False False 1
40 1.2441 1.2116 0.0325 2.6% 0.0002 0.0% 80% 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 1.2376
2.618 1.2376
1.618 1.2376
1.000 1.2376
0.618 1.2376
HIGH 1.2376
0.618 1.2376
0.500 1.2376
0.382 1.2376
LOW 1.2376
0.618 1.2376
1.000 1.2376
1.618 1.2376
2.618 1.2376
4.250 1.2376
Fisher Pivots for day following 03-Apr-2006
Pivot 1 day 3 day
R1 1.2376 1.2368
PP 1.2376 1.2359
S1 1.2376 1.2351

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.