CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 28-Jun-2006
Day Change Summary
Previous Current
27-Jun-2006 28-Jun-2006 Change Change % Previous Week
Open 1.2796 1.2766 -0.0030 -0.2% 1.2796
High 1.2796 1.2766 -0.0030 -0.2% 1.2876
Low 1.2796 1.2766 -0.0030 -0.2% 1.2731
Close 1.2796 1.2766 -0.0030 -0.2% 1.2731
Range
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 2 0 -2 -100.0% 45
Daily Pivots for day following 28-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2766 1.2766 1.2766
R3 1.2766 1.2766 1.2766
R2 1.2766 1.2766 1.2766
R1 1.2766 1.2766 1.2766 1.2766
PP 1.2766 1.2766 1.2766 1.2766
S1 1.2766 1.2766 1.2766 1.2766
S2 1.2766 1.2766 1.2766
S3 1.2766 1.2766 1.2766
S4 1.2766 1.2766 1.2766
Weekly Pivots for week ending 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3214 1.3118 1.2811
R3 1.3069 1.2973 1.2771
R2 1.2924 1.2924 1.2758
R1 1.2828 1.2828 1.2744 1.2804
PP 1.2779 1.2779 1.2779 1.2767
S1 1.2683 1.2683 1.2718 1.2659
S2 1.2634 1.2634 1.2704
S3 1.2489 1.2538 1.2691
S4 1.2344 1.2393 1.2651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2798 1.2731 0.0067 0.5% 0.0000 0.0% 52% False False
10 1.2876 1.2731 0.0145 1.1% 0.0001 0.0% 24% False False 5
20 1.3135 1.2731 0.0404 3.2% 0.0000 0.0% 9% False False 3
40 1.3135 1.2731 0.0404 3.2% 0.0000 0.0% 9% False False 2
60 1.3135 1.2322 0.0813 6.4% 0.0001 0.0% 55% False False 2
80 1.3135 1.2143 0.0992 7.8% 0.0001 0.0% 63% False False 1
100 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 64% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2766
2.618 1.2766
1.618 1.2766
1.000 1.2766
0.618 1.2766
HIGH 1.2766
0.618 1.2766
0.500 1.2766
0.382 1.2766
LOW 1.2766
0.618 1.2766
1.000 1.2766
1.618 1.2766
2.618 1.2766
4.250 1.2766
Fisher Pivots for day following 28-Jun-2006
Pivot 1 day 3 day
R1 1.2766 1.2781
PP 1.2766 1.2776
S1 1.2766 1.2771

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

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