CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 05-Jul-2006
Day Change Summary
Previous Current
03-Jul-2006 05-Jul-2006 Change Change % Previous Week
Open 1.3000 1.2939 -0.0061 -0.5% 1.2792
High 1.3000 1.2939 -0.0061 -0.5% 1.2988
Low 1.3000 1.2939 -0.0061 -0.5% 1.2766
Close 1.3000 1.2939 -0.0061 -0.5% 1.2988
Range
ATR 0.0056 0.0056 0.0000 0.6% 0.0000
Volume 2 0 -2 -100.0% 3
Daily Pivots for day following 05-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2939 1.2939 1.2939
R3 1.2939 1.2939 1.2939
R2 1.2939 1.2939 1.2939
R1 1.2939 1.2939 1.2939 1.2939
PP 1.2939 1.2939 1.2939 1.2939
S1 1.2939 1.2939 1.2939 1.2939
S2 1.2939 1.2939 1.2939
S3 1.2939 1.2939 1.2939
S4 1.2939 1.2939 1.2939
Weekly Pivots for week ending 30-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3580 1.3506 1.3110
R3 1.3358 1.3284 1.3049
R2 1.3136 1.3136 1.3029
R1 1.3062 1.3062 1.3008 1.3099
PP 1.2914 1.2914 1.2914 1.2933
S1 1.2840 1.2840 1.2968 1.2877
S2 1.2692 1.2692 1.2947
S3 1.2470 1.2618 1.2927
S4 1.2248 1.2396 1.2866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3000 1.2766 0.0234 1.8% 0.0000 0.0% 74% False False
10 1.3000 1.2731 0.0269 2.1% 0.0000 0.0% 77% False False
20 1.3009 1.2731 0.0278 2.1% 0.0000 0.0% 75% False False 3
40 1.3135 1.2731 0.0404 3.1% 0.0000 0.0% 51% False False 2
60 1.3135 1.2322 0.0813 6.3% 0.0001 0.0% 76% False False 2
80 1.3135 1.2206 0.0929 7.2% 0.0001 0.0% 79% False False 1
100 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 81% False False 1
120 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 81% 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 1.2939
2.618 1.2939
1.618 1.2939
1.000 1.2939
0.618 1.2939
HIGH 1.2939
0.618 1.2939
0.500 1.2939
0.382 1.2939
LOW 1.2939
0.618 1.2939
1.000 1.2939
1.618 1.2939
2.618 1.2939
4.250 1.2939
Fisher Pivots for day following 05-Jul-2006
Pivot 1 day 3 day
R1 1.2939 1.2970
PP 1.2939 1.2959
S1 1.2939 1.2949

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

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