CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 14-Jul-2006
Day Change Summary
Previous Current
13-Jul-2006 14-Jul-2006 Change Change % Previous Week
Open 1.2888 1.2844 -0.0044 -0.3% 1.2931
High 1.2888 1.2844 -0.0044 -0.3% 1.2967
Low 1.2888 1.2844 -0.0044 -0.3% 1.2844
Close 1.2888 1.2844 -0.0044 -0.3% 1.2844
Range
ATR 0.0053 0.0052 -0.0001 -1.2% 0.0000
Volume 0 13 13 38
Daily Pivots for day following 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2844 1.2844 1.2844
R3 1.2844 1.2844 1.2844
R2 1.2844 1.2844 1.2844
R1 1.2844 1.2844 1.2844 1.2844
PP 1.2844 1.2844 1.2844 1.2844
S1 1.2844 1.2844 1.2844 1.2844
S2 1.2844 1.2844 1.2844
S3 1.2844 1.2844 1.2844
S4 1.2844 1.2844 1.2844
Weekly Pivots for week ending 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3254 1.3172 1.2912
R3 1.3131 1.3049 1.2878
R2 1.3008 1.3008 1.2867
R1 1.2926 1.2926 1.2855 1.2906
PP 1.2885 1.2885 1.2885 1.2875
S1 1.2803 1.2803 1.2833 1.2783
S2 1.2762 1.2762 1.2821
S3 1.2639 1.2680 1.2810
S4 1.2516 1.2557 1.2776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2967 1.2844 0.0123 1.0% 0.0000 0.0% 0% False True 7
10 1.3016 1.2844 0.0172 1.3% 0.0000 0.0% 0% False True 4
20 1.3016 1.2731 0.0285 2.2% 0.0000 0.0% 40% False False 4
40 1.3135 1.2731 0.0404 3.1% 0.0000 0.0% 28% False False 3
60 1.3135 1.2552 0.0583 4.5% 0.0000 0.0% 50% False False 2
80 1.3135 1.2206 0.0929 7.2% 0.0001 0.0% 69% False False 2
100 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 71% False False 2
120 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 71% 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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.2844
2.618 1.2844
1.618 1.2844
1.000 1.2844
0.618 1.2844
HIGH 1.2844
0.618 1.2844
0.500 1.2844
0.382 1.2844
LOW 1.2844
0.618 1.2844
1.000 1.2844
1.618 1.2844
2.618 1.2844
4.250 1.2844
Fisher Pivots for day following 14-Jul-2006
Pivot 1 day 3 day
R1 1.2844 1.2871
PP 1.2844 1.2862
S1 1.2844 1.2853

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

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