CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 20-Jul-2006
Day Change Summary
Previous Current
19-Jul-2006 20-Jul-2006 Change Change % Previous Week
Open 1.2787 1.2822 0.0035 0.3% 1.2931
High 1.2790 1.2822 0.0032 0.3% 1.2967
Low 1.2670 1.2822 0.0152 1.2% 1.2844
Close 1.2787 1.2822 0.0035 0.3% 1.2844
Range 0.0120 0.0000 -0.0120 -100.0% 0.0123
ATR 0.0059 0.0058 -0.0002 -2.9% 0.0000
Volume 8 37 29 362.5% 38
Daily Pivots for day following 20-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2822 1.2822 1.2822
R3 1.2822 1.2822 1.2822
R2 1.2822 1.2822 1.2822
R1 1.2822 1.2822 1.2822 1.2822
PP 1.2822 1.2822 1.2822 1.2822
S1 1.2822 1.2822 1.2822 1.2822
S2 1.2822 1.2822 1.2822
S3 1.2822 1.2822 1.2822
S4 1.2822 1.2822 1.2822
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 1.2844 1.2670 0.0174 1.4% 0.0024 0.2% 87% False False 11
10 1.3016 1.2670 0.0346 2.7% 0.0012 0.1% 44% False False 8
20 1.3016 1.2670 0.0346 2.7% 0.0006 0.0% 44% False False 4
40 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 33% False False 4
60 1.3135 1.2670 0.0465 3.6% 0.0002 0.0% 33% False False 3
80 1.3135 1.2243 0.0892 7.0% 0.0003 0.0% 65% False False 2
100 1.3135 1.2143 0.0992 7.7% 0.0002 0.0% 68% False False 2
120 1.3135 1.2116 0.1019 7.9% 0.0002 0.0% 69% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2822
2.618 1.2822
1.618 1.2822
1.000 1.2822
0.618 1.2822
HIGH 1.2822
0.618 1.2822
0.500 1.2822
0.382 1.2822
LOW 1.2822
0.618 1.2822
1.000 1.2822
1.618 1.2822
2.618 1.2822
4.250 1.2822
Fisher Pivots for day following 20-Jul-2006
Pivot 1 day 3 day
R1 1.2822 1.2797
PP 1.2822 1.2771
S1 1.2822 1.2746

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

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