CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 21-Jul-2006
Day Change Summary
Previous Current
20-Jul-2006 21-Jul-2006 Change Change % Previous Week
Open 1.2822 1.2872 0.0050 0.4% 1.2711
High 1.2822 1.2872 0.0050 0.4% 1.2872
Low 1.2822 1.2872 0.0050 0.4% 1.2670
Close 1.2822 1.2870 0.0048 0.4% 1.2870
Range
ATR 0.0058 0.0057 -0.0001 -0.9% 0.0000
Volume 37 0 -37 -100.0% 46
Daily Pivots for day following 21-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2871 1.2871 1.2870
R3 1.2871 1.2871 1.2870
R2 1.2871 1.2871 1.2870
R1 1.2871 1.2871 1.2870 1.2871
PP 1.2871 1.2871 1.2871 1.2872
S1 1.2871 1.2871 1.2870 1.2871
S2 1.2871 1.2871 1.2870
S3 1.2871 1.2871 1.2870
S4 1.2871 1.2871 1.2870
Weekly Pivots for week ending 21-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3410 1.3342 1.2981
R3 1.3208 1.3140 1.2926
R2 1.3006 1.3006 1.2907
R1 1.2938 1.2938 1.2889 1.2972
PP 1.2804 1.2804 1.2804 1.2821
S1 1.2736 1.2736 1.2851 1.2770
S2 1.2602 1.2602 1.2833
S3 1.2400 1.2534 1.2814
S4 1.2198 1.2332 1.2759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2872 1.2670 0.0202 1.6% 0.0024 0.2% 99% True False 9
10 1.2967 1.2670 0.0297 2.3% 0.0012 0.1% 67% False False 8
20 1.3016 1.2670 0.0346 2.7% 0.0006 0.0% 58% False False 4
40 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 43% False False 4
60 1.3135 1.2670 0.0465 3.6% 0.0002 0.0% 43% False False 3
80 1.3135 1.2259 0.0876 6.8% 0.0003 0.0% 70% False False 2
100 1.3135 1.2143 0.0992 7.7% 0.0002 0.0% 73% False False 2
120 1.3135 1.2116 0.1019 7.9% 0.0002 0.0% 74% False False 2
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 1.2872
2.618 1.2872
1.618 1.2872
1.000 1.2872
0.618 1.2872
HIGH 1.2872
0.618 1.2872
0.500 1.2872
0.382 1.2872
LOW 1.2872
0.618 1.2872
1.000 1.2872
1.618 1.2872
2.618 1.2872
4.250 1.2872
Fisher Pivots for day following 21-Jul-2006
Pivot 1 day 3 day
R1 1.2872 1.2837
PP 1.2871 1.2804
S1 1.2871 1.2771

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

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