CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 04-Aug-2006
Day Change Summary
Previous Current
03-Aug-2006 04-Aug-2006 Change Change % Previous Week
Open 1.2977 1.3040 0.0063 0.5% 1.2943
High 1.2977 1.3040 0.0063 0.5% 1.3040
Low 1.2977 1.3040 0.0063 0.5% 1.2943
Close 1.2977 1.3040 0.0063 0.5% 1.3040
Range
ATR 0.0051 0.0052 0.0001 1.6% 0.0000
Volume 1 1 0 0.0% 49
Daily Pivots for day following 04-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3040 1.3040 1.3040
R3 1.3040 1.3040 1.3040
R2 1.3040 1.3040 1.3040
R1 1.3040 1.3040 1.3040 1.3040
PP 1.3040 1.3040 1.3040 1.3040
S1 1.3040 1.3040 1.3040 1.3040
S2 1.3040 1.3040 1.3040
S3 1.3040 1.3040 1.3040
S4 1.3040 1.3040 1.3040
Weekly Pivots for week ending 04-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3299 1.3266 1.3093
R3 1.3202 1.3169 1.3067
R2 1.3105 1.3105 1.3058
R1 1.3072 1.3072 1.3049 1.3089
PP 1.3008 1.3008 1.3008 1.3016
S1 1.2975 1.2975 1.3031 1.2992
S2 1.2911 1.2911 1.3022
S3 1.2814 1.2878 1.3013
S4 1.2717 1.2781 1.2987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3040 1.2943 0.0097 0.7% 0.0000 0.0% 100% True False 9
10 1.3040 1.2761 0.0279 2.1% 0.0008 0.1% 100% True False 11
20 1.3040 1.2670 0.0370 2.8% 0.0010 0.1% 100% True False 9
40 1.3040 1.2670 0.0370 2.8% 0.0005 0.0% 100% True False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 80% False False 4
80 1.3135 1.2322 0.0813 6.2% 0.0003 0.0% 88% False False 4
100 1.3135 1.2206 0.0929 7.1% 0.0003 0.0% 90% False False 3
120 1.3135 1.2116 0.1019 7.8% 0.0003 0.0% 91% False False 3
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 1.3040
2.618 1.3040
1.618 1.3040
1.000 1.3040
0.618 1.3040
HIGH 1.3040
0.618 1.3040
0.500 1.3040
0.382 1.3040
LOW 1.3040
0.618 1.3040
1.000 1.3040
1.618 1.3040
2.618 1.3040
4.250 1.3040
Fisher Pivots for day following 04-Aug-2006
Pivot 1 day 3 day
R1 1.3040 1.3029
PP 1.3040 1.3018
S1 1.3040 1.3007

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

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