CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 08-Aug-2006
Day Change Summary
Previous Current
07-Aug-2006 08-Aug-2006 Change Change % Previous Week
Open 1.3002 1.3015 0.0013 0.1% 1.2943
High 1.3002 1.3020 0.0018 0.1% 1.3040
Low 1.3002 1.3020 0.0018 0.1% 1.2943
Close 1.3002 1.3015 0.0013 0.1% 1.3040
Range
ATR 0.0051 0.0049 -0.0002 -4.6% 0.0000
Volume 2 0 -2 -100.0% 49
Daily Pivots for day following 08-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3018 1.3017 1.3015
R3 1.3018 1.3017 1.3015
R2 1.3018 1.3018 1.3015
R1 1.3017 1.3017 1.3015 1.3015
PP 1.3018 1.3018 1.3018 1.3018
S1 1.3017 1.3017 1.3015 1.3015
S2 1.3018 1.3018 1.3015
S3 1.3018 1.3017 1.3015
S4 1.3018 1.3017 1.3015
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 1.2974 0.0066 0.5% 0.0000 0.0% 62% False False 4
10 1.3040 1.2860 0.0180 1.4% 0.0008 0.1% 86% False False 7
20 1.3040 1.2670 0.0370 2.8% 0.0010 0.1% 93% False False 9
40 1.3040 1.2670 0.0370 2.8% 0.0005 0.0% 93% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 74% False False 4
80 1.3135 1.2508 0.0627 4.8% 0.0003 0.0% 81% False False 3
100 1.3135 1.2206 0.0929 7.1% 0.0003 0.0% 87% False False 3
120 1.3135 1.2116 0.1019 7.8% 0.0003 0.0% 88% 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 1.3020
2.618 1.3020
1.618 1.3020
1.000 1.3020
0.618 1.3020
HIGH 1.3020
0.618 1.3020
0.500 1.3020
0.382 1.3020
LOW 1.3020
0.618 1.3020
1.000 1.3020
1.618 1.3020
2.618 1.3020
4.250 1.3020
Fisher Pivots for day following 08-Aug-2006
Pivot 1 day 3 day
R1 1.3020 1.3021
PP 1.3018 1.3019
S1 1.3017 1.3017

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

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