CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 10-Aug-2006
Day Change Summary
Previous Current
09-Aug-2006 10-Aug-2006 Change Change % Previous Week
Open 1.3017 1.2953 -0.0064 -0.5% 1.2943
High 1.3038 1.2953 -0.0085 -0.7% 1.3040
Low 1.3038 1.2953 -0.0085 -0.7% 1.2943
Close 1.3017 1.2953 -0.0064 -0.5% 1.3040
Range
ATR 0.0047 0.0048 0.0001 2.6% 0.0000
Volume
Daily Pivots for day following 10-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2953 1.2953 1.2953
R3 1.2953 1.2953 1.2953
R2 1.2953 1.2953 1.2953
R1 1.2953 1.2953 1.2953 1.2953
PP 1.2953 1.2953 1.2953 1.2953
S1 1.2953 1.2953 1.2953 1.2953
S2 1.2953 1.2953 1.2953
S3 1.2953 1.2953 1.2953
S4 1.2953 1.2953 1.2953
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 1.2953 0.0087 0.7% 0.0000 0.0% 0% False True
10 1.3040 1.2935 0.0105 0.8% 0.0000 0.0% 17% False False 5
20 1.3040 1.2670 0.0370 2.9% 0.0010 0.1% 76% False False 8
40 1.3040 1.2670 0.0370 2.9% 0.0005 0.0% 76% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 61% False False 4
80 1.3135 1.2552 0.0583 4.5% 0.0003 0.0% 69% False False 3
100 1.3135 1.2206 0.0929 7.2% 0.0003 0.0% 80% False False 3
120 1.3135 1.2116 0.1019 7.9% 0.0003 0.0% 82% 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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.2953
2.618 1.2953
1.618 1.2953
1.000 1.2953
0.618 1.2953
HIGH 1.2953
0.618 1.2953
0.500 1.2953
0.382 1.2953
LOW 1.2953
0.618 1.2953
1.000 1.2953
1.618 1.2953
2.618 1.2953
4.250 1.2953
Fisher Pivots for day following 10-Aug-2006
Pivot 1 day 3 day
R1 1.2953 1.2996
PP 1.2953 1.2981
S1 1.2953 1.2967

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

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