CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 28-Aug-2006
Day Change Summary
Previous Current
25-Aug-2006 28-Aug-2006 Change Change % Previous Week
Open 1.2903 1.2928 0.0025 0.2% 1.3042
High 1.2910 1.2928 0.0018 0.1% 1.3042
Low 1.2902 1.2928 0.0026 0.2% 1.2902
Close 1.2903 1.2928 0.0025 0.2% 1.2903
Range 0.0008 0.0000 -0.0008 -100.0% 0.0140
ATR 0.0044 0.0043 -0.0001 -3.1% 0.0000
Volume 4 4 0 0.0% 41
Daily Pivots for day following 28-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2928 1.2928 1.2928
R3 1.2928 1.2928 1.2928
R2 1.2928 1.2928 1.2928
R1 1.2928 1.2928 1.2928 1.2928
PP 1.2928 1.2928 1.2928 1.2928
S1 1.2928 1.2928 1.2928 1.2928
S2 1.2928 1.2928 1.2928
S3 1.2928 1.2928 1.2928
S4 1.2928 1.2928 1.2928
Weekly Pivots for week ending 25-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3369 1.3276 1.2980
R3 1.3229 1.3136 1.2942
R2 1.3089 1.3089 1.2929
R1 1.2996 1.2996 1.2916 1.2973
PP 1.2949 1.2949 1.2949 1.2937
S1 1.2856 1.2856 1.2890 1.2833
S2 1.2809 1.2809 1.2877
S3 1.2669 1.2716 1.2865
S4 1.2529 1.2576 1.2826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2959 1.2902 0.0057 0.4% 0.0007 0.1% 46% False False 8
10 1.3042 1.2902 0.0140 1.1% 0.0004 0.0% 19% False False 4
20 1.3042 1.2870 0.0172 1.3% 0.0002 0.0% 34% False False 3
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 69% False False 6
60 1.3135 1.2670 0.0465 3.6% 0.0004 0.0% 55% False False 5
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 55% False False 4
100 1.3135 1.2322 0.0813 6.3% 0.0003 0.0% 75% False False 3
120 1.3135 1.2165 0.0970 7.5% 0.0003 0.0% 79% False False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2928
2.618 1.2928
1.618 1.2928
1.000 1.2928
0.618 1.2928
HIGH 1.2928
0.618 1.2928
0.500 1.2928
0.382 1.2928
LOW 1.2928
0.618 1.2928
1.000 1.2928
1.618 1.2928
2.618 1.2928
4.250 1.2928
Fisher Pivots for day following 28-Aug-2006
Pivot 1 day 3 day
R1 1.2928 1.2924
PP 1.2928 1.2919
S1 1.2928 1.2915

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

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