CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 29-Aug-2006
Day Change Summary
Previous Current
28-Aug-2006 29-Aug-2006 Change Change % Previous Week
Open 1.2928 1.2973 0.0045 0.3% 1.3042
High 1.2928 1.2973 0.0045 0.3% 1.3042
Low 1.2928 1.2973 0.0045 0.3% 1.2902
Close 1.2928 1.2973 0.0045 0.3% 1.2903
Range
ATR 0.0043 0.0043 0.0000 0.4% 0.0000
Volume 4 3 -1 -25.0% 41
Daily Pivots for day following 29-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2973 1.2973 1.2973
R3 1.2973 1.2973 1.2973
R2 1.2973 1.2973 1.2973
R1 1.2973 1.2973 1.2973 1.2973
PP 1.2973 1.2973 1.2973 1.2973
S1 1.2973 1.2973 1.2973 1.2973
S2 1.2973 1.2973 1.2973
S3 1.2973 1.2973 1.2973
S4 1.2973 1.2973 1.2973
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 1.2973 1.2902 0.0071 0.5% 0.0007 0.1% 100% True False 7
10 1.3042 1.2902 0.0140 1.1% 0.0004 0.0% 51% False False 4
20 1.3042 1.2870 0.0172 1.3% 0.0002 0.0% 60% False False 3
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 81% False False 6
60 1.3050 1.2670 0.0380 2.9% 0.0004 0.0% 80% False False 5
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 65% False False 4
100 1.3135 1.2322 0.0813 6.3% 0.0003 0.0% 80% False False 3
120 1.3135 1.2168 0.0967 7.5% 0.0003 0.0% 83% 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 1.2973
2.618 1.2973
1.618 1.2973
1.000 1.2973
0.618 1.2973
HIGH 1.2973
0.618 1.2973
0.500 1.2973
0.382 1.2973
LOW 1.2973
0.618 1.2973
1.000 1.2973
1.618 1.2973
2.618 1.2973
4.250 1.2973
Fisher Pivots for day following 29-Aug-2006
Pivot 1 day 3 day
R1 1.2973 1.2961
PP 1.2973 1.2949
S1 1.2973 1.2938

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

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