CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 30-Aug-2006
Day Change Summary
Previous Current
29-Aug-2006 30-Aug-2006 Change Change % Previous Week
Open 1.2973 1.2970 -0.0003 0.0% 1.3042
High 1.2973 1.2970 -0.0003 0.0% 1.3042
Low 1.2973 1.2970 -0.0003 0.0% 1.2902
Close 1.2973 1.2970 -0.0003 0.0% 1.2903
Range
ATR 0.0043 0.0040 -0.0003 -6.6% 0.0000
Volume 3 0 -3 -100.0% 41
Daily Pivots for day following 30-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2970 1.2970 1.2970
R3 1.2970 1.2970 1.2970
R2 1.2970 1.2970 1.2970
R1 1.2970 1.2970 1.2970 1.2970
PP 1.2970 1.2970 1.2970 1.2970
S1 1.2970 1.2970 1.2970 1.2970
S2 1.2970 1.2970 1.2970
S3 1.2970 1.2970 1.2970
S4 1.2970 1.2970 1.2970
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% 0.0002 0.0% 96% False False 6
10 1.3042 1.2902 0.0140 1.1% 0.0004 0.0% 49% False False 4
20 1.3042 1.2870 0.0172 1.3% 0.0002 0.0% 58% False False 2
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 81% False False 6
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 81% 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 1.2206 0.0929 7.2% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2970
2.618 1.2970
1.618 1.2970
1.000 1.2970
0.618 1.2970
HIGH 1.2970
0.618 1.2970
0.500 1.2970
0.382 1.2970
LOW 1.2970
0.618 1.2970
1.000 1.2970
1.618 1.2970
2.618 1.2970
4.250 1.2970
Fisher Pivots for day following 30-Aug-2006
Pivot 1 day 3 day
R1 1.2970 1.2964
PP 1.2970 1.2957
S1 1.2970 1.2951

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

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