CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 05-Sep-2006
Day Change Summary
Previous Current
01-Sep-2006 05-Sep-2006 Change Change % Previous Week
Open 1.2919 1.2950 0.0031 0.2% 1.2928
High 1.2919 1.2950 0.0031 0.2% 1.2973
Low 1.2919 1.2950 0.0031 0.2% 1.2919
Close 1.2971 1.2950 -0.0021 -0.2% 1.2971
Range
ATR 0.0038 0.0037 -0.0001 -3.2% 0.0000
Volume 11 3 -8 -72.7% 29
Daily Pivots for day following 05-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2950 1.2950 1.2950
R3 1.2950 1.2950 1.2950
R2 1.2950 1.2950 1.2950
R1 1.2950 1.2950 1.2950 1.2950
PP 1.2950 1.2950 1.2950 1.2950
S1 1.2950 1.2950 1.2950 1.2950
S2 1.2950 1.2950 1.2950
S3 1.2950 1.2950 1.2950
S4 1.2950 1.2950 1.2950
Weekly Pivots for week ending 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3116 1.3098 1.3001
R3 1.3062 1.3044 1.2986
R2 1.3008 1.3008 1.2981
R1 1.2990 1.2990 1.2976 1.2999
PP 1.2954 1.2954 1.2954 1.2959
S1 1.2936 1.2936 1.2966 1.2945
S2 1.2900 1.2900 1.2961
S3 1.2846 1.2882 1.2956
S4 1.2792 1.2828 1.2941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2973 1.2919 0.0054 0.4% 0.0000 0.0% 57% False False 5
10 1.2973 1.2902 0.0071 0.5% 0.0004 0.0% 68% False False 7
20 1.3042 1.2870 0.0172 1.3% 0.0002 0.0% 47% False False 3
40 1.3042 1.2670 0.0372 2.9% 0.0006 0.0% 75% False False 6
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 75% False False 5
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 60% False False 4
100 1.3135 1.2340 0.0795 6.1% 0.0003 0.0% 77% False False 4
120 1.3135 1.2206 0.0929 7.2% 0.0003 0.0% 80% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.2950
2.618 1.2950
1.618 1.2950
1.000 1.2950
0.618 1.2950
HIGH 1.2950
0.618 1.2950
0.500 1.2950
0.382 1.2950
LOW 1.2950
0.618 1.2950
1.000 1.2950
1.618 1.2950
2.618 1.2950
4.250 1.2950
Fisher Pivots for day following 05-Sep-2006
Pivot 1 day 3 day
R1 1.2950 1.2945
PP 1.2950 1.2940
S1 1.2950 1.2935

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

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