CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 14-Sep-2006
Day Change Summary
Previous Current
13-Sep-2006 14-Sep-2006 Change Change % Previous Week
Open 1.2815 1.2843 0.0028 0.2% 1.2950
High 1.2800 1.2855 0.0055 0.4% 1.2950
Low 1.2800 1.2855 0.0055 0.4% 1.2790
Close 1.2815 1.2843 0.0028 0.2% 1.2799
Range
ATR 0.0036 0.0037 0.0000 0.7% 0.0000
Volume 131 132 1 0.8% 61
Daily Pivots for day following 14-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2851 1.2847 1.2843
R3 1.2851 1.2847 1.2843
R2 1.2851 1.2851 1.2843
R1 1.2847 1.2847 1.2843 1.2843
PP 1.2851 1.2851 1.2851 1.2849
S1 1.2847 1.2847 1.2843 1.2843
S2 1.2851 1.2851 1.2843
S3 1.2851 1.2847 1.2843
S4 1.2851 1.2847 1.2843
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3326 1.3223 1.2887
R3 1.3166 1.3063 1.2843
R2 1.3006 1.3006 1.2828
R1 1.2903 1.2903 1.2814 1.2875
PP 1.2846 1.2846 1.2846 1.2832
S1 1.2743 1.2743 1.2784 1.2715
S2 1.2686 1.2686 1.2770
S3 1.2526 1.2583 1.2755
S4 1.2366 1.2423 1.2711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2855 1.2790 0.0065 0.5% 0.0001 0.0% 82% True False 70
10 1.2950 1.2790 0.0160 1.2% 0.0001 0.0% 33% False False 43
20 1.3042 1.2790 0.0252 2.0% 0.0002 0.0% 21% False False 23
40 1.3042 1.2761 0.0281 2.2% 0.0003 0.0% 29% False False 15
60 1.3042 1.2670 0.0372 2.9% 0.0004 0.0% 47% False False 11
80 1.3135 1.2670 0.0465 3.6% 0.0003 0.0% 37% False False 9
100 1.3135 1.2668 0.0467 3.6% 0.0003 0.0% 37% False False 7
120 1.3135 1.2243 0.0892 6.9% 0.0003 0.0% 67% False False 6
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 1.2855
2.618 1.2855
1.618 1.2855
1.000 1.2855
0.618 1.2855
HIGH 1.2855
0.618 1.2855
0.500 1.2855
0.382 1.2855
LOW 1.2855
0.618 1.2855
1.000 1.2855
1.618 1.2855
2.618 1.2855
4.250 1.2855
Fisher Pivots for day following 14-Sep-2006
Pivot 1 day 3 day
R1 1.2855 1.2838
PP 1.2851 1.2833
S1 1.2847 1.2828

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.