CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary
Previous Current
29-Nov-2006 30-Nov-2006 Change Change % Previous Week
Open 1.3270 1.3360 0.0090 0.7% 1.2928
High 1.3278 1.3375 0.0097 0.7% 1.3202
Low 1.3278 1.3375 0.0097 0.7% 1.2928
Close 1.3270 1.3360 0.0090 0.7% 1.3202
Range
ATR 0.0042 0.0047 0.0004 10.7% 0.0000
Volume 42 4 -38 -90.5% 6
Daily Pivots for day following 30-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3370 1.3365 1.3360
R3 1.3370 1.3365 1.3360
R2 1.3370 1.3370 1.3360
R1 1.3365 1.3365 1.3360 1.3360
PP 1.3370 1.3370 1.3370 1.3368
S1 1.3365 1.3365 1.3360 1.3360
S2 1.3370 1.3370 1.3360
S3 1.3370 1.3365 1.3360
S4 1.3370 1.3365 1.3360
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3933 1.3841 1.3353
R3 1.3659 1.3567 1.3277
R2 1.3385 1.3385 1.3252
R1 1.3293 1.3293 1.3227 1.3339
PP 1.3111 1.3111 1.3111 1.3134
S1 1.3019 1.3019 1.3177 1.3065
S2 1.2837 1.2837 1.3152
S3 1.2563 1.2745 1.3127
S4 1.2289 1.2471 1.3051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3375 1.3202 0.0173 1.3% 0.0010 0.1% 91% True False 27
10 1.3375 1.2912 0.0463 3.5% 0.0005 0.0% 97% True False 13
20 1.3375 1.2835 0.0540 4.0% 0.0003 0.0% 97% True False 8
40 1.3375 1.2642 0.0733 5.5% 0.0004 0.0% 98% True False 6
60 1.3375 1.2642 0.0733 5.5% 0.0004 0.0% 98% True False 6
80 1.3375 1.2642 0.0733 5.5% 0.0003 0.0% 98% True False 5
100 1.3375 1.2642 0.0733 5.5% 0.0004 0.0% 98% True False 4
120 1.3375 1.2642 0.0733 5.5% 0.0003 0.0% 98% True 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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.3375
2.618 1.3375
1.618 1.3375
1.000 1.3375
0.618 1.3375
HIGH 1.3375
0.618 1.3375
0.500 1.3375
0.382 1.3375
LOW 1.3375
0.618 1.3375
1.000 1.3375
1.618 1.3375
2.618 1.3375
4.250 1.3375
Fisher Pivots for day following 30-Nov-2006
Pivot 1 day 3 day
R1 1.3375 1.3346
PP 1.3370 1.3331
S1 1.3365 1.3317

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

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