CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 1.3060 1.2984 -0.0076 -0.6% 1.3033
High 1.3060 1.2995 -0.0065 -0.5% 1.3117
Low 1.3060 1.2970 -0.0090 -0.7% 1.2970
Close 1.3004 1.2984 -0.0020 -0.2% 1.2984
Range 0.0000 0.0025 0.0025 0.0147
ATR 0.0050 0.0049 -0.0001 -2.3% 0.0000
Volume 317 444 127 40.1% 1,411
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3058 1.3046 1.2998
R3 1.3033 1.3021 1.2991
R2 1.3008 1.3008 1.2989
R1 1.2996 1.2996 1.2986 1.2997
PP 1.2983 1.2983 1.2983 1.2983
S1 1.2971 1.2971 1.2982 1.2972
S2 1.2958 1.2958 1.2979
S3 1.2933 1.2946 1.2977
S4 1.2908 1.2921 1.2970
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3465 1.3371 1.3065
R3 1.3318 1.3224 1.3024
R2 1.3171 1.3171 1.3011
R1 1.3077 1.3077 1.2997 1.3051
PP 1.3024 1.3024 1.3024 1.3010
S1 1.2930 1.2930 1.2971 1.2904
S2 1.2877 1.2877 1.2957
S3 1.2730 1.2783 1.2944
S4 1.2583 1.2636 1.2903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3117 1.2970 0.0147 1.1% 0.0012 0.1% 10% False True 282
10 1.3117 1.2970 0.0147 1.1% 0.0017 0.1% 10% False True 346
20 1.3378 1.2970 0.0408 3.1% 0.0022 0.2% 3% False True 296
40 1.3460 1.2970 0.0490 3.8% 0.0025 0.2% 3% False True 245
60 1.3460 1.2830 0.0630 4.9% 0.0019 0.1% 24% False False 166
80 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 42% False False 125
100 1.3460 1.2642 0.0818 6.3% 0.0012 0.1% 42% False False 101
120 1.3460 1.2642 0.0818 6.3% 0.0010 0.1% 42% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3101
2.618 1.3060
1.618 1.3035
1.000 1.3020
0.618 1.3010
HIGH 1.2995
0.618 1.2985
0.500 1.2983
0.382 1.2980
LOW 1.2970
0.618 1.2955
1.000 1.2945
1.618 1.2930
2.618 1.2905
4.250 1.2864
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 1.2984 1.3015
PP 1.2983 1.3005
S1 1.2983 1.2994

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

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