CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Apr-2006
Day Change Summary
Previous Current
20-Apr-2006 21-Apr-2006 Change Change % Previous Week
Open 1.2607 1.2632 0.0025 0.2% 1.2552
High 1.2607 1.2632 0.0025 0.2% 1.2677
Low 1.2607 1.2632 0.0025 0.2% 1.2552
Close 1.2607 1.2632 0.0025 0.2% 1.2632
Range
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume
Daily Pivots for day following 21-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2632 1.2632 1.2632
R3 1.2632 1.2632 1.2632
R2 1.2632 1.2632 1.2632
R1 1.2632 1.2632 1.2632 1.2632
PP 1.2632 1.2632 1.2632 1.2632
S1 1.2632 1.2632 1.2632 1.2632
S2 1.2632 1.2632 1.2632
S3 1.2632 1.2632 1.2632
S4 1.2632 1.2632 1.2632
Weekly Pivots for week ending 21-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2995 1.2939 1.2701
R3 1.2870 1.2814 1.2666
R2 1.2745 1.2745 1.2655
R1 1.2689 1.2689 1.2643 1.2717
PP 1.2620 1.2620 1.2620 1.2635
S1 1.2564 1.2564 1.2621 1.2592
S2 1.2495 1.2495 1.2609
S3 1.2370 1.2439 1.2598
S4 1.2245 1.2314 1.2563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2677 1.2552 0.0125 1.0% 0.0000 0.0% 64% False False
10 1.2677 1.2393 0.0284 2.2% 0.0000 0.0% 84% False False
20 1.2677 1.2298 0.0379 3.0% 0.0000 0.0% 88% False False
40 1.2677 1.2174 0.0503 4.0% 0.0000 0.0% 91% False False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2632
2.618 1.2632
1.618 1.2632
1.000 1.2632
0.618 1.2632
HIGH 1.2632
0.618 1.2632
0.500 1.2632
0.382 1.2632
LOW 1.2632
0.618 1.2632
1.000 1.2632
1.618 1.2632
2.618 1.2632
4.250 1.2632
Fisher Pivots for day following 21-Apr-2006
Pivot 1 day 3 day
R1 1.2632 1.2642
PP 1.2632 1.2639
S1 1.2632 1.2635

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

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