CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 03-Jul-2006
Day Change Summary
Previous Current
30-Jun-2006 03-Jul-2006 Change Change % Previous Week
Open 1.3047 1.3059 0.0012 0.1% 1.2852
High 1.3047 1.3059 0.0012 0.1% 1.3047
Low 1.3047 1.3059 0.0012 0.1% 1.2826
Close 1.3047 1.3059 0.0012 0.1% 1.3047
Range
ATR 0.0060 0.0057 -0.0003 -5.7% 0.0000
Volume
Daily Pivots for day following 03-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3059 1.3059 1.3059
R3 1.3059 1.3059 1.3059
R2 1.3059 1.3059 1.3059
R1 1.3059 1.3059 1.3059 1.3059
PP 1.3059 1.3059 1.3059 1.3059
S1 1.3059 1.3059 1.3059 1.3059
S2 1.3059 1.3059 1.3059
S3 1.3059 1.3059 1.3059
S4 1.3059 1.3059 1.3059
Weekly Pivots for week ending 30-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3636 1.3563 1.3169
R3 1.3415 1.3342 1.3108
R2 1.3194 1.3194 1.3088
R1 1.3121 1.3121 1.3067 1.3158
PP 1.2973 1.2973 1.2973 1.2992
S1 1.2900 1.2900 1.3027 1.2937
S2 1.2752 1.2752 1.3006
S3 1.2531 1.2679 1.2986
S4 1.2310 1.2458 1.2925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3059 1.2826 0.0233 1.8% 0.0000 0.0% 100% True False
10 1.3059 1.2791 0.0268 2.1% 0.0000 0.0% 100% True False
20 1.3108 1.2791 0.0317 2.4% 0.0000 0.0% 85% False False
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 67% False False
60 1.3193 1.2393 0.0800 6.1% 0.0000 0.0% 83% False False 1
80 1.3193 1.2226 0.0967 7.4% 0.0000 0.0% 86% False False
100 1.3193 1.2174 0.1019 7.8% 0.0000 0.0% 87% 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 1.3059
2.618 1.3059
1.618 1.3059
1.000 1.3059
0.618 1.3059
HIGH 1.3059
0.618 1.3059
0.500 1.3059
0.382 1.3059
LOW 1.3059
0.618 1.3059
1.000 1.3059
1.618 1.3059
2.618 1.3059
4.250 1.3059
Fisher Pivots for day following 03-Jul-2006
Pivot 1 day 3 day
R1 1.3059 1.3038
PP 1.3059 1.3017
S1 1.3059 1.2996

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

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