CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 13-Jul-2006
Day Change Summary
Previous Current
12-Jul-2006 13-Jul-2006 Change Change % Previous Week
Open 1.2956 1.2947 -0.0009 -0.1% 1.3059
High 1.2956 1.2947 -0.0009 -0.1% 1.3075
Low 1.2956 1.2947 -0.0009 -0.1% 1.2998
Close 1.2956 1.2947 -0.0009 -0.1% 1.3075
Range
ATR 0.0056 0.0053 -0.0003 -6.0% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 13-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2947 1.2947 1.2947
R3 1.2947 1.2947 1.2947
R2 1.2947 1.2947 1.2947
R1 1.2947 1.2947 1.2947 1.2947
PP 1.2947 1.2947 1.2947 1.2947
S1 1.2947 1.2947 1.2947 1.2947
S2 1.2947 1.2947 1.2947
S3 1.2947 1.2947 1.2947
S4 1.2947 1.2947 1.2947
Weekly Pivots for week ending 07-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3280 1.3255 1.3117
R3 1.3203 1.3178 1.3096
R2 1.3126 1.3126 1.3089
R1 1.3101 1.3101 1.3082 1.3114
PP 1.3049 1.3049 1.3049 1.3056
S1 1.3024 1.3024 1.3068 1.3037
S2 1.2972 1.2972 1.3061
S3 1.2895 1.2947 1.3054
S4 1.2818 1.2870 1.3033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3075 1.2947 0.0128 1.0% 0.0000 0.0% 0% False True
10 1.3075 1.2932 0.0143 1.1% 0.0000 0.0% 10% False False
20 1.3075 1.2791 0.0284 2.2% 0.0000 0.0% 55% False False
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 39% False False
60 1.3193 1.2607 0.0586 4.5% 0.0000 0.0% 58% False False 1
80 1.3193 1.2261 0.0932 7.2% 0.0000 0.0% 74% False False 1
100 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 76% 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 1.2947
2.618 1.2947
1.618 1.2947
1.000 1.2947
0.618 1.2947
HIGH 1.2947
0.618 1.2947
0.500 1.2947
0.382 1.2947
LOW 1.2947
0.618 1.2947
1.000 1.2947
1.618 1.2947
2.618 1.2947
4.250 1.2947
Fisher Pivots for day following 13-Jul-2006
Pivot 1 day 3 day
R1 1.2947 1.2987
PP 1.2947 1.2973
S1 1.2947 1.2960

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

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