CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 17-Jul-2006
Day Change Summary
Previous Current
14-Jul-2006 17-Jul-2006 Change Change % Previous Week
Open 1.2903 1.2767 -0.0136 -1.1% 1.2987
High 1.2903 1.2767 -0.0136 -1.1% 1.3026
Low 1.2903 1.2767 -0.0136 -1.1% 1.2903
Close 1.2903 1.2767 -0.0136 -1.1% 1.2903
Range
ATR 0.0052 0.0058 0.0006 11.4% 0.0000
Volume 3 0 -3 -100.0% 6
Daily Pivots for day following 17-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2767 1.2767 1.2767
R3 1.2767 1.2767 1.2767
R2 1.2767 1.2767 1.2767
R1 1.2767 1.2767 1.2767 1.2767
PP 1.2767 1.2767 1.2767 1.2767
S1 1.2767 1.2767 1.2767 1.2767
S2 1.2767 1.2767 1.2767
S3 1.2767 1.2767 1.2767
S4 1.2767 1.2767 1.2767
Weekly Pivots for week ending 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3313 1.3231 1.2971
R3 1.3190 1.3108 1.2937
R2 1.3067 1.3067 1.2926
R1 1.2985 1.2985 1.2914 1.2965
PP 1.2944 1.2944 1.2944 1.2934
S1 1.2862 1.2862 1.2892 1.2842
S2 1.2821 1.2821 1.2880
S3 1.2698 1.2739 1.2869
S4 1.2575 1.2616 1.2835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3026 1.2767 0.0259 2.0% 0.0000 0.0% 0% False True 1
10 1.3075 1.2767 0.0308 2.4% 0.0000 0.0% 0% False True
20 1.3075 1.2767 0.0308 2.4% 0.0000 0.0% 0% False True
40 1.3193 1.2767 0.0426 3.3% 0.0000 0.0% 0% False True
60 1.3193 1.2632 0.0561 4.4% 0.0000 0.0% 24% False False 1
80 1.3193 1.2261 0.0932 7.3% 0.0000 0.0% 54% False False 1
100 1.3193 1.2174 0.1019 8.0% 0.0000 0.0% 58% 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 1.2767
2.618 1.2767
1.618 1.2767
1.000 1.2767
0.618 1.2767
HIGH 1.2767
0.618 1.2767
0.500 1.2767
0.382 1.2767
LOW 1.2767
0.618 1.2767
1.000 1.2767
1.618 1.2767
2.618 1.2767
4.250 1.2767
Fisher Pivots for day following 17-Jul-2006
Pivot 1 day 3 day
R1 1.2767 1.2857
PP 1.2767 1.2827
S1 1.2767 1.2797

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

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