CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 19-Jul-2006
Day Change Summary
Previous Current
18-Jul-2006 19-Jul-2006 Change Change % Previous Week
Open 1.2753 1.2843 0.0090 0.7% 1.2987
High 1.2753 1.2845 0.0092 0.7% 1.3026
Low 1.2753 1.2723 -0.0030 -0.2% 1.2903
Close 1.2753 1.2843 0.0090 0.7% 1.2903
Range 0.0000 0.0122 0.0122 0.0123
ATR 0.0055 0.0060 0.0005 8.6% 0.0000
Volume
Daily Pivots for day following 19-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3170 1.3128 1.2910
R3 1.3048 1.3006 1.2877
R2 1.2926 1.2926 1.2865
R1 1.2884 1.2884 1.2854 1.2904
PP 1.2804 1.2804 1.2804 1.2814
S1 1.2762 1.2762 1.2832 1.2782
S2 1.2682 1.2682 1.2821
S3 1.2560 1.2640 1.2809
S4 1.2438 1.2518 1.2776
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 1.2947 1.2723 0.0224 1.7% 0.0024 0.2% 54% False True
10 1.3075 1.2723 0.0352 2.7% 0.0012 0.1% 34% False True
20 1.3075 1.2723 0.0352 2.7% 0.0006 0.0% 34% False True
40 1.3193 1.2723 0.0470 3.7% 0.0003 0.0% 26% False True
60 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 26% False True 1
80 1.3193 1.2298 0.0895 7.0% 0.0002 0.0% 61% False False 1
100 1.3193 1.2174 0.1019 7.9% 0.0001 0.0% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 1.3364
2.618 1.3164
1.618 1.3042
1.000 1.2967
0.618 1.2920
HIGH 1.2845
0.618 1.2798
0.500 1.2784
0.382 1.2770
LOW 1.2723
0.618 1.2648
1.000 1.2601
1.618 1.2526
2.618 1.2404
4.250 1.2205
Fisher Pivots for day following 19-Jul-2006
Pivot 1 day 3 day
R1 1.2823 1.2823
PP 1.2804 1.2804
S1 1.2784 1.2784

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

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