CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 01-Aug-2006
Day Change Summary
Previous Current
31-Jul-2006 01-Aug-2006 Change Change % Previous Week
Open 1.2998 1.3040 0.0042 0.3% 1.2864
High 1.2998 1.3040 0.0042 0.3% 1.3000
Low 1.2998 1.3040 0.0042 0.3% 1.2817
Close 1.2998 1.3040 0.0042 0.3% 1.2977
Range
ATR 0.0059 0.0057 -0.0001 -2.0% 0.0000
Volume 2 0 -2 -100.0% 1
Daily Pivots for day following 01-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3040 1.3040 1.3040
R3 1.3040 1.3040 1.3040
R2 1.3040 1.3040 1.3040
R1 1.3040 1.3040 1.3040 1.3040
PP 1.3040 1.3040 1.3040 1.3040
S1 1.3040 1.3040 1.3040 1.3040
S2 1.3040 1.3040 1.3040
S3 1.3040 1.3040 1.3040
S4 1.3040 1.3040 1.3040
Weekly Pivots for week ending 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3480 1.3412 1.3078
R3 1.3297 1.3229 1.3027
R2 1.3114 1.3114 1.3011
R1 1.3046 1.3046 1.2994 1.3080
PP 1.2931 1.2931 1.2931 1.2949
S1 1.2863 1.2863 1.2960 1.2897
S2 1.2748 1.2748 1.2943
S3 1.2565 1.2680 1.2927
S4 1.2382 1.2497 1.2876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3040 1.2930 0.0110 0.8% 0.0000 0.0% 100% True False
10 1.3040 1.2723 0.0317 2.4% 0.0012 0.1% 100% True False
20 1.3075 1.2723 0.0352 2.7% 0.0006 0.0% 90% False False
40 1.3108 1.2723 0.0385 3.0% 0.0003 0.0% 82% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 67% False False
80 1.3193 1.2393 0.0800 6.1% 0.0002 0.0% 81% False False
100 1.3193 1.2226 0.0967 7.4% 0.0001 0.0% 84% False False
120 1.3193 1.2174 0.1019 7.8% 0.0001 0.0% 85% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0008
Fibonacci Retracements and Extensions
4.250 1.3040
2.618 1.3040
1.618 1.3040
1.000 1.3040
0.618 1.3040
HIGH 1.3040
0.618 1.3040
0.500 1.3040
0.382 1.3040
LOW 1.3040
0.618 1.3040
1.000 1.3040
1.618 1.3040
2.618 1.3040
4.250 1.3040
Fisher Pivots for day following 01-Aug-2006
Pivot 1 day 3 day
R1 1.3040 1.3033
PP 1.3040 1.3026
S1 1.3040 1.3019

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

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