CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 31-Aug-2006
Day Change Summary
Previous Current
30-Aug-2006 31-Aug-2006 Change Change % Previous Week
Open 1.3015 1.2995 -0.0020 -0.2% 1.3087
High 1.3015 1.2995 -0.0020 -0.2% 1.3087
Low 1.3015 1.2995 -0.0020 -0.2% 1.2953
Close 1.3021 1.2995 -0.0026 -0.2% 1.2953
Range
ATR 0.0039 0.0038 -0.0001 -2.3% 0.0000
Volume 0 2 2 24
Daily Pivots for day following 31-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2995 1.2995 1.2995
R3 1.2995 1.2995 1.2995
R2 1.2995 1.2995 1.2995
R1 1.2995 1.2995 1.2995 1.2995
PP 1.2995 1.2995 1.2995 1.2995
S1 1.2995 1.2995 1.2995 1.2995
S2 1.2995 1.2995 1.2995
S3 1.2995 1.2995 1.2995
S4 1.2995 1.2995 1.2995
Weekly Pivots for week ending 25-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3400 1.3310 1.3027
R3 1.3266 1.3176 1.2990
R2 1.3132 1.3132 1.2978
R1 1.3042 1.3042 1.2965 1.3020
PP 1.2998 1.2998 1.2998 1.2987
S1 1.2908 1.2908 1.2941 1.2886
S2 1.2864 1.2864 1.2928
S3 1.2730 1.2774 1.2916
S4 1.2596 1.2640 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3023 1.2953 0.0070 0.5% 0.0000 0.0% 60% False False 1
10 1.3087 1.2953 0.0134 1.0% 0.0003 0.0% 31% False False 3
20 1.3091 1.2921 0.0170 1.3% 0.0001 0.0% 44% False False 2
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 74% False False 1
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 74% False False
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 58% False False 1
100 1.3193 1.2395 0.0798 6.1% 0.0002 0.0% 75% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 79% False False 1
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.2995
2.618 1.2995
1.618 1.2995
1.000 1.2995
0.618 1.2995
HIGH 1.2995
0.618 1.2995
0.500 1.2995
0.382 1.2995
LOW 1.2995
0.618 1.2995
1.000 1.2995
1.618 1.2995
2.618 1.2995
4.250 1.2995
Fisher Pivots for day following 31-Aug-2006
Pivot 1 day 3 day
R1 1.2995 1.3009
PP 1.2995 1.3004
S1 1.2995 1.3000

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

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