CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 06-Sep-2006
Day Change Summary
Previous Current
05-Sep-2006 06-Sep-2006 Change Change % Previous Week
Open 1.2998 1.2993 -0.0005 0.0% 1.2978
High 1.2998 1.2993 -0.0005 0.0% 1.3023
Low 1.2998 1.2993 -0.0005 0.0% 1.2978
Close 1.2998 1.2993 -0.0005 0.0% 1.3019
Range
ATR 0.0036 0.0033 -0.0002 -6.1% 0.0000
Volume 0 11 11 6
Daily Pivots for day following 06-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2993 1.2993 1.2993
R3 1.2993 1.2993 1.2993
R2 1.2993 1.2993 1.2993
R1 1.2993 1.2993 1.2993 1.2993
PP 1.2993 1.2993 1.2993 1.2993
S1 1.2993 1.2993 1.2993 1.2993
S2 1.2993 1.2993 1.2993
S3 1.2993 1.2993 1.2993
S4 1.2993 1.2993 1.2993
Weekly Pivots for week ending 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3142 1.3125 1.3044
R3 1.3097 1.3080 1.3031
R2 1.3052 1.3052 1.3027
R1 1.3035 1.3035 1.3023 1.3044
PP 1.3007 1.3007 1.3007 1.3011
S1 1.2990 1.2990 1.3015 1.2999
S2 1.2962 1.2962 1.3011
S3 1.2917 1.2945 1.3007
S4 1.2872 1.2900 1.2994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3019 1.2993 0.0026 0.2% 0.0000 0.0% 0% False True 2
10 1.3023 1.2953 0.0070 0.5% 0.0003 0.0% 57% False False 3
20 1.3090 1.2921 0.0169 1.3% 0.0001 0.0% 43% False False 2
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 73% False False 1
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 73% False False 1
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 57% False False 1
100 1.3193 1.2552 0.0641 4.9% 0.0002 0.0% 69% 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 1.2993
2.618 1.2993
1.618 1.2993
1.000 1.2993
0.618 1.2993
HIGH 1.2993
0.618 1.2993
0.500 1.2993
0.382 1.2993
LOW 1.2993
0.618 1.2993
1.000 1.2993
1.618 1.2993
2.618 1.2993
4.250 1.2993
Fisher Pivots for day following 06-Sep-2006
Pivot 1 day 3 day
R1 1.2993 1.3006
PP 1.2993 1.3002
S1 1.2993 1.2997

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

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