CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 07-Sep-2006
Day Change Summary
Previous Current
06-Sep-2006 07-Sep-2006 Change Change % Previous Week
Open 1.2993 1.2909 -0.0084 -0.6% 1.2978
High 1.2993 1.2933 -0.0060 -0.5% 1.3023
Low 1.2993 1.2933 -0.0060 -0.5% 1.2978
Close 1.2993 1.2909 -0.0084 -0.6% 1.3019
Range
ATR 0.0033 0.0035 0.0002 5.7% 0.0000
Volume 11 0 -11 -100.0% 6
Daily Pivots for day following 07-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2925 1.2917 1.2909
R3 1.2925 1.2917 1.2909
R2 1.2925 1.2925 1.2909
R1 1.2917 1.2917 1.2909 1.2909
PP 1.2925 1.2925 1.2925 1.2921
S1 1.2917 1.2917 1.2909 1.2909
S2 1.2925 1.2925 1.2909
S3 1.2925 1.2917 1.2909
S4 1.2925 1.2917 1.2909
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 1.2933 0.0086 0.7% 0.0000 0.0% -28% False True 2
10 1.3023 1.2933 0.0090 0.7% 0.0000 0.0% -27% False True 3
20 1.3087 1.2921 0.0166 1.3% 0.0001 0.0% -7% False False 2
40 1.3091 1.2723 0.0368 2.9% 0.0004 0.0% 51% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 51% False False 1
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 40% False False 1
100 1.3193 1.2605 0.0588 4.6% 0.0002 0.0% 52% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 70% 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 False
Bear Hook False
Bull Hook False
Stretch -0.0002
Fibonacci Retracements and Extensions
4.250 1.2933
2.618 1.2933
1.618 1.2933
1.000 1.2933
0.618 1.2933
HIGH 1.2933
0.618 1.2933
0.500 1.2933
0.382 1.2933
LOW 1.2933
0.618 1.2933
1.000 1.2933
1.618 1.2933
2.618 1.2933
4.250 1.2933
Fisher Pivots for day following 07-Sep-2006
Pivot 1 day 3 day
R1 1.2933 1.2966
PP 1.2925 1.2947
S1 1.2917 1.2928

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

View Archives - Comment on this page... - Back to Index of Symbols