CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 11-Sep-2006
Day Change Summary
Previous Current
08-Sep-2006 11-Sep-2006 Change Change % Previous Week
Open 1.2845 1.2872 0.0027 0.2% 1.2998
High 1.2845 1.2872 0.0027 0.2% 1.2998
Low 1.2845 1.2872 0.0027 0.2% 1.2845
Close 1.2845 1.2872 0.0027 0.2% 1.2845
Range
ATR 0.0037 0.0037 -0.0001 -2.0% 0.0000
Volume 3 0 -3 -100.0% 14
Daily Pivots for day following 11-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2872 1.2872 1.2872
R3 1.2872 1.2872 1.2872
R2 1.2872 1.2872 1.2872
R1 1.2872 1.2872 1.2872 1.2872
PP 1.2872 1.2872 1.2872 1.2872
S1 1.2872 1.2872 1.2872 1.2872
S2 1.2872 1.2872 1.2872
S3 1.2872 1.2872 1.2872
S4 1.2872 1.2872 1.2872
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3355 1.3253 1.2929
R3 1.3202 1.3100 1.2887
R2 1.3049 1.3049 1.2873
R1 1.2947 1.2947 1.2859 1.2922
PP 1.2896 1.2896 1.2896 1.2883
S1 1.2794 1.2794 1.2831 1.2769
S2 1.2743 1.2743 1.2817
S3 1.2590 1.2641 1.2803
S4 1.2437 1.2488 1.2761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2998 1.2845 0.0153 1.2% 0.0000 0.0% 18% False False 2
10 1.3023 1.2845 0.0178 1.4% 0.0000 0.0% 15% False False 2
20 1.3087 1.2845 0.0242 1.9% 0.0001 0.0% 11% False False 2
40 1.3091 1.2723 0.0368 2.9% 0.0004 0.0% 40% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 40% False False 1
80 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 32% False False 1
100 1.3193 1.2607 0.0586 4.6% 0.0002 0.0% 45% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 66% 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 1.2872
2.618 1.2872
1.618 1.2872
1.000 1.2872
0.618 1.2872
HIGH 1.2872
0.618 1.2872
0.500 1.2872
0.382 1.2872
LOW 1.2872
0.618 1.2872
1.000 1.2872
1.618 1.2872
2.618 1.2872
4.250 1.2872
Fisher Pivots for day following 11-Sep-2006
Pivot 1 day 3 day
R1 1.2872 1.2889
PP 1.2872 1.2883
S1 1.2872 1.2878

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

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