CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-Sep-2006
Day Change Summary
Previous Current
11-Sep-2006 12-Sep-2006 Change Change % Previous Week
Open 1.2872 1.2861 -0.0011 -0.1% 1.2998
High 1.2872 1.2861 -0.0011 -0.1% 1.2998
Low 1.2872 1.2861 -0.0011 -0.1% 1.2845
Close 1.2872 1.2861 -0.0011 -0.1% 1.2845
Range
ATR 0.0037 0.0035 -0.0002 -5.0% 0.0000
Volume
Daily Pivots for day following 12-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2861 1.2861 1.2861
R3 1.2861 1.2861 1.2861
R2 1.2861 1.2861 1.2861
R1 1.2861 1.2861 1.2861 1.2861
PP 1.2861 1.2861 1.2861 1.2861
S1 1.2861 1.2861 1.2861 1.2861
S2 1.2861 1.2861 1.2861
S3 1.2861 1.2861 1.2861
S4 1.2861 1.2861 1.2861
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 1.2993 1.2845 0.0148 1.2% 0.0000 0.0% 11% False False 2
10 1.3023 1.2845 0.0178 1.4% 0.0000 0.0% 9% False False 1
20 1.3087 1.2845 0.0242 1.9% 0.0001 0.0% 7% False False 2
40 1.3091 1.2723 0.0368 2.9% 0.0004 0.0% 38% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 38% False False 1
80 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 29% False False 1
100 1.3193 1.2632 0.0561 4.4% 0.0002 0.0% 41% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 64% 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 1.2861
2.618 1.2861
1.618 1.2861
1.000 1.2861
0.618 1.2861
HIGH 1.2861
0.618 1.2861
0.500 1.2861
0.382 1.2861
LOW 1.2861
0.618 1.2861
1.000 1.2861
1.618 1.2861
2.618 1.2861
4.250 1.2861
Fisher Pivots for day following 12-Sep-2006
Pivot 1 day 3 day
R1 1.2861 1.2860
PP 1.2861 1.2859
S1 1.2861 1.2859

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

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