CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 19-Sep-2006
Day Change Summary
Previous Current
18-Sep-2006 19-Sep-2006 Change Change % Previous Week
Open 1.2865 1.2878 0.0013 0.1% 1.2872
High 1.2865 1.2878 0.0013 0.1% 1.2889
Low 1.2865 1.2832 -0.0033 -0.3% 1.2825
Close 1.2865 1.2841 -0.0024 -0.2% 1.2825
Range 0.0000 0.0046 0.0046 0.0064
ATR 0.0035 0.0036 0.0001 2.3% 0.0000
Volume 2 3 1 50.0% 5
Daily Pivots for day following 19-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2988 1.2961 1.2866
R3 1.2942 1.2915 1.2854
R2 1.2896 1.2896 1.2849
R1 1.2869 1.2869 1.2845 1.2860
PP 1.2850 1.2850 1.2850 1.2846
S1 1.2823 1.2823 1.2837 1.2814
S2 1.2804 1.2804 1.2833
S3 1.2758 1.2777 1.2828
S4 1.2712 1.2731 1.2816
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3038 1.2996 1.2860
R3 1.2974 1.2932 1.2843
R2 1.2910 1.2910 1.2837
R1 1.2868 1.2868 1.2831 1.2857
PP 1.2846 1.2846 1.2846 1.2841
S1 1.2804 1.2804 1.2819 1.2793
S2 1.2782 1.2782 1.2813
S3 1.2718 1.2740 1.2807
S4 1.2654 1.2676 1.2790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2889 1.2825 0.0064 0.5% 0.0009 0.1% 25% False False 2
10 1.2993 1.2825 0.0168 1.3% 0.0005 0.0% 10% False False 2
20 1.3023 1.2825 0.0198 1.5% 0.0004 0.0% 8% False False 2
40 1.3091 1.2817 0.0274 2.1% 0.0002 0.0% 9% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 32% False False 1
80 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 25% False False 1
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 25% False False 1
120 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 56% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.3074
2.618 1.2998
1.618 1.2952
1.000 1.2924
0.618 1.2906
HIGH 1.2878
0.618 1.2860
0.500 1.2855
0.382 1.2850
LOW 1.2832
0.618 1.2804
1.000 1.2786
1.618 1.2758
2.618 1.2712
4.250 1.2637
Fisher Pivots for day following 19-Sep-2006
Pivot 1 day 3 day
R1 1.2855 1.2852
PP 1.2850 1.2848
S1 1.2846 1.2845

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

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