CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 25-Sep-2006
Day Change Summary
Previous Current
22-Sep-2006 25-Sep-2006 Change Change % Previous Week
Open 1.2942 1.2920 -0.0022 -0.2% 1.2865
High 1.2942 1.2920 -0.0022 -0.2% 1.2946
Low 1.2942 1.2920 -0.0022 -0.2% 1.2832
Close 1.2942 1.2920 -0.0022 -0.2% 1.2942
Range
ATR 0.0036 0.0035 -0.0001 -2.7% 0.0000
Volume 4 8 4 100.0% 20
Daily Pivots for day following 25-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2920 1.2920 1.2920
R3 1.2920 1.2920 1.2920
R2 1.2920 1.2920 1.2920
R1 1.2920 1.2920 1.2920 1.2920
PP 1.2920 1.2920 1.2920 1.2920
S1 1.2920 1.2920 1.2920 1.2920
S2 1.2920 1.2920 1.2920
S3 1.2920 1.2920 1.2920
S4 1.2920 1.2920 1.2920
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3249 1.3209 1.3005
R3 1.3135 1.3095 1.2973
R2 1.3021 1.3021 1.2963
R1 1.2981 1.2981 1.2952 1.3001
PP 1.2907 1.2907 1.2907 1.2917
S1 1.2867 1.2867 1.2932 1.2887
S2 1.2793 1.2793 1.2921
S3 1.2679 1.2753 1.2911
S4 1.2565 1.2639 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2946 1.2832 0.0114 0.9% 0.0009 0.1% 77% False False 5
10 1.2946 1.2825 0.0121 0.9% 0.0005 0.0% 79% False False 3
20 1.3023 1.2825 0.0198 1.5% 0.0002 0.0% 48% False False 2
40 1.3091 1.2825 0.0266 2.1% 0.0002 0.0% 36% False False 2
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 54% False False 1
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 42% False False 1
100 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 42% False False 1
120 1.3193 1.2393 0.0800 6.2% 0.0002 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2920
2.618 1.2920
1.618 1.2920
1.000 1.2920
0.618 1.2920
HIGH 1.2920
0.618 1.2920
0.500 1.2920
0.382 1.2920
LOW 1.2920
0.618 1.2920
1.000 1.2920
1.618 1.2920
2.618 1.2920
4.250 1.2920
Fisher Pivots for day following 25-Sep-2006
Pivot 1 day 3 day
R1 1.2920 1.2933
PP 1.2920 1.2929
S1 1.2920 1.2924

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

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