CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 02-Oct-2006
Day Change Summary
Previous Current
29-Sep-2006 02-Oct-2006 Change Change % Previous Week
Open 1.2838 1.2890 0.0052 0.4% 1.2920
High 1.2838 1.2890 0.0052 0.4% 1.2920
Low 1.2838 1.2890 0.0052 0.4% 1.2838
Close 1.2838 1.2890 0.0052 0.4% 1.2838
Range
ATR 0.0032 0.0033 0.0001 4.5% 0.0000
Volume
Daily Pivots for day following 02-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2890 1.2890 1.2890
R3 1.2890 1.2890 1.2890
R2 1.2890 1.2890 1.2890
R1 1.2890 1.2890 1.2890 1.2890
PP 1.2890 1.2890 1.2890 1.2890
S1 1.2890 1.2890 1.2890 1.2890
S2 1.2890 1.2890 1.2890
S3 1.2890 1.2890 1.2890
S4 1.2890 1.2890 1.2890
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3111 1.3057 1.2883
R3 1.3029 1.2975 1.2861
R2 1.2947 1.2947 1.2853
R1 1.2893 1.2893 1.2846 1.2879
PP 1.2865 1.2865 1.2865 1.2859
S1 1.2811 1.2811 1.2830 1.2797
S2 1.2783 1.2783 1.2823
S3 1.2701 1.2729 1.2815
S4 1.2619 1.2647 1.2793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2890 1.2838 0.0052 0.4% 0.0000 0.0% 100% True False 14
10 1.2946 1.2832 0.0114 0.9% 0.0005 0.0% 51% False False 9
20 1.2998 1.2825 0.0173 1.3% 0.0002 0.0% 38% False False 5
40 1.3090 1.2825 0.0265 2.1% 0.0002 0.0% 25% False False 3
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 45% False False 2
80 1.3091 1.2723 0.0368 2.9% 0.0002 0.0% 45% False False 2
100 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 36% False False 2
120 1.3193 1.2395 0.0798 6.2% 0.0002 0.0% 62% 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 1.2890
2.618 1.2890
1.618 1.2890
1.000 1.2890
0.618 1.2890
HIGH 1.2890
0.618 1.2890
0.500 1.2890
0.382 1.2890
LOW 1.2890
0.618 1.2890
1.000 1.2890
1.618 1.2890
2.618 1.2890
4.250 1.2890
Fisher Pivots for day following 02-Oct-2006
Pivot 1 day 3 day
R1 1.2890 1.2881
PP 1.2890 1.2873
S1 1.2890 1.2864

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

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