CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 05-Oct-2006
Day Change Summary
Previous Current
04-Oct-2006 05-Oct-2006 Change Change % Previous Week
Open 1.2859 1.2837 -0.0022 -0.2% 1.2920
High 1.2835 1.2837 0.0002 0.0% 1.2920
Low 1.2835 1.2837 0.0002 0.0% 1.2838
Close 1.2859 1.2837 -0.0022 -0.2% 1.2838
Range
ATR 0.0033 0.0032 -0.0001 -2.3% 0.0000
Volume 15 3 -12 -80.0% 78
Daily Pivots for day following 05-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2837 1.2837 1.2837
R3 1.2837 1.2837 1.2837
R2 1.2837 1.2837 1.2837
R1 1.2837 1.2837 1.2837 1.2837
PP 1.2837 1.2837 1.2837 1.2837
S1 1.2837 1.2837 1.2837 1.2837
S2 1.2837 1.2837 1.2837
S3 1.2837 1.2837 1.2837
S4 1.2837 1.2837 1.2837
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 1.2835 0.0055 0.4% 0.0000 0.0% 4% False False 3
10 1.2942 1.2835 0.0107 0.8% 0.0000 0.0% 2% False False 10
20 1.2946 1.2825 0.0121 0.9% 0.0002 0.0% 10% False False 6
40 1.3087 1.2825 0.0262 2.0% 0.0002 0.0% 5% False False 4
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 31% False False 3
80 1.3091 1.2723 0.0368 2.9% 0.0002 0.0% 31% False False 2
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 24% False False 2
120 1.3193 1.2605 0.0588 4.6% 0.0002 0.0% 39% False False 2
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 True
Bear Hook False
Bull Hook False
Stretch -0.0002
Fibonacci Retracements and Extensions
4.250 1.2837
2.618 1.2837
1.618 1.2837
1.000 1.2837
0.618 1.2837
HIGH 1.2837
0.618 1.2837
0.500 1.2837
0.382 1.2837
LOW 1.2837
0.618 1.2837
1.000 1.2837
1.618 1.2837
2.618 1.2837
4.250 1.2837
Fisher Pivots for day following 05-Oct-2006
Pivot 1 day 3 day
R1 1.2837 1.2857
PP 1.2837 1.2850
S1 1.2837 1.2844

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

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