CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 09-Oct-2006
Day Change Summary
Previous Current
06-Oct-2006 09-Oct-2006 Change Change % Previous Week
Open 1.2753 1.2753 0.0000 0.0% 1.2890
High 1.2753 1.2753 0.0000 0.0% 1.2890
Low 1.2753 1.2753 0.0000 0.0% 1.2753
Close 1.2753 1.2753 0.0000 0.0% 1.2753
Range
ATR 0.0036 0.0033 -0.0003 -7.1% 0.0000
Volume 20 1 -19 -95.0% 38
Daily Pivots for day following 09-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2753 1.2753 1.2753
R3 1.2753 1.2753 1.2753
R2 1.2753 1.2753 1.2753
R1 1.2753 1.2753 1.2753 1.2753
PP 1.2753 1.2753 1.2753 1.2753
S1 1.2753 1.2753 1.2753 1.2753
S2 1.2753 1.2753 1.2753
S3 1.2753 1.2753 1.2753
S4 1.2753 1.2753 1.2753
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3210 1.3118 1.2828
R3 1.3073 1.2981 1.2791
R2 1.2936 1.2936 1.2778
R1 1.2844 1.2844 1.2766 1.2822
PP 1.2799 1.2799 1.2799 1.2787
S1 1.2707 1.2707 1.2740 1.2685
S2 1.2662 1.2662 1.2728
S3 1.2525 1.2570 1.2715
S4 1.2388 1.2433 1.2678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2878 1.2753 0.0125 1.0% 0.0000 0.0% 0% False True 7
10 1.2890 1.2753 0.0137 1.1% 0.0000 0.0% 0% False True 10
20 1.2946 1.2753 0.0193 1.5% 0.0002 0.0% 0% False True 7
40 1.3087 1.2753 0.0334 2.6% 0.0002 0.0% 0% False True 4
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 8% False False 3
80 1.3091 1.2723 0.0368 2.9% 0.0002 0.0% 8% False False 2
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 6% False False 2
120 1.3193 1.2607 0.0586 4.6% 0.0002 0.0% 25% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Fibonacci Retracements and Extensions
4.250 1.2753
2.618 1.2753
1.618 1.2753
1.000 1.2753
0.618 1.2753
HIGH 1.2753
0.618 1.2753
0.500 1.2753
0.382 1.2753
LOW 1.2753
0.618 1.2753
1.000 1.2753
1.618 1.2753
2.618 1.2753
4.250 1.2753
Fisher Pivots for day following 09-Oct-2006
Pivot 1 day 3 day
R1 1.2753 1.2795
PP 1.2753 1.2781
S1 1.2753 1.2767

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

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