CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary
Previous Current
09-Oct-2006 10-Oct-2006 Change Change % Previous Week
Open 1.2753 1.2677 -0.0076 -0.6% 1.2890
High 1.2753 1.2677 -0.0076 -0.6% 1.2890
Low 1.2753 1.2677 -0.0076 -0.6% 1.2753
Close 1.2753 1.2677 -0.0076 -0.6% 1.2753
Range
ATR 0.0033 0.0036 0.0003 9.3% 0.0000
Volume 1 0 -1 -100.0% 38
Daily Pivots for day following 10-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2677 1.2677 1.2677
R3 1.2677 1.2677 1.2677
R2 1.2677 1.2677 1.2677
R1 1.2677 1.2677 1.2677 1.2677
PP 1.2677 1.2677 1.2677 1.2677
S1 1.2677 1.2677 1.2677 1.2677
S2 1.2677 1.2677 1.2677
S3 1.2677 1.2677 1.2677
S4 1.2677 1.2677 1.2677
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 1.2837 1.2677 0.0160 1.3% 0.0000 0.0% 0% False True 7
10 1.2890 1.2677 0.0213 1.7% 0.0000 0.0% 0% False True 4
20 1.2946 1.2677 0.0269 2.1% 0.0002 0.0% 0% False True 7
40 1.3087 1.2677 0.0410 3.2% 0.0002 0.0% 0% False True 4
60 1.3091 1.2677 0.0414 3.3% 0.0003 0.0% 0% False True 3
80 1.3091 1.2677 0.0414 3.3% 0.0002 0.0% 0% False True 2
100 1.3193 1.2677 0.0516 4.1% 0.0002 0.0% 0% False True 2
120 1.3193 1.2632 0.0561 4.4% 0.0002 0.0% 8% 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 False
Bear Hook False
Bull Hook False
Stretch -0.0002
Fibonacci Retracements and Extensions
4.250 1.2677
2.618 1.2677
1.618 1.2677
1.000 1.2677
0.618 1.2677
HIGH 1.2677
0.618 1.2677
0.500 1.2677
0.382 1.2677
LOW 1.2677
0.618 1.2677
1.000 1.2677
1.618 1.2677
2.618 1.2677
4.250 1.2677
Fisher Pivots for day following 10-Oct-2006
Pivot 1 day 3 day
R1 1.2677 1.2715
PP 1.2677 1.2702
S1 1.2677 1.2690

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

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