CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 12-Oct-2006
Day Change Summary
Previous Current
11-Oct-2006 12-Oct-2006 Change Change % Previous Week
Open 1.2660 1.2689 0.0029 0.2% 1.2890
High 1.2690 1.2689 -0.0001 0.0% 1.2890
Low 1.2650 1.2689 0.0039 0.3% 1.2753
Close 1.2660 1.2689 0.0029 0.2% 1.2753
Range 0.0040 0.0000 -0.0040 -100.0% 0.0137
ATR 0.0036 0.0036 -0.0001 -1.5% 0.0000
Volume 2 2 0 0.0% 38
Daily Pivots for day following 12-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2689 1.2689 1.2689
R3 1.2689 1.2689 1.2689
R2 1.2689 1.2689 1.2689
R1 1.2689 1.2689 1.2689 1.2689
PP 1.2689 1.2689 1.2689 1.2689
S1 1.2689 1.2689 1.2689 1.2689
S2 1.2689 1.2689 1.2689
S3 1.2689 1.2689 1.2689
S4 1.2689 1.2689 1.2689
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 1.2753 1.2650 0.0103 0.8% 0.0008 0.1% 38% False False 5
10 1.2890 1.2650 0.0240 1.9% 0.0004 0.0% 16% False False 4
20 1.2946 1.2650 0.0296 2.3% 0.0004 0.0% 13% False False 7
40 1.3087 1.2650 0.0437 3.4% 0.0003 0.0% 9% False False 4
60 1.3091 1.2650 0.0441 3.5% 0.0002 0.0% 9% False False 3
80 1.3091 1.2650 0.0441 3.5% 0.0003 0.0% 9% False False 2
100 1.3193 1.2650 0.0543 4.3% 0.0002 0.0% 7% False False 2
120 1.3193 1.2650 0.0543 4.3% 0.0002 0.0% 7% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2689
2.618 1.2689
1.618 1.2689
1.000 1.2689
0.618 1.2689
HIGH 1.2689
0.618 1.2689
0.500 1.2689
0.382 1.2689
LOW 1.2689
0.618 1.2689
1.000 1.2689
1.618 1.2689
2.618 1.2689
4.250 1.2689
Fisher Pivots for day following 12-Oct-2006
Pivot 1 day 3 day
R1 1.2689 1.2683
PP 1.2689 1.2676
S1 1.2689 1.2670

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

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