CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 31-Oct-2006
Day Change Summary
Previous Current
30-Oct-2006 31-Oct-2006 Change Change % Previous Week
Open 1.2858 1.2892 0.0034 0.3% 1.2686
High 1.2858 1.2900 0.0042 0.3% 1.2865
Low 1.2858 1.2830 -0.0028 -0.2% 1.2686
Close 1.2858 1.2892 0.0034 0.3% 1.2865
Range 0.0000 0.0070 0.0070 0.0179
ATR 0.0037 0.0039 0.0002 6.5% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 31-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3084 1.3058 1.2931
R3 1.3014 1.2988 1.2911
R2 1.2944 1.2944 1.2905
R1 1.2918 1.2918 1.2898 1.2927
PP 1.2874 1.2874 1.2874 1.2879
S1 1.2848 1.2848 1.2886 1.2857
S2 1.2804 1.2804 1.2879
S3 1.2734 1.2778 1.2873
S4 1.2664 1.2708 1.2854
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3342 1.3283 1.2963
R3 1.3163 1.3104 1.2914
R2 1.2984 1.2984 1.2898
R1 1.2925 1.2925 1.2881 1.2955
PP 1.2805 1.2805 1.2805 1.2820
S1 1.2746 1.2746 1.2849 1.2776
S2 1.2626 1.2626 1.2832
S3 1.2447 1.2567 1.2816
S4 1.2268 1.2388 1.2767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2900 1.2745 0.0155 1.2% 0.0014 0.1% 95% True False
10 1.2900 1.2671 0.0229 1.8% 0.0007 0.1% 97% True False
20 1.2900 1.2642 0.0258 2.0% 0.0006 0.0% 97% True False 3
40 1.2993 1.2642 0.0351 2.7% 0.0004 0.0% 71% False False 4
60 1.3090 1.2642 0.0448 3.5% 0.0003 0.0% 56% False False 3
80 1.3091 1.2642 0.0449 3.5% 0.0004 0.0% 56% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 56% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 45% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1.3198
2.618 1.3083
1.618 1.3013
1.000 1.2970
0.618 1.2943
HIGH 1.2900
0.618 1.2873
0.500 1.2865
0.382 1.2857
LOW 1.2830
0.618 1.2787
1.000 1.2760
1.618 1.2717
2.618 1.2647
4.250 1.2533
Fisher Pivots for day following 31-Oct-2006
Pivot 1 day 3 day
R1 1.2883 1.2883
PP 1.2874 1.2874
S1 1.2865 1.2865

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

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