CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 1.2903 1.2906 0.0003 0.0% 1.2686
High 1.2903 1.2906 0.0003 0.0% 1.2865
Low 1.2903 1.2906 0.0003 0.0% 1.2686
Close 1.2903 1.2906 0.0003 0.0% 1.2865
Range
ATR 0.0037 0.0035 -0.0002 -6.6% 0.0000
Volume 20 1 -19 -95.0% 0
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2906 1.2906 1.2906
R3 1.2906 1.2906 1.2906
R2 1.2906 1.2906 1.2906
R1 1.2906 1.2906 1.2906 1.2906
PP 1.2906 1.2906 1.2906 1.2906
S1 1.2906 1.2906 1.2906 1.2906
S2 1.2906 1.2906 1.2906
S3 1.2906 1.2906 1.2906
S4 1.2906 1.2906 1.2906
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 1.2906 1.2830 0.0076 0.6% 0.0014 0.1% 100% True False 4
10 1.2906 1.2686 0.0220 1.7% 0.0007 0.1% 100% True False 2
20 1.2906 1.2642 0.0264 2.0% 0.0006 0.0% 100% True False 3
40 1.2946 1.2642 0.0304 2.4% 0.0004 0.0% 87% False False 4
60 1.3087 1.2642 0.0445 3.4% 0.0003 0.0% 59% False False 4
80 1.3091 1.2642 0.0449 3.5% 0.0004 0.0% 59% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 59% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 48% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2906
2.618 1.2906
1.618 1.2906
1.000 1.2906
0.618 1.2906
HIGH 1.2906
0.618 1.2906
0.500 1.2906
0.382 1.2906
LOW 1.2906
0.618 1.2906
1.000 1.2906
1.618 1.2906
2.618 1.2906
4.250 1.2906
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 1.2906 1.2893
PP 1.2906 1.2881
S1 1.2906 1.2868

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

View Archives - Comment on this page... - Back to Index of Symbols