CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 29-Nov-2006
Day Change Summary
Previous Current
28-Nov-2006 29-Nov-2006 Change Change % Previous Week
Open 1.3259 1.3270 0.0011 0.1% 1.2928
High 1.3300 1.3278 -0.0022 -0.2% 1.3202
Low 1.3259 1.3278 0.0019 0.1% 1.2928
Close 1.3304 1.3270 -0.0034 -0.3% 1.3202
Range 0.0041 0.0000 -0.0041 -100.0% 0.0274
ATR 0.0043 0.0042 -0.0001 -2.9% 0.0000
Volume 76 42 -34 -44.7% 6
Daily Pivots for day following 29-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3275 1.3273 1.3270
R3 1.3275 1.3273 1.3270
R2 1.3275 1.3275 1.3270
R1 1.3273 1.3273 1.3270 1.3270
PP 1.3275 1.3275 1.3275 1.3274
S1 1.3273 1.3273 1.3270 1.3270
S2 1.3275 1.3275 1.3270
S3 1.3275 1.3273 1.3270
S4 1.3275 1.3273 1.3270
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3933 1.3841 1.3353
R3 1.3659 1.3567 1.3277
R2 1.3385 1.3385 1.3252
R1 1.3293 1.3293 1.3227 1.3339
PP 1.3111 1.3111 1.3111 1.3134
S1 1.3019 1.3019 1.3177 1.3065
S2 1.2837 1.2837 1.3152
S3 1.2563 1.2745 1.3127
S4 1.2289 1.2471 1.3051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3300 1.3039 0.0261 2.0% 0.0010 0.1% 89% False False 26
10 1.3300 1.2912 0.0388 2.9% 0.0005 0.0% 92% False False 13
20 1.3300 1.2835 0.0465 3.5% 0.0003 0.0% 94% False False 9
40 1.3300 1.2642 0.0658 5.0% 0.0004 0.0% 95% False False 6
60 1.3300 1.2642 0.0658 5.0% 0.0004 0.0% 95% False False 6
80 1.3300 1.2642 0.0658 5.0% 0.0003 0.0% 95% False False 5
100 1.3300 1.2642 0.0658 5.0% 0.0004 0.0% 95% False False 4
120 1.3300 1.2642 0.0658 5.0% 0.0003 0.0% 95% False False 3
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3278
2.618 1.3278
1.618 1.3278
1.000 1.3278
0.618 1.3278
HIGH 1.3278
0.618 1.3278
0.500 1.3278
0.382 1.3278
LOW 1.3278
0.618 1.3278
1.000 1.3278
1.618 1.3278
2.618 1.3278
4.250 1.3278
Fisher Pivots for day following 29-Nov-2006
Pivot 1 day 3 day
R1 1.3278 1.3271
PP 1.3275 1.3270
S1 1.3273 1.3270

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

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