CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary
Previous Current
08-Dec-2006 11-Dec-2006 Change Change % Previous Week
Open 1.3302 1.3359 0.0057 0.4% 1.3420
High 1.3460 1.3360 -0.0100 -0.7% 1.3460
Low 1.3310 1.3290 -0.0020 -0.2% 1.3310
Close 1.3302 1.3354 0.0052 0.4% 1.3302
Range 0.0150 0.0070 -0.0080 -53.3% 0.0150
ATR 0.0052 0.0053 0.0001 2.5% 0.0000
Volume 77 74 -3 -3.9% 1,008
Daily Pivots for day following 11-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3545 1.3519 1.3393
R3 1.3475 1.3449 1.3373
R2 1.3405 1.3405 1.3367
R1 1.3379 1.3379 1.3360 1.3357
PP 1.3335 1.3335 1.3335 1.3324
S1 1.3309 1.3309 1.3348 1.3287
S2 1.3265 1.3265 1.3341
S3 1.3195 1.3239 1.3335
S4 1.3125 1.3169 1.3316
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3807 1.3705 1.3385
R3 1.3657 1.3555 1.3343
R2 1.3507 1.3507 1.3330
R1 1.3405 1.3405 1.3316 1.3381
PP 1.3357 1.3357 1.3357 1.3346
S1 1.3255 1.3255 1.3288 1.3231
S2 1.3207 1.3207 1.3275
S3 1.3057 1.3105 1.3261
S4 1.2907 1.2955 1.3220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3460 1.3290 0.0170 1.3% 0.0058 0.4% 38% False True 125
10 1.3460 1.3259 0.0201 1.5% 0.0036 0.3% 47% False False 142
20 1.3460 1.2912 0.0548 4.1% 0.0018 0.1% 81% False False 72
40 1.3460 1.2664 0.0796 6.0% 0.0011 0.1% 87% False False 38
60 1.3460 1.2642 0.0818 6.1% 0.0009 0.1% 87% False False 27
80 1.3460 1.2642 0.0818 6.1% 0.0007 0.1% 87% False False 21
100 1.3460 1.2642 0.0818 6.1% 0.0006 0.0% 87% False False 17
120 1.3460 1.2642 0.0818 6.1% 0.0006 0.0% 87% False False 14
Crabel Price Patterns
NR True
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 -0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3658
2.618 1.3543
1.618 1.3473
1.000 1.3430
0.618 1.3403
HIGH 1.3360
0.618 1.3333
0.500 1.3325
0.382 1.3317
LOW 1.3290
0.618 1.3247
1.000 1.3220
1.618 1.3177
2.618 1.3107
4.250 1.2993
Fisher Pivots for day following 11-Dec-2006
Pivot 1 day 3 day
R1 1.3344 1.3375
PP 1.3335 1.3368
S1 1.3325 1.3361

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

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