CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 1.3254 1.3176 -0.0078 -0.6% 1.3359
High 1.3254 1.3176 -0.0078 -0.6% 1.3385
Low 1.3254 1.3173 -0.0081 -0.6% 1.3173
Close 1.3254 1.3181 -0.0073 -0.6% 1.3181
Range 0.0000 0.0003 0.0003 0.0212
ATR 0.0054 0.0056 0.0002 3.6% 0.0000
Volume 112 45 -67 -59.8% 276
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3186 1.3186 1.3183
R3 1.3183 1.3183 1.3182
R2 1.3180 1.3180 1.3182
R1 1.3180 1.3180 1.3181 1.3180
PP 1.3177 1.3177 1.3177 1.3177
S1 1.3177 1.3177 1.3181 1.3177
S2 1.3174 1.3174 1.3180
S3 1.3171 1.3174 1.3180
S4 1.3168 1.3171 1.3179
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3882 1.3744 1.3298
R3 1.3670 1.3532 1.3239
R2 1.3458 1.3458 1.3220
R1 1.3320 1.3320 1.3200 1.3283
PP 1.3246 1.3246 1.3246 1.3228
S1 1.3108 1.3108 1.3162 1.3071
S2 1.3034 1.3034 1.3142
S3 1.2822 1.2896 1.3123
S4 1.2610 1.2684 1.3064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3385 1.3173 0.0212 1.6% 0.0024 0.2% 4% False True 55
10 1.3460 1.3173 0.0287 2.2% 0.0037 0.3% 3% False True 128
20 1.3460 1.2928 0.0532 4.0% 0.0021 0.2% 48% False False 82
40 1.3460 1.2686 0.0774 5.9% 0.0012 0.1% 64% False False 42
60 1.3460 1.2642 0.0818 6.2% 0.0009 0.1% 66% False False 30
80 1.3460 1.2642 0.0818 6.2% 0.0007 0.1% 66% False False 23
100 1.3460 1.2642 0.0818 6.2% 0.0006 0.0% 66% False False 19
120 1.3460 1.2642 0.0818 6.2% 0.0006 0.0% 66% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3189
2.618 1.3184
1.618 1.3181
1.000 1.3179
0.618 1.3178
HIGH 1.3176
0.618 1.3175
0.500 1.3175
0.382 1.3174
LOW 1.3173
0.618 1.3171
1.000 1.3170
1.618 1.3168
2.618 1.3165
4.250 1.3160
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 1.3179 1.3240
PP 1.3177 1.3220
S1 1.3175 1.3201

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

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