CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 1.3276 1.3274 -0.0002 0.0% 1.3359
High 1.3310 1.3272 -0.0038 -0.3% 1.3385
Low 1.3262 1.3245 -0.0017 -0.1% 1.3173
Close 1.3276 1.3274 -0.0002 0.0% 1.3181
Range 0.0048 0.0027 -0.0021 -43.8% 0.0212
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume 1,160 336 -824 -71.0% 276
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3345 1.3336 1.3289
R3 1.3318 1.3309 1.3281
R2 1.3291 1.3291 1.3279
R1 1.3282 1.3282 1.3276 1.3288
PP 1.3264 1.3264 1.3264 1.3266
S1 1.3255 1.3255 1.3272 1.3261
S2 1.3237 1.3237 1.3269
S3 1.3210 1.3228 1.3267
S4 1.3183 1.3201 1.3259
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 1.3310 1.3160 0.0150 1.1% 0.0040 0.3% 76% False False 368
10 1.3460 1.3160 0.0300 2.3% 0.0046 0.3% 38% False False 215
20 1.3460 1.3160 0.0300 2.3% 0.0031 0.2% 38% False False 172
40 1.3460 1.2822 0.0638 4.8% 0.0017 0.1% 71% False False 87
60 1.3460 1.2642 0.0818 6.2% 0.0012 0.1% 77% False False 59
80 1.3460 1.2642 0.0818 6.2% 0.0010 0.1% 77% False False 46
100 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 77% False False 37
120 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 77% False False 31
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3387
2.618 1.3343
1.618 1.3316
1.000 1.3299
0.618 1.3289
HIGH 1.3272
0.618 1.3262
0.500 1.3259
0.382 1.3255
LOW 1.3245
0.618 1.3228
1.000 1.3218
1.618 1.3201
2.618 1.3174
4.250 1.3130
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 1.3269 1.3275
PP 1.3264 1.3275
S1 1.3259 1.3274

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

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