CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 1.3195 1.3217 0.0022 0.2% 1.3172
High 1.3195 1.3220 0.0025 0.2% 1.3310
Low 1.3195 1.3220 0.0025 0.2% 1.3160
Close 1.3195 1.3217 0.0022 0.2% 1.3214
Range
ATR 0.0054 0.0052 -0.0002 -3.8% 0.0000
Volume 420 26 -394 -93.8% 1,904
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3219 1.3218 1.3217
R3 1.3219 1.3218 1.3217
R2 1.3219 1.3219 1.3217
R1 1.3218 1.3218 1.3217 1.3217
PP 1.3219 1.3219 1.3219 1.3219
S1 1.3218 1.3218 1.3217 1.3217
S2 1.3219 1.3219 1.3217
S3 1.3219 1.3218 1.3217
S4 1.3219 1.3218 1.3217
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3678 1.3596 1.3297
R3 1.3528 1.3446 1.3255
R2 1.3378 1.3378 1.3242
R1 1.3296 1.3296 1.3228 1.3337
PP 1.3228 1.3228 1.3228 1.3249
S1 1.3146 1.3146 1.3200 1.3187
S2 1.3078 1.3078 1.3187
S3 1.2928 1.2996 1.3173
S4 1.2778 1.2846 1.3132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3310 1.3195 0.0115 0.9% 0.0015 0.1% 19% False False 409
10 1.3310 1.3160 0.0150 1.1% 0.0020 0.1% 38% False False 253
20 1.3460 1.3160 0.0300 2.3% 0.0028 0.2% 19% False False 195
40 1.3460 1.2830 0.0630 4.8% 0.0017 0.1% 61% False False 101
60 1.3460 1.2642 0.0818 6.2% 0.0012 0.1% 70% False False 68
80 1.3460 1.2642 0.0818 6.2% 0.0010 0.1% 70% False False 53
100 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 70% False False 42
120 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 70% False False 35
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.3220
2.618 1.3220
1.618 1.3220
1.000 1.3220
0.618 1.3220
HIGH 1.3220
0.618 1.3220
0.500 1.3220
0.382 1.3220
LOW 1.3220
0.618 1.3220
1.000 1.3220
1.618 1.3220
2.618 1.3220
4.250 1.3220
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 1.3220 1.3214
PP 1.3219 1.3211
S1 1.3218 1.3208

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

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