CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 02-Jan-2007 Change Change % Previous Week
Open 1.3282 1.3372 0.0090 0.7% 1.3195
High 1.3290 1.3378 0.0088 0.7% 1.3290
Low 1.3248 1.3370 0.0122 0.9% 1.3195
Close 1.3282 1.3379 0.0097 0.7% 1.3282
Range 0.0042 0.0008 -0.0034 -81.0% 0.0095
ATR 0.0053 0.0056 0.0003 5.8% 0.0000
Volume 262 436 174 66.4% 810
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3400 1.3397 1.3383
R3 1.3392 1.3389 1.3381
R2 1.3384 1.3384 1.3380
R1 1.3381 1.3381 1.3380 1.3383
PP 1.3376 1.3376 1.3376 1.3376
S1 1.3373 1.3373 1.3378 1.3375
S2 1.3368 1.3368 1.3378
S3 1.3360 1.3365 1.3377
S4 1.3352 1.3357 1.3375
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3541 1.3506 1.3334
R3 1.3446 1.3411 1.3308
R2 1.3351 1.3351 1.3299
R1 1.3316 1.3316 1.3291 1.3334
PP 1.3256 1.3256 1.3256 1.3264
S1 1.3221 1.3221 1.3273 1.3239
S2 1.3161 1.3161 1.3265
S3 1.3066 1.3126 1.3256
S4 1.2971 1.3031 1.3230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3378 1.3195 0.0183 1.4% 0.0020 0.1% 101% True False 249
10 1.3378 1.3160 0.0218 1.6% 0.0029 0.2% 100% True False 315
20 1.3460 1.3160 0.0300 2.2% 0.0033 0.2% 73% False False 221
40 1.3460 1.2835 0.0625 4.7% 0.0018 0.1% 87% False False 120
60 1.3460 1.2642 0.0818 6.1% 0.0014 0.1% 90% False False 81
80 1.3460 1.2642 0.0818 6.1% 0.0011 0.1% 90% False False 62
100 1.3460 1.2642 0.0818 6.1% 0.0009 0.1% 90% False False 50
120 1.3460 1.2642 0.0818 6.1% 0.0009 0.1% 90% False False 42
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3412
2.618 1.3399
1.618 1.3391
1.000 1.3386
0.618 1.3383
HIGH 1.3378
0.618 1.3375
0.500 1.3374
0.382 1.3373
LOW 1.3370
0.618 1.3365
1.000 1.3362
1.618 1.3357
2.618 1.3349
4.250 1.3336
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 1.3377 1.3355
PP 1.3376 1.3331
S1 1.3374 1.3307

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

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