CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 1.3196 1.3097 -0.0099 -0.8% 1.3372
High 1.3197 1.3098 -0.0099 -0.8% 1.3378
Low 1.3175 1.3073 -0.0102 -0.8% 1.3073
Close 1.3176 1.3097 -0.0079 -0.6% 1.3097
Range 0.0022 0.0025 0.0003 13.6% 0.0305
ATR 0.0063 0.0066 0.0003 4.6% 0.0000
Volume 264 218 -46 -17.4% 1,021
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3164 1.3156 1.3111
R3 1.3139 1.3131 1.3104
R2 1.3114 1.3114 1.3102
R1 1.3106 1.3106 1.3099 1.3110
PP 1.3089 1.3089 1.3089 1.3091
S1 1.3081 1.3081 1.3095 1.3085
S2 1.3064 1.3064 1.3092
S3 1.3039 1.3056 1.3090
S4 1.3014 1.3031 1.3083
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.4098 1.3902 1.3265
R3 1.3793 1.3597 1.3181
R2 1.3488 1.3488 1.3153
R1 1.3292 1.3292 1.3125 1.3238
PP 1.3183 1.3183 1.3183 1.3155
S1 1.2987 1.2987 1.3069 1.2933
S2 1.2878 1.2878 1.3041
S3 1.2573 1.2682 1.3013
S4 1.2268 1.2377 1.2929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3378 1.3073 0.0305 2.3% 0.0026 0.2% 8% False True 256
10 1.3378 1.3073 0.0305 2.3% 0.0021 0.2% 8% False True 227
20 1.3460 1.3073 0.0387 3.0% 0.0033 0.3% 6% False True 211
40 1.3460 1.2895 0.0565 4.3% 0.0020 0.2% 36% False False 135
60 1.3460 1.2642 0.0818 6.2% 0.0015 0.1% 56% False False 91
80 1.3460 1.2642 0.0818 6.2% 0.0012 0.1% 56% False False 70
100 1.3460 1.2642 0.0818 6.2% 0.0010 0.1% 56% False False 56
120 1.3460 1.2642 0.0818 6.2% 0.0009 0.1% 56% False False 47
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3204
2.618 1.3163
1.618 1.3138
1.000 1.3123
0.618 1.3113
HIGH 1.3098
0.618 1.3088
0.500 1.3086
0.382 1.3083
LOW 1.3073
0.618 1.3058
1.000 1.3048
1.618 1.3033
2.618 1.3008
4.250 1.2967
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 1.3093 1.3178
PP 1.3089 1.3151
S1 1.3086 1.3124

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

View Archives - Comment on this page... - Back to Index of Symbols