CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 1.3006 1.3005 -0.0001 0.0% 1.3106
High 1.3015 1.3025 0.0010 0.1% 1.3118
Low 1.3002 1.2999 -0.0003 0.0% 1.2972
Close 1.3006 1.3005 -0.0001 0.0% 1.3006
Range 0.0013 0.0026 0.0013 100.0% 0.0146
ATR 0.0059 0.0057 -0.0002 -4.0% 0.0000
Volume 843 255 -588 -69.8% 1,924
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3088 1.3072 1.3019
R3 1.3062 1.3046 1.3012
R2 1.3036 1.3036 1.3010
R1 1.3020 1.3020 1.3007 1.3018
PP 1.3010 1.3010 1.3010 1.3009
S1 1.2994 1.2994 1.3003 1.2992
S2 1.2984 1.2984 1.3000
S3 1.2958 1.2968 1.2998
S4 1.2932 1.2942 1.2991
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3470 1.3384 1.3086
R3 1.3324 1.3238 1.3046
R2 1.3178 1.3178 1.3033
R1 1.3092 1.3092 1.3019 1.3062
PP 1.3032 1.3032 1.3032 1.3017
S1 1.2946 1.2946 1.2993 1.2916
S2 1.2886 1.2886 1.2979
S3 1.2740 1.2800 1.2966
S4 1.2594 1.2654 1.2926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3099 1.2972 0.0127 1.0% 0.0017 0.1% 26% False False 366
10 1.3378 1.2972 0.0406 3.1% 0.0021 0.2% 8% False False 320
20 1.3378 1.2972 0.0406 3.1% 0.0025 0.2% 8% False False 297
40 1.3460 1.2912 0.0548 4.2% 0.0023 0.2% 17% False False 189
60 1.3460 1.2686 0.0774 6.0% 0.0016 0.1% 41% False False 126
80 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 44% False False 97
100 1.3460 1.2642 0.0818 6.3% 0.0011 0.1% 44% False False 78
120 1.3460 1.2642 0.0818 6.3% 0.0009 0.1% 44% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3136
2.618 1.3093
1.618 1.3067
1.000 1.3051
0.618 1.3041
HIGH 1.3025
0.618 1.3015
0.500 1.3012
0.382 1.3009
LOW 1.2999
0.618 1.2983
1.000 1.2973
1.618 1.2957
2.618 1.2931
4.250 1.2889
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 1.3012 1.3003
PP 1.3010 1.3001
S1 1.3007 1.2999

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

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