CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 1.3005 1.3014 0.0009 0.1% 1.3106
High 1.3025 1.3027 0.0002 0.0% 1.3118
Low 1.2999 1.3015 0.0016 0.1% 1.2972
Close 1.3005 1.3014 0.0009 0.1% 1.3006
Range 0.0026 0.0012 -0.0014 -53.8% 0.0146
ATR 0.0057 0.0054 -0.0002 -4.4% 0.0000
Volume 255 397 142 55.7% 1,924
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3055 1.3046 1.3021
R3 1.3043 1.3034 1.3017
R2 1.3031 1.3031 1.3016
R1 1.3022 1.3022 1.3015 1.3020
PP 1.3019 1.3019 1.3019 1.3018
S1 1.3010 1.3010 1.3013 1.3008
S2 1.3007 1.3007 1.3012
S3 1.2995 1.2998 1.3011
S4 1.2983 1.2986 1.3007
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 1.3032 1.2972 0.0060 0.5% 0.0015 0.1% 70% False False 384
10 1.3283 1.2972 0.0311 2.4% 0.0021 0.2% 14% False False 316
20 1.3378 1.2972 0.0406 3.1% 0.0025 0.2% 10% False False 315
40 1.3460 1.2928 0.0532 4.1% 0.0023 0.2% 16% False False 198
60 1.3460 1.2686 0.0774 5.9% 0.0017 0.1% 42% False False 133
80 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 45% False False 102
100 1.3460 1.2642 0.0818 6.3% 0.0011 0.1% 45% False False 82
120 1.3460 1.2642 0.0818 6.3% 0.0009 0.1% 45% False False 68
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3078
2.618 1.3058
1.618 1.3046
1.000 1.3039
0.618 1.3034
HIGH 1.3027
0.618 1.3022
0.500 1.3021
0.382 1.3020
LOW 1.3015
0.618 1.3008
1.000 1.3003
1.618 1.2996
2.618 1.2984
4.250 1.2964
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 1.3021 1.3014
PP 1.3019 1.3013
S1 1.3016 1.3013

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.