CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 1.3034 1.3060 0.0026 0.2% 1.3005
High 1.3041 1.3060 0.0019 0.1% 1.3045
Low 1.3034 1.3060 0.0026 0.2% 1.2999
Close 1.3040 1.3004 -0.0036 -0.3% 1.3045
Range 0.0007 0.0000 -0.0007 -100.0% 0.0046
ATR 0.0053 0.0050 -0.0002 -4.4% 0.0000
Volume 293 317 24 8.2% 1,206
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3041 1.3023 1.3004
R3 1.3041 1.3023 1.3004
R2 1.3041 1.3041 1.3004
R1 1.3023 1.3023 1.3004 1.3032
PP 1.3041 1.3041 1.3041 1.3046
S1 1.3023 1.3023 1.3004 1.3032
S2 1.3041 1.3041 1.3004
S3 1.3041 1.3023 1.3004
S4 1.3041 1.3023 1.3004
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3168 1.3152 1.3070
R3 1.3122 1.3106 1.3058
R2 1.3076 1.3076 1.3053
R1 1.3060 1.3060 1.3049 1.3068
PP 1.3030 1.3030 1.3030 1.3034
S1 1.3014 1.3014 1.3041 1.3022
S2 1.2984 1.2984 1.3037
S3 1.2938 1.2968 1.3032
S4 1.2892 1.2922 1.3020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3117 1.2999 0.0118 0.9% 0.0016 0.1% 4% False False 266
10 1.3117 1.2972 0.0145 1.1% 0.0017 0.1% 22% False False 333
20 1.3378 1.2972 0.0406 3.1% 0.0020 0.2% 8% False False 275
40 1.3460 1.2972 0.0488 3.8% 0.0025 0.2% 7% False False 236
60 1.3460 1.2830 0.0630 4.8% 0.0018 0.1% 28% False False 158
80 1.3460 1.2642 0.0818 6.3% 0.0014 0.1% 44% False False 120
100 1.3460 1.2642 0.0818 6.3% 0.0012 0.1% 44% False False 97
120 1.3460 1.2642 0.0818 6.3% 0.0010 0.1% 44% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0002
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3060
2.618 1.3060
1.618 1.3060
1.000 1.3060
0.618 1.3060
HIGH 1.3060
0.618 1.3060
0.500 1.3060
0.382 1.3060
LOW 1.3060
0.618 1.3060
1.000 1.3060
1.618 1.3060
2.618 1.3060
4.250 1.3060
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 1.3060 1.3076
PP 1.3041 1.3052
S1 1.3023 1.3028

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

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