CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 1.2984 1.2998 0.0014 0.1% 1.3033
High 1.2995 1.3030 0.0035 0.3% 1.3117
Low 1.2970 1.2990 0.0020 0.2% 1.2970
Close 1.2984 1.3032 0.0048 0.4% 1.2984
Range 0.0025 0.0040 0.0015 60.0% 0.0147
ATR 0.0049 0.0049 0.0000 -0.5% 0.0000
Volume 444 493 49 11.0% 1,411
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3137 1.3125 1.3054
R3 1.3097 1.3085 1.3043
R2 1.3057 1.3057 1.3039
R1 1.3045 1.3045 1.3036 1.3051
PP 1.3017 1.3017 1.3017 1.3021
S1 1.3005 1.3005 1.3028 1.3011
S2 1.2977 1.2977 1.3025
S3 1.2937 1.2965 1.3021
S4 1.2897 1.2925 1.3010
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3465 1.3371 1.3065
R3 1.3318 1.3224 1.3024
R2 1.3171 1.3171 1.3011
R1 1.3077 1.3077 1.2997 1.3051
PP 1.3024 1.3024 1.3024 1.3010
S1 1.2930 1.2930 1.2971 1.2904
S2 1.2877 1.2877 1.2957
S3 1.2730 1.2783 1.2944
S4 1.2583 1.2636 1.2903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3117 1.2970 0.0147 1.1% 0.0019 0.1% 42% False False 349
10 1.3117 1.2970 0.0147 1.1% 0.0020 0.2% 42% False False 311
20 1.3378 1.2970 0.0408 3.1% 0.0021 0.2% 15% False False 315
40 1.3460 1.2970 0.0490 3.8% 0.0026 0.2% 13% False False 257
60 1.3460 1.2835 0.0625 4.8% 0.0018 0.1% 32% False False 174
80 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 48% False False 131
100 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 48% False False 106
120 1.3460 1.2642 0.0818 6.3% 0.0011 0.1% 48% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3200
2.618 1.3135
1.618 1.3095
1.000 1.3070
0.618 1.3055
HIGH 1.3030
0.618 1.3015
0.500 1.3010
0.382 1.3005
LOW 1.2990
0.618 1.2965
1.000 1.2950
1.618 1.2925
2.618 1.2885
4.250 1.2820
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 1.3025 1.3026
PP 1.3017 1.3021
S1 1.3010 1.3015

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

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