CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 1.2998 1.3037 0.0039 0.3% 1.3033
High 1.3030 1.3037 0.0007 0.1% 1.3117
Low 1.2990 1.3037 0.0047 0.4% 1.2970
Close 1.3032 1.3037 0.0005 0.0% 1.2984
Range 0.0040 0.0000 -0.0040 -100.0% 0.0147
ATR 0.0049 0.0046 -0.0003 -6.4% 0.0000
Volume 493 259 -234 -47.5% 1,411
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.3037 1.3037 1.3037
R3 1.3037 1.3037 1.3037
R2 1.3037 1.3037 1.3037
R1 1.3037 1.3037 1.3037 1.3037
PP 1.3037 1.3037 1.3037 1.3037
S1 1.3037 1.3037 1.3037 1.3037
S2 1.3037 1.3037 1.3037
S3 1.3037 1.3037 1.3037
S4 1.3037 1.3037 1.3037
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 1.3060 1.2970 0.0090 0.7% 0.0014 0.1% 74% False False 361
10 1.3117 1.2970 0.0147 1.1% 0.0017 0.1% 46% False False 311
20 1.3378 1.2970 0.0408 3.1% 0.0019 0.1% 16% False False 315
40 1.3460 1.2970 0.0490 3.8% 0.0026 0.2% 14% False False 263
60 1.3460 1.2835 0.0625 4.8% 0.0018 0.1% 32% False False 178
80 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 48% False False 134
100 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 48% False False 109
120 1.3460 1.2642 0.0818 6.3% 0.0011 0.1% 48% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3037
2.618 1.3037
1.618 1.3037
1.000 1.3037
0.618 1.3037
HIGH 1.3037
0.618 1.3037
0.500 1.3037
0.382 1.3037
LOW 1.3037
0.618 1.3037
1.000 1.3037
1.618 1.3037
2.618 1.3037
4.250 1.3037
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 1.3037 1.3026
PP 1.3037 1.3015
S1 1.3037 1.3004

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

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