CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 1.3102 1.3038 -0.0064 -0.5% 1.2998
High 1.3105 1.3118 0.0013 0.1% 1.3118
Low 1.3092 1.3030 -0.0062 -0.5% 1.2990
Close 1.3096 1.3038 -0.0058 -0.4% 1.3038
Range 0.0013 0.0088 0.0075 576.9% 0.0128
ATR 0.0047 0.0050 0.0003 6.3% 0.0000
Volume 699 346 -353 -50.5% 2,034
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3326 1.3270 1.3086
R3 1.3238 1.3182 1.3062
R2 1.3150 1.3150 1.3054
R1 1.3094 1.3094 1.3046 1.3082
PP 1.3062 1.3062 1.3062 1.3056
S1 1.3006 1.3006 1.3030 1.2994
S2 1.2974 1.2974 1.3022
S3 1.2886 1.2918 1.3014
S4 1.2798 1.2830 1.2990
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3433 1.3363 1.3108
R3 1.3305 1.3235 1.3073
R2 1.3177 1.3177 1.3061
R1 1.3107 1.3107 1.3050 1.3142
PP 1.3049 1.3049 1.3049 1.3066
S1 1.2979 1.2979 1.3026 1.3014
S2 1.2921 1.2921 1.3015
S3 1.2793 1.2851 1.3003
S4 1.2665 1.2723 1.2968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3118 1.2990 0.0128 1.0% 0.0048 0.4% 38% True False 406
10 1.3118 1.2970 0.0148 1.1% 0.0030 0.2% 46% True False 344
20 1.3118 1.2970 0.0148 1.1% 0.0026 0.2% 46% True False 339
40 1.3460 1.2970 0.0490 3.8% 0.0030 0.2% 14% False False 276
60 1.3460 1.2895 0.0565 4.3% 0.0021 0.2% 25% False False 199
80 1.3460 1.2642 0.0818 6.3% 0.0018 0.1% 48% False False 150
100 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 48% False False 121
120 1.3460 1.2642 0.0818 6.3% 0.0012 0.1% 48% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3492
2.618 1.3348
1.618 1.3260
1.000 1.3206
0.618 1.3172
HIGH 1.3118
0.618 1.3084
0.500 1.3074
0.382 1.3064
LOW 1.3030
0.618 1.2976
1.000 1.2942
1.618 1.2888
2.618 1.2800
4.250 1.2656
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 1.3074 1.3063
PP 1.3062 1.3055
S1 1.3050 1.3046

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

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