CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 1.3038 1.3001 -0.0037 -0.3% 1.2998
High 1.3118 1.3005 -0.0113 -0.9% 1.3118
Low 1.3030 1.3000 -0.0030 -0.2% 1.2990
Close 1.3038 1.3001 -0.0037 -0.3% 1.3038
Range 0.0088 0.0005 -0.0083 -94.3% 0.0128
ATR 0.0050 0.0049 -0.0001 -1.7% 0.0000
Volume 346 439 93 26.9% 2,034
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3017 1.3014 1.3004
R3 1.3012 1.3009 1.3002
R2 1.3007 1.3007 1.3002
R1 1.3004 1.3004 1.3001 1.3004
PP 1.3002 1.3002 1.3002 1.3002
S1 1.2999 1.2999 1.3001 1.2999
S2 1.2997 1.2997 1.3000
S3 1.2992 1.2994 1.3000
S4 1.2987 1.2989 1.2998
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 1.3000 0.0118 0.9% 0.0041 0.3% 1% False True 396
10 1.3118 1.2970 0.0148 1.1% 0.0030 0.2% 21% False False 372
20 1.3118 1.2970 0.0148 1.1% 0.0025 0.2% 21% False False 350
40 1.3460 1.2970 0.0490 3.8% 0.0029 0.2% 6% False False 281
60 1.3460 1.2895 0.0565 4.3% 0.0022 0.2% 19% False False 207
80 1.3460 1.2642 0.0818 6.3% 0.0018 0.1% 44% False False 156
100 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 44% False False 126
120 1.3460 1.2642 0.0818 6.3% 0.0012 0.1% 44% False False 105
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3026
2.618 1.3018
1.618 1.3013
1.000 1.3010
0.618 1.3008
HIGH 1.3005
0.618 1.3003
0.500 1.3003
0.382 1.3002
LOW 1.3000
0.618 1.2997
1.000 1.2995
1.618 1.2992
2.618 1.2987
4.250 1.2979
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 1.3003 1.3059
PP 1.3002 1.3040
S1 1.3002 1.3020

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.