CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 1.3001 1.3052 0.0051 0.4% 1.2998
High 1.3005 1.3055 0.0050 0.4% 1.3118
Low 1.3000 1.3016 0.0016 0.1% 1.2990
Close 1.3001 1.3052 0.0051 0.4% 1.3038
Range 0.0005 0.0039 0.0034 680.0% 0.0128
ATR 0.0049 0.0049 0.0000 0.7% 0.0000
Volume 439 421 -18 -4.1% 2,034
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3158 1.3144 1.3073
R3 1.3119 1.3105 1.3063
R2 1.3080 1.3080 1.3059
R1 1.3066 1.3066 1.3056 1.3072
PP 1.3041 1.3041 1.3041 1.3044
S1 1.3027 1.3027 1.3048 1.3033
S2 1.3002 1.3002 1.3045
S3 1.2963 1.2988 1.3041
S4 1.2924 1.2949 1.3031
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% 0.0049 0.4% 44% False False 428
10 1.3118 1.2970 0.0148 1.1% 0.0032 0.2% 55% False False 394
20 1.3118 1.2970 0.0148 1.1% 0.0025 0.2% 55% False False 354
40 1.3460 1.2970 0.0490 3.8% 0.0030 0.2% 17% False False 288
60 1.3460 1.2912 0.0548 4.2% 0.0022 0.2% 26% False False 214
80 1.3460 1.2642 0.0818 6.3% 0.0018 0.1% 50% False False 161
100 1.3460 1.2642 0.0818 6.3% 0.0015 0.1% 50% False False 130
120 1.3460 1.2642 0.0818 6.3% 0.0013 0.1% 50% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3221
2.618 1.3157
1.618 1.3118
1.000 1.3094
0.618 1.3079
HIGH 1.3055
0.618 1.3040
0.500 1.3036
0.382 1.3031
LOW 1.3016
0.618 1.2992
1.000 1.2977
1.618 1.2953
2.618 1.2914
4.250 1.2850
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 1.3047 1.3059
PP 1.3041 1.3057
S1 1.3036 1.3054

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

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