CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 1.3077 1.3108 0.0031 0.2% 1.2998
High 1.3090 1.3100 0.0010 0.1% 1.3118
Low 1.3080 1.3100 0.0020 0.2% 1.2990
Close 1.3077 1.3108 0.0031 0.2% 1.3038
Range 0.0010 0.0000 -0.0010 -100.0% 0.0128
ATR 0.0049 0.0047 -0.0002 -3.8% 0.0000
Volume 330 259 -71 -21.5% 2,034
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3103 1.3105 1.3108
R3 1.3103 1.3105 1.3108
R2 1.3103 1.3103 1.3108
R1 1.3105 1.3105 1.3108 1.3108
PP 1.3103 1.3103 1.3103 1.3104
S1 1.3105 1.3105 1.3108 1.3108
S2 1.3103 1.3103 1.3108
S3 1.3103 1.3105 1.3108
S4 1.3103 1.3105 1.3108
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% 0.0028 0.2% 92% False False 359
10 1.3118 1.2970 0.0148 1.1% 0.0032 0.2% 93% False False 392
20 1.3118 1.2970 0.0148 1.1% 0.0024 0.2% 93% False False 363
40 1.3385 1.2970 0.0415 3.2% 0.0024 0.2% 33% False False 299
60 1.3460 1.2912 0.0548 4.2% 0.0022 0.2% 36% False False 223
80 1.3460 1.2664 0.0796 6.1% 0.0018 0.1% 56% False False 168
100 1.3460 1.2642 0.0818 6.2% 0.0015 0.1% 57% False False 136
120 1.3460 1.2642 0.0818 6.2% 0.0013 0.1% 57% False False 114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3100
2.618 1.3100
1.618 1.3100
1.000 1.3100
0.618 1.3100
HIGH 1.3100
0.618 1.3100
0.500 1.3100
0.382 1.3100
LOW 1.3100
0.618 1.3100
1.000 1.3100
1.618 1.3100
2.618 1.3100
4.250 1.3100
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 1.3105 1.3091
PP 1.3103 1.3075
S1 1.3100 1.3058

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

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