CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 1.3032 1.3099 0.0067 0.5% 1.3001
High 1.3032 1.3104 0.0072 0.6% 1.3100
Low 1.3030 1.3081 0.0051 0.4% 1.3000
Close 1.3029 1.3099 0.0070 0.5% 1.3074
Range 0.0002 0.0023 0.0021 1,050.0% 0.0100
ATR 0.0046 0.0048 0.0002 4.4% 0.0000
Volume 411 325 -86 -20.9% 1,752
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3164 1.3154 1.3112
R3 1.3141 1.3131 1.3105
R2 1.3118 1.3118 1.3103
R1 1.3108 1.3108 1.3101 1.3111
PP 1.3095 1.3095 1.3095 1.3096
S1 1.3085 1.3085 1.3097 1.3088
S2 1.3072 1.3072 1.3095
S3 1.3049 1.3062 1.3093
S4 1.3026 1.3039 1.3086
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3358 1.3316 1.3129
R3 1.3258 1.3216 1.3102
R2 1.3158 1.3158 1.3092
R1 1.3116 1.3116 1.3083 1.3137
PP 1.3058 1.3058 1.3058 1.3069
S1 1.3016 1.3016 1.3065 1.3037
S2 1.2958 1.2958 1.3056
S3 1.2858 1.2916 1.3047
S4 1.2758 1.2816 1.3019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3104 1.3030 0.0074 0.6% 0.0010 0.1% 93% True False 325
10 1.3118 1.3000 0.0118 0.9% 0.0029 0.2% 84% False False 377
20 1.3118 1.2970 0.0148 1.1% 0.0023 0.2% 87% False False 344
40 1.3378 1.2970 0.0408 3.1% 0.0024 0.2% 32% False False 321
60 1.3460 1.2912 0.0548 4.2% 0.0023 0.2% 34% False False 240
80 1.3460 1.2686 0.0774 5.9% 0.0018 0.1% 53% False False 181
100 1.3460 1.2642 0.0818 6.2% 0.0015 0.1% 56% False False 146
120 1.3460 1.2642 0.0818 6.2% 0.0013 0.1% 56% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3202
2.618 1.3164
1.618 1.3141
1.000 1.3127
0.618 1.3118
HIGH 1.3104
0.618 1.3095
0.500 1.3093
0.382 1.3090
LOW 1.3081
0.618 1.3067
1.000 1.3058
1.618 1.3044
2.618 1.3021
4.250 1.2983
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 1.3097 1.3088
PP 1.3095 1.3078
S1 1.3093 1.3067

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

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