CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 1.3230 1.3300 0.0070 0.5% 1.3215
High 1.3240 1.3316 0.0076 0.6% 1.3245
Low 1.3220 1.3285 0.0065 0.5% 1.3157
Close 1.3243 1.3302 0.0059 0.4% 1.3225
Range 0.0020 0.0031 0.0011 55.0% 0.0088
ATR 0.0045 0.0047 0.0002 4.4% 0.0000
Volume 909 750 -159 -17.5% 3,873
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3394 1.3379 1.3319
R3 1.3363 1.3348 1.3311
R2 1.3332 1.3332 1.3308
R1 1.3317 1.3317 1.3305 1.3325
PP 1.3301 1.3301 1.3301 1.3305
S1 1.3286 1.3286 1.3299 1.3294
S2 1.3270 1.3270 1.3296
S3 1.3239 1.3255 1.3293
S4 1.3208 1.3224 1.3285
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3473 1.3437 1.3273
R3 1.3385 1.3349 1.3249
R2 1.3297 1.3297 1.3241
R1 1.3261 1.3261 1.3233 1.3279
PP 1.3209 1.3209 1.3209 1.3218
S1 1.3173 1.3173 1.3217 1.3191
S2 1.3121 1.3121 1.3209
S3 1.3033 1.3085 1.3201
S4 1.2945 1.2997 1.3177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3316 1.3157 0.0159 1.2% 0.0026 0.2% 91% True False 812
10 1.3316 1.3081 0.0235 1.8% 0.0027 0.2% 94% True False 898
20 1.3316 1.3000 0.0316 2.4% 0.0027 0.2% 96% True False 634
40 1.3378 1.2970 0.0408 3.1% 0.0024 0.2% 81% False False 475
60 1.3460 1.2970 0.0490 3.7% 0.0026 0.2% 68% False False 382
80 1.3460 1.2835 0.0625 4.7% 0.0020 0.2% 75% False False 289
100 1.3460 1.2642 0.0818 6.1% 0.0017 0.1% 81% False False 232
120 1.3460 1.2642 0.0818 6.1% 0.0015 0.1% 81% False False 194
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3448
2.618 1.3397
1.618 1.3366
1.000 1.3347
0.618 1.3335
HIGH 1.3316
0.618 1.3304
0.500 1.3301
0.382 1.3297
LOW 1.3285
0.618 1.3266
1.000 1.3254
1.618 1.3235
2.618 1.3204
4.250 1.3153
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 1.3302 1.3291
PP 1.3301 1.3279
S1 1.3301 1.3268

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

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