CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 1.3612 1.3678 0.0066 0.5% 1.3581
High 1.3664 1.3695 0.0031 0.2% 1.3646
Low 1.3605 1.3650 0.0045 0.3% 1.3572
Close 1.3654 1.3671 0.0017 0.1% 1.3628
Range 0.0059 0.0045 -0.0014 -23.7% 0.0074
ATR 0.0054 0.0053 -0.0001 -1.2% 0.0000
Volume 103,016 159,301 56,285 54.6% 816,948
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3807 1.3784 1.3696
R3 1.3762 1.3739 1.3683
R2 1.3717 1.3717 1.3679
R1 1.3694 1.3694 1.3675 1.3683
PP 1.3672 1.3672 1.3672 1.3667
S1 1.3649 1.3649 1.3667 1.3638
S2 1.3627 1.3627 1.3663
S3 1.3582 1.3604 1.3659
S4 1.3537 1.3559 1.3646
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.3837 1.3807 1.3669
R3 1.3763 1.3733 1.3648
R2 1.3689 1.3689 1.3642
R1 1.3659 1.3659 1.3635 1.3674
PP 1.3615 1.3615 1.3615 1.3623
S1 1.3585 1.3585 1.3621 1.3600
S2 1.3541 1.3541 1.3614
S3 1.3467 1.3511 1.3608
S4 1.3393 1.3437 1.3587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3695 1.3571 0.0124 0.9% 0.0042 0.3% 81% True False 137,326
10 1.3695 1.3485 0.0210 1.5% 0.0045 0.3% 89% True False 148,459
20 1.3695 1.3330 0.0365 2.7% 0.0047 0.3% 93% True False 139,969
40 1.3695 1.3130 0.0565 4.1% 0.0049 0.4% 96% True False 119,781
60 1.3695 1.3000 0.0695 5.1% 0.0042 0.3% 97% True False 80,097
80 1.3695 1.2970 0.0725 5.3% 0.0037 0.3% 97% True False 60,151
100 1.3695 1.2970 0.0725 5.3% 0.0036 0.3% 97% True False 48,163
120 1.3695 1.2835 0.0860 6.3% 0.0030 0.2% 97% True False 40,137
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3886
2.618 1.3813
1.618 1.3768
1.000 1.3740
0.618 1.3723
HIGH 1.3695
0.618 1.3678
0.500 1.3673
0.382 1.3667
LOW 1.3650
0.618 1.3622
1.000 1.3605
1.618 1.3577
2.618 1.3532
4.250 1.3459
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 1.3673 1.3658
PP 1.3672 1.3646
S1 1.3672 1.3633

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

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