CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 1.3614 1.3636 0.0022 0.2% 1.3586
High 1.3636 1.3645 0.0009 0.1% 1.3708
Low 1.3600 1.3569 -0.0031 -0.2% 1.3571
Close 1.3622 1.3577 -0.0045 -0.3% 1.3669
Range 0.0036 0.0076 0.0040 111.1% 0.0137
ATR 0.0058 0.0059 0.0001 2.3% 0.0000
Volume 190,303 144,811 -45,492 -23.9% 691,587
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 1.3825 1.3777 1.3619
R3 1.3749 1.3701 1.3598
R2 1.3673 1.3673 1.3591
R1 1.3625 1.3625 1.3584 1.3611
PP 1.3597 1.3597 1.3597 1.3590
S1 1.3549 1.3549 1.3570 1.3535
S2 1.3521 1.3521 1.3563
S3 1.3445 1.3473 1.3556
S4 1.3369 1.3397 1.3535
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.4060 1.4002 1.3744
R3 1.3923 1.3865 1.3707
R2 1.3786 1.3786 1.3694
R1 1.3728 1.3728 1.3682 1.3757
PP 1.3649 1.3649 1.3649 1.3664
S1 1.3591 1.3591 1.3656 1.3620
S2 1.3512 1.3512 1.3644
S3 1.3375 1.3454 1.3631
S4 1.3238 1.3317 1.3594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3708 1.3569 0.0139 1.0% 0.0069 0.5% 6% False True 179,206
10 1.3708 1.3569 0.0139 1.0% 0.0055 0.4% 6% False True 156,493
20 1.3708 1.3376 0.0332 2.4% 0.0049 0.4% 61% False False 142,834
40 1.3708 1.3138 0.0570 4.2% 0.0052 0.4% 77% False False 144,631
60 1.3708 1.3030 0.0678 5.0% 0.0044 0.3% 81% False False 97,259
80 1.3708 1.2970 0.0738 5.4% 0.0039 0.3% 82% False False 73,033
100 1.3708 1.2970 0.0738 5.4% 0.0037 0.3% 82% False False 58,473
120 1.3708 1.2912 0.0796 5.9% 0.0033 0.2% 84% False False 48,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3968
2.618 1.3844
1.618 1.3768
1.000 1.3721
0.618 1.3692
HIGH 1.3645
0.618 1.3616
0.500 1.3607
0.382 1.3598
LOW 1.3569
0.618 1.3522
1.000 1.3493
1.618 1.3446
2.618 1.3370
4.250 1.3246
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 1.3607 1.3634
PP 1.3597 1.3615
S1 1.3587 1.3596

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

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