CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 1.3636 1.3583 -0.0053 -0.4% 1.3631
High 1.3645 1.3634 -0.0011 -0.1% 1.3703
Low 1.3569 1.3580 0.0011 0.1% 1.3569
Close 1.3577 1.3616 0.0039 0.3% 1.3616
Range 0.0076 0.0054 -0.0022 -28.9% 0.0134
ATR 0.0059 0.0059 0.0000 -0.2% 0.0000
Volume 144,811 171,596 26,785 18.5% 898,556
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 1.3772 1.3748 1.3646
R3 1.3718 1.3694 1.3631
R2 1.3664 1.3664 1.3626
R1 1.3640 1.3640 1.3621 1.3652
PP 1.3610 1.3610 1.3610 1.3616
S1 1.3586 1.3586 1.3611 1.3598
S2 1.3556 1.3556 1.3606
S3 1.3502 1.3532 1.3601
S4 1.3448 1.3478 1.3586
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 1.4031 1.3958 1.3690
R3 1.3897 1.3824 1.3653
R2 1.3763 1.3763 1.3641
R1 1.3690 1.3690 1.3628 1.3660
PP 1.3629 1.3629 1.3629 1.3614
S1 1.3556 1.3556 1.3604 1.3526
S2 1.3495 1.3495 1.3591
S3 1.3361 1.3422 1.3579
S4 1.3227 1.3288 1.3542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3703 1.3569 0.0134 1.0% 0.0064 0.5% 35% False False 179,711
10 1.3708 1.3569 0.0139 1.0% 0.0058 0.4% 34% False False 159,014
20 1.3708 1.3376 0.0332 2.4% 0.0049 0.4% 72% False False 144,083
40 1.3708 1.3198 0.0510 3.7% 0.0051 0.4% 82% False False 148,654
60 1.3708 1.3030 0.0678 5.0% 0.0045 0.3% 86% False False 100,114
80 1.3708 1.2970 0.0738 5.4% 0.0040 0.3% 88% False False 75,176
100 1.3708 1.2970 0.0738 5.4% 0.0037 0.3% 88% False False 60,188
120 1.3708 1.2912 0.0796 5.8% 0.0034 0.2% 88% False False 50,169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3864
2.618 1.3775
1.618 1.3721
1.000 1.3688
0.618 1.3667
HIGH 1.3634
0.618 1.3613
0.500 1.3607
0.382 1.3601
LOW 1.3580
0.618 1.3547
1.000 1.3526
1.618 1.3493
2.618 1.3439
4.250 1.3351
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 1.3613 1.3613
PP 1.3610 1.3610
S1 1.3607 1.3607

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

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