CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 1.3504 1.3565 0.0061 0.5% 1.3638
High 1.3548 1.3568 0.0020 0.1% 1.3650
Low 1.3497 1.3555 0.0058 0.4% 1.3484
Close 1.3546 1.3559 0.0013 0.1% 1.3546
Range 0.0051 0.0013 -0.0038 -74.5% 0.0166
ATR 0.0059 0.0057 -0.0003 -4.5% 0.0000
Volume 210,308 143,290 -67,018 -31.9% 777,201
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 1.3600 1.3592 1.3566
R3 1.3587 1.3579 1.3563
R2 1.3574 1.3574 1.3561
R1 1.3566 1.3566 1.3560 1.3564
PP 1.3561 1.3561 1.3561 1.3559
S1 1.3553 1.3553 1.3558 1.3551
S2 1.3548 1.3548 1.3557
S3 1.3535 1.3540 1.3555
S4 1.3522 1.3527 1.3552
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 1.4058 1.3968 1.3637
R3 1.3892 1.3802 1.3592
R2 1.3726 1.3726 1.3576
R1 1.3636 1.3636 1.3561 1.3598
PP 1.3560 1.3560 1.3560 1.3541
S1 1.3470 1.3470 1.3531 1.3432
S2 1.3394 1.3394 1.3516
S3 1.3228 1.3304 1.3500
S4 1.3062 1.3138 1.3455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3586 1.3484 0.0102 0.8% 0.0047 0.3% 74% False False 149,267
10 1.3699 1.3484 0.0215 1.6% 0.0051 0.4% 35% False False 159,874
20 1.3708 1.3484 0.0224 1.7% 0.0050 0.4% 33% False False 155,501
40 1.3708 1.3305 0.0403 3.0% 0.0051 0.4% 63% False False 153,123
60 1.3708 1.3130 0.0578 4.3% 0.0047 0.3% 74% False False 115,386
80 1.3708 1.2970 0.0738 5.4% 0.0042 0.3% 80% False False 86,653
100 1.3708 1.2970 0.0738 5.4% 0.0038 0.3% 80% False False 69,388
120 1.3708 1.2957 0.0751 5.5% 0.0036 0.3% 80% False False 57,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.3623
2.618 1.3602
1.618 1.3589
1.000 1.3581
0.618 1.3576
HIGH 1.3568
0.618 1.3563
0.500 1.3562
0.382 1.3560
LOW 1.3555
0.618 1.3547
1.000 1.3542
1.618 1.3534
2.618 1.3521
4.250 1.3500
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 1.3562 1.3548
PP 1.3561 1.3537
S1 1.3560 1.3526

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

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