CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 1.3594 1.3528 -0.0066 -0.5% 1.3638
High 1.3606 1.3529 -0.0077 -0.6% 1.3650
Low 1.3521 1.3493 -0.0028 -0.2% 1.3484
Close 1.3539 1.3509 -0.0030 -0.2% 1.3546
Range 0.0085 0.0036 -0.0049 -57.6% 0.0166
ATR 0.0060 0.0059 -0.0001 -1.6% 0.0000
Volume 172,362 188,111 15,749 9.1% 777,201
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 1.3618 1.3600 1.3529
R3 1.3582 1.3564 1.3519
R2 1.3546 1.3546 1.3516
R1 1.3528 1.3528 1.3512 1.3519
PP 1.3510 1.3510 1.3510 1.3506
S1 1.3492 1.3492 1.3506 1.3483
S2 1.3474 1.3474 1.3502
S3 1.3438 1.3456 1.3499
S4 1.3402 1.3420 1.3489
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 1.3627 1.3493 0.0134 1.0% 0.0051 0.4% 12% False True 160,030
10 1.3650 1.3484 0.0166 1.2% 0.0051 0.4% 15% False False 153,864
20 1.3708 1.3484 0.0224 1.7% 0.0053 0.4% 11% False False 155,178
40 1.3708 1.3305 0.0403 3.0% 0.0051 0.4% 51% False False 153,624
60 1.3708 1.3130 0.0578 4.3% 0.0049 0.4% 66% False False 122,777
80 1.3708 1.2970 0.0738 5.5% 0.0044 0.3% 73% False False 92,227
100 1.3708 1.2970 0.0738 5.5% 0.0039 0.3% 73% False False 73,837
120 1.3708 1.2970 0.0738 5.5% 0.0038 0.3% 73% False False 61,561
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 False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3682
2.618 1.3623
1.618 1.3587
1.000 1.3565
0.618 1.3551
HIGH 1.3529
0.618 1.3515
0.500 1.3511
0.382 1.3507
LOW 1.3493
0.618 1.3471
1.000 1.3457
1.618 1.3435
2.618 1.3399
4.250 1.3340
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 1.3511 1.3560
PP 1.3510 1.3543
S1 1.3510 1.3526

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

View Archives - Comment on this page... - Back to Index of Symbols