CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 1.3470 1.3503 0.0033 0.2% 1.3565
High 1.3486 1.3513 0.0027 0.2% 1.3627
Low 1.3463 1.3462 -0.0001 0.0% 1.3488
Close 1.3469 1.3471 0.0002 0.0% 1.3522
Range 0.0023 0.0051 0.0028 121.7% 0.0139
ATR 0.0057 0.0056 0.0000 -0.7% 0.0000
Volume 120,067 82,374 -37,693 -31.4% 719,813
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 1.3635 1.3604 1.3499
R3 1.3584 1.3553 1.3485
R2 1.3533 1.3533 1.3480
R1 1.3502 1.3502 1.3476 1.3492
PP 1.3482 1.3482 1.3482 1.3477
S1 1.3451 1.3451 1.3466 1.3441
S2 1.3431 1.3431 1.3462
S3 1.3380 1.3400 1.3457
S4 1.3329 1.3349 1.3443
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 1.3963 1.3881 1.3598
R3 1.3824 1.3742 1.3560
R2 1.3685 1.3685 1.3547
R1 1.3603 1.3603 1.3535 1.3575
PP 1.3546 1.3546 1.3546 1.3531
S1 1.3464 1.3464 1.3509 1.3436
S2 1.3407 1.3407 1.3497
S3 1.3268 1.3325 1.3484
S4 1.3129 1.3186 1.3446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3539 1.3450 0.0089 0.7% 0.0039 0.3% 24% False False 129,850
10 1.3627 1.3450 0.0177 1.3% 0.0050 0.4% 12% False False 138,617
20 1.3708 1.3450 0.0258 1.9% 0.0052 0.4% 8% False False 151,598
40 1.3708 1.3330 0.0378 2.8% 0.0049 0.4% 37% False False 145,783
60 1.3708 1.3130 0.0578 4.3% 0.0050 0.4% 59% False False 130,386
80 1.3708 1.3000 0.0708 5.3% 0.0045 0.3% 67% False False 97,972
100 1.3708 1.2970 0.0738 5.5% 0.0040 0.3% 68% False False 78,441
120 1.3708 1.2970 0.0738 5.5% 0.0038 0.3% 68% False False 65,402
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3730
2.618 1.3647
1.618 1.3596
1.000 1.3564
0.618 1.3545
HIGH 1.3513
0.618 1.3494
0.500 1.3488
0.382 1.3481
LOW 1.3462
0.618 1.3430
1.000 1.3411
1.618 1.3379
2.618 1.3328
4.250 1.3245
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 1.3488 1.3482
PP 1.3482 1.3478
S1 1.3477 1.3475

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

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