CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 1.3298 1.3322 0.0024 0.2% 1.3355
High 1.3323 1.3385 0.0062 0.5% 1.3385
Low 1.3287 1.3319 0.0032 0.2% 1.3280
Close 1.3308 1.3379 0.0071 0.5% 1.3379
Range 0.0036 0.0066 0.0030 83.3% 0.0105
ATR 0.0054 0.0056 0.0002 3.1% 0.0000
Volume 144,249 71,833 -72,416 -50.2% 744,966
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3559 1.3535 1.3415
R3 1.3493 1.3469 1.3397
R2 1.3427 1.3427 1.3391
R1 1.3403 1.3403 1.3385 1.3415
PP 1.3361 1.3361 1.3361 1.3367
S1 1.3337 1.3337 1.3373 1.3349
S2 1.3295 1.3295 1.3367
S3 1.3229 1.3271 1.3361
S4 1.3163 1.3205 1.3343
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3663 1.3626 1.3437
R3 1.3558 1.3521 1.3408
R2 1.3453 1.3453 1.3398
R1 1.3416 1.3416 1.3389 1.3435
PP 1.3348 1.3348 1.3348 1.3357
S1 1.3311 1.3311 1.3369 1.3330
S2 1.3243 1.3243 1.3360
S3 1.3138 1.3206 1.3350
S4 1.3033 1.3101 1.3321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3385 1.3280 0.0105 0.8% 0.0038 0.3% 94% True False 148,993
10 1.3560 1.3280 0.0280 2.1% 0.0038 0.3% 35% False False 174,627
20 1.3560 1.3280 0.0280 2.1% 0.0042 0.3% 35% False False 159,937
40 1.3708 1.3280 0.0428 3.2% 0.0047 0.4% 23% False False 157,558
60 1.3708 1.3280 0.0428 3.2% 0.0048 0.4% 23% False False 155,728
80 1.3708 1.3130 0.0578 4.3% 0.0047 0.4% 43% False False 132,067
100 1.3708 1.2970 0.0738 5.5% 0.0043 0.3% 55% False False 105,769
120 1.3708 1.2970 0.0738 5.5% 0.0039 0.3% 55% False False 88,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3666
2.618 1.3558
1.618 1.3492
1.000 1.3451
0.618 1.3426
HIGH 1.3385
0.618 1.3360
0.500 1.3352
0.382 1.3344
LOW 1.3319
0.618 1.3278
1.000 1.3253
1.618 1.3212
2.618 1.3146
4.250 1.3039
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 1.3370 1.3364
PP 1.3361 1.3348
S1 1.3352 1.3333

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

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