CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 1.3563 1.3512 -0.0051 -0.4% 1.3564
High 1.3569 1.3518 -0.0051 -0.4% 1.3566
Low 1.3535 1.3469 -0.0066 -0.5% 1.3444
Close 1.3552 1.3477 -0.0075 -0.6% 1.3492
Range 0.0034 0.0049 0.0015 44.1% 0.0122
ATR 0.0046 0.0048 0.0003 5.9% 0.0000
Volume 4,172 5,653 1,481 35.5% 3,385
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3635 1.3605 1.3504
R3 1.3586 1.3556 1.3490
R2 1.3537 1.3537 1.3486
R1 1.3507 1.3507 1.3481 1.3498
PP 1.3488 1.3488 1.3488 1.3483
S1 1.3458 1.3458 1.3473 1.3449
S2 1.3439 1.3439 1.3468
S3 1.3390 1.3409 1.3464
S4 1.3341 1.3360 1.3450
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3867 1.3801 1.3559
R3 1.3745 1.3679 1.3526
R2 1.3623 1.3623 1.3514
R1 1.3557 1.3557 1.3503 1.3529
PP 1.3501 1.3501 1.3501 1.3487
S1 1.3435 1.3435 1.3481 1.3407
S2 1.3379 1.3379 1.3470
S3 1.3257 1.3313 1.3458
S4 1.3135 1.3191 1.3425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3599 1.3444 0.0155 1.2% 0.0039 0.3% 21% False False 3,145
10 1.3599 1.3444 0.0155 1.2% 0.0036 0.3% 21% False False 1,927
20 1.3662 1.3444 0.0218 1.6% 0.0031 0.2% 15% False False 1,160
40 1.3740 1.3444 0.0296 2.2% 0.0026 0.2% 11% False False 724
60 1.3740 1.3320 0.0420 3.1% 0.0026 0.2% 37% False False 555
80 1.3740 1.3175 0.0565 4.2% 0.0020 0.2% 53% False False 432
100 1.3740 1.3024 0.0716 5.3% 0.0017 0.1% 63% False False 346
120 1.3740 1.3012 0.0728 5.4% 0.0014 0.1% 64% False False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3726
2.618 1.3646
1.618 1.3597
1.000 1.3567
0.618 1.3548
HIGH 1.3518
0.618 1.3499
0.500 1.3494
0.382 1.3488
LOW 1.3469
0.618 1.3439
1.000 1.3420
1.618 1.3390
2.618 1.3341
4.250 1.3261
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 1.3494 1.3534
PP 1.3488 1.3515
S1 1.3483 1.3496

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

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