CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 12-Jun-2006
Day Change Summary
Previous Current
09-Jun-2006 12-Jun-2006 Change Change % Previous Week
Open 1.2858 1.2822 -0.0036 -0.3% 1.3135
High 1.2858 1.2822 -0.0036 -0.3% 1.3135
Low 1.2858 1.2822 -0.0036 -0.3% 1.2848
Close 1.2858 1.2822 -0.0036 -0.3% 1.2858
Range
ATR 0.0063 0.0061 -0.0002 -3.1% 0.0000
Volume 4 0 -4 -100.0% 19
Daily Pivots for day following 12-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2822 1.2822 1.2822
R3 1.2822 1.2822 1.2822
R2 1.2822 1.2822 1.2822
R1 1.2822 1.2822 1.2822 1.2822
PP 1.2822 1.2822 1.2822 1.2822
S1 1.2822 1.2822 1.2822 1.2822
S2 1.2822 1.2822 1.2822
S3 1.2822 1.2822 1.2822
S4 1.2822 1.2822 1.2822
Weekly Pivots for week ending 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3808 1.3620 1.3016
R3 1.3521 1.3333 1.2937
R2 1.3234 1.3234 1.2911
R1 1.3046 1.3046 1.2884 1.2997
PP 1.2947 1.2947 1.2947 1.2922
S1 1.2759 1.2759 1.2832 1.2710
S2 1.2660 1.2660 1.2805
S3 1.2373 1.2472 1.2779
S4 1.2086 1.2185 1.2700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2822 0.0228 1.8% 0.0000 0.0% 0% False True 3
10 1.3135 1.2822 0.0313 2.4% 0.0000 0.0% 0% False True 2
20 1.3135 1.2822 0.0313 2.4% 0.0000 0.0% 0% False True 1
40 1.3135 1.2508 0.0627 4.9% 0.0001 0.0% 50% False False 1
60 1.3135 1.2206 0.0929 7.2% 0.0002 0.0% 66% False False 1
80 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 69% False False 1
100 1.3135 1.2116 0.1019 7.9% 0.0001 0.0% 69% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2822
2.618 1.2822
1.618 1.2822
1.000 1.2822
0.618 1.2822
HIGH 1.2822
0.618 1.2822
0.500 1.2822
0.382 1.2822
LOW 1.2822
0.618 1.2822
1.000 1.2822
1.618 1.2822
2.618 1.2822
4.250 1.2822
Fisher Pivots for day following 12-Jun-2006
Pivot 1 day 3 day
R1 1.2822 1.2840
PP 1.2822 1.2834
S1 1.2822 1.2828

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

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