CME Euro FX Future December 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 1.3380 1.3446 0.0066 0.5% 1.3433
High 1.3385 1.3454 0.0069 0.5% 1.3454
Low 1.3385 1.3443 0.0058 0.4% 1.3382
Close 1.3380 1.3452 0.0072 0.5% 1.3452
Range 0.0000 0.0011 0.0011 0.0072
ATR
Volume 78 102 24 30.8% 241
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3483 1.3478 1.3458
R3 1.3472 1.3467 1.3455
R2 1.3461 1.3461 1.3454
R1 1.3456 1.3456 1.3453 1.3459
PP 1.3450 1.3450 1.3450 1.3451
S1 1.3445 1.3445 1.3451 1.3448
S2 1.3439 1.3439 1.3450
S3 1.3428 1.3434 1.3449
S4 1.3417 1.3423 1.3446
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3645 1.3621 1.3492
R3 1.3573 1.3549 1.3472
R2 1.3501 1.3501 1.3465
R1 1.3477 1.3477 1.3459 1.3489
PP 1.3429 1.3429 1.3429 1.3436
S1 1.3405 1.3405 1.3445 1.3417
S2 1.3357 1.3357 1.3439
S3 1.3285 1.3333 1.3432
S4 1.3213 1.3261 1.3412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3454 1.3382 0.0072 0.5% 0.0002 0.0% 97% True False 48
10 1.3621 1.3382 0.0239 1.8% 0.0007 0.0% 29% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3501
2.618 1.3483
1.618 1.3472
1.000 1.3465
0.618 1.3461
HIGH 1.3454
0.618 1.3450
0.500 1.3449
0.382 1.3447
LOW 1.3443
0.618 1.3436
1.000 1.3432
1.618 1.3425
2.618 1.3414
4.250 1.3396
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 1.3451 1.3441
PP 1.3450 1.3429
S1 1.3449 1.3418

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

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