CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 15-Feb-2006
Day Change Summary
Previous Current
14-Feb-2006 15-Feb-2006 Change Change % Previous Week
Open 1.2240 1.2214 -0.0026 -0.2% 1.2301
High 1.2240 1.2214 -0.0026 -0.2% 1.2303
Low 1.2240 1.2214 -0.0026 -0.2% 1.2237
Close 1.2240 1.2214 -0.0026 -0.2% 1.2237
Range
ATR
Volume
Daily Pivots for day following 15-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2214 1.2214 1.2214
R3 1.2214 1.2214 1.2214
R2 1.2214 1.2214 1.2214
R1 1.2214 1.2214 1.2214 1.2214
PP 1.2214 1.2214 1.2214 1.2214
S1 1.2214 1.2214 1.2214 1.2214
S2 1.2214 1.2214 1.2214
S3 1.2214 1.2214 1.2214
S4 1.2214 1.2214 1.2214
Weekly Pivots for week ending 10-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2457 1.2413 1.2273
R3 1.2391 1.2347 1.2255
R2 1.2325 1.2325 1.2249
R1 1.2281 1.2281 1.2243 1.2270
PP 1.2259 1.2259 1.2259 1.2254
S1 1.2215 1.2215 1.2231 1.2204
S2 1.2193 1.2193 1.2225
S3 1.2127 1.2149 1.2219
S4 1.2061 1.2083 1.2201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2301 1.2214 0.0087 0.7% 0.0000 0.0% 0% False True
10 1.2429 1.2214 0.0215 1.8% 0.0000 0.0% 0% False True
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2214
2.618 1.2214
1.618 1.2214
1.000 1.2214
0.618 1.2214
HIGH 1.2214
0.618 1.2214
0.500 1.2214
0.382 1.2214
LOW 1.2214
0.618 1.2214
1.000 1.2214
1.618 1.2214
2.618 1.2214
4.250 1.2214
Fisher Pivots for day following 15-Feb-2006
Pivot 1 day 3 day
R1 1.2214 1.2227
PP 1.2214 1.2223
S1 1.2214 1.2218

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

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