CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 16-Feb-2006
Day Change Summary
Previous Current
15-Feb-2006 16-Feb-2006 Change Change % Previous Week
Open 1.2214 1.2190 -0.0024 -0.2% 1.2301
High 1.2214 1.2190 -0.0024 -0.2% 1.2303
Low 1.2214 1.2190 -0.0024 -0.2% 1.2237
Close 1.2214 1.2216 0.0002 0.0% 1.2237
Range
ATR 0.0000 0.0035 0.0035 0.0000
Volume
Daily Pivots for day following 16-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2199 1.2207 1.2216
R3 1.2199 1.2207 1.2216
R2 1.2199 1.2199 1.2216
R1 1.2207 1.2207 1.2216 1.2203
PP 1.2199 1.2199 1.2199 1.2197
S1 1.2207 1.2207 1.2216 1.2203
S2 1.2199 1.2199 1.2216
S3 1.2199 1.2207 1.2216
S4 1.2199 1.2207 1.2216
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 1.2240 1.2190 0.0050 0.4% 0.0000 0.0% 52% False True
10 1.2353 1.2190 0.0163 1.3% 0.0000 0.0% 16% 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 1.2190
2.618 1.2190
1.618 1.2190
1.000 1.2190
0.618 1.2190
HIGH 1.2190
0.618 1.2190
0.500 1.2190
0.382 1.2190
LOW 1.2190
0.618 1.2190
1.000 1.2190
1.618 1.2190
2.618 1.2190
4.250 1.2190
Fisher Pivots for day following 16-Feb-2006
Pivot 1 day 3 day
R1 1.2207 1.2216
PP 1.2199 1.2215
S1 1.2190 1.2215

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

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