CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 17-Feb-2006
Day Change Summary
Previous Current
16-Feb-2006 17-Feb-2006 Change Change % Previous Week
Open 1.2190 1.2235 0.0045 0.4% 1.2238
High 1.2190 1.2235 0.0045 0.4% 1.2240
Low 1.2190 1.2235 0.0045 0.4% 1.2190
Close 1.2216 1.2235 0.0019 0.2% 1.2235
Range
ATR 0.0035 0.0034 -0.0001 -3.3% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 17-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2235 1.2235 1.2235
R3 1.2235 1.2235 1.2235
R2 1.2235 1.2235 1.2235
R1 1.2235 1.2235 1.2235 1.2235
PP 1.2235 1.2235 1.2235 1.2235
S1 1.2235 1.2235 1.2235 1.2235
S2 1.2235 1.2235 1.2235
S3 1.2235 1.2235 1.2235
S4 1.2235 1.2235 1.2235
Weekly Pivots for week ending 17-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2372 1.2353 1.2263
R3 1.2322 1.2303 1.2249
R2 1.2272 1.2272 1.2244
R1 1.2253 1.2253 1.2240 1.2238
PP 1.2222 1.2222 1.2222 1.2214
S1 1.2203 1.2203 1.2230 1.2188
S2 1.2172 1.2172 1.2226
S3 1.2122 1.2153 1.2221
S4 1.2072 1.2103 1.2208
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% 90% False False
10 1.2303 1.2190 0.0113 0.9% 0.0000 0.0% 40% False False
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 1.2235
2.618 1.2235
1.618 1.2235
1.000 1.2235
0.618 1.2235
HIGH 1.2235
0.618 1.2235
0.500 1.2235
0.382 1.2235
LOW 1.2235
0.618 1.2235
1.000 1.2235
1.618 1.2235
2.618 1.2235
4.250 1.2235
Fisher Pivots for day following 17-Feb-2006
Pivot 1 day 3 day
R1 1.2235 1.2228
PP 1.2235 1.2220
S1 1.2235 1.2213

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

View Archives - Comment on this page... - Back to Index of Symbols