CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 23-Feb-2006
Day Change Summary
Previous Current
22-Feb-2006 23-Feb-2006 Change Change % Previous Week
Open 1.2222 1.2243 0.0021 0.2% 1.2238
High 1.2222 1.2243 0.0021 0.2% 1.2240
Low 1.2222 1.2243 0.0021 0.2% 1.2190
Close 1.2222 1.2243 0.0021 0.2% 1.2235
Range
ATR 0.0032 0.0031 -0.0001 -2.4% 0.0000
Volume
Daily Pivots for day following 23-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2243 1.2243 1.2243
R3 1.2243 1.2243 1.2243
R2 1.2243 1.2243 1.2243
R1 1.2243 1.2243 1.2243 1.2243
PP 1.2243 1.2243 1.2243 1.2243
S1 1.2243 1.2243 1.2243 1.2243
S2 1.2243 1.2243 1.2243
S3 1.2243 1.2243 1.2243
S4 1.2243 1.2243 1.2243
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 1.2246 1.2190 0.0056 0.5% 0.0000 0.0% 95% False False
10 1.2301 1.2190 0.0111 0.9% 0.0000 0.0% 48% 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 1.2243
2.618 1.2243
1.618 1.2243
1.000 1.2243
0.618 1.2243
HIGH 1.2243
0.618 1.2243
0.500 1.2243
0.382 1.2243
LOW 1.2243
0.618 1.2243
1.000 1.2243
1.618 1.2243
2.618 1.2243
4.250 1.2243
Fisher Pivots for day following 23-Feb-2006
Pivot 1 day 3 day
R1 1.2243 1.2240
PP 1.2243 1.2237
S1 1.2243 1.2234

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

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