CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 24-Feb-2006
Day Change Summary
Previous Current
23-Feb-2006 24-Feb-2006 Change Change % Previous Week
Open 1.2243 1.2196 -0.0047 -0.4% 1.2246
High 1.2243 1.2196 -0.0047 -0.4% 1.2246
Low 1.2243 1.2196 -0.0047 -0.4% 1.2196
Close 1.2243 1.2196 -0.0047 -0.4% 1.2196
Range
ATR 0.0031 0.0032 0.0001 3.7% 0.0000
Volume
Daily Pivots for day following 24-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2196 1.2196 1.2196
R3 1.2196 1.2196 1.2196
R2 1.2196 1.2196 1.2196
R1 1.2196 1.2196 1.2196 1.2196
PP 1.2196 1.2196 1.2196 1.2196
S1 1.2196 1.2196 1.2196 1.2196
S2 1.2196 1.2196 1.2196
S3 1.2196 1.2196 1.2196
S4 1.2196 1.2196 1.2196
Weekly Pivots for week ending 24-Feb-2006
Classic Woodie Camarilla DeMark
R4 1.2363 1.2329 1.2224
R3 1.2313 1.2279 1.2210
R2 1.2263 1.2263 1.2205
R1 1.2229 1.2229 1.2201 1.2221
PP 1.2213 1.2213 1.2213 1.2209
S1 1.2179 1.2179 1.2191 1.2171
S2 1.2163 1.2163 1.2187
S3 1.2113 1.2129 1.2182
S4 1.2063 1.2079 1.2169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2246 1.2196 0.0050 0.4% 0.0000 0.0% 0% False True
10 1.2246 1.2190 0.0056 0.5% 0.0000 0.0% 11% 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 1.2196
2.618 1.2196
1.618 1.2196
1.000 1.2196
0.618 1.2196
HIGH 1.2196
0.618 1.2196
0.500 1.2196
0.382 1.2196
LOW 1.2196
0.618 1.2196
1.000 1.2196
1.618 1.2196
2.618 1.2196
4.250 1.2196
Fisher Pivots for day following 24-Feb-2006
Pivot 1 day 3 day
R1 1.2196 1.2220
PP 1.2196 1.2212
S1 1.2196 1.2204

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

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