CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 13-Apr-2006
Day Change Summary
Previous Current
12-Apr-2006 13-Apr-2006 Change Change % Previous Week
Open 1.2396 1.2395 -0.0001 0.0% 1.2431
High 1.2396 1.2395 -0.0001 0.0% 1.2592
Low 1.2396 1.2395 -0.0001 0.0% 1.2403
Close 1.2396 1.2395 -0.0001 0.0% 1.2403
Range
ATR 0.0050 0.0046 -0.0003 -7.0% 0.0000
Volume
Daily Pivots for day following 13-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.2395 1.2395 1.2395
R3 1.2395 1.2395 1.2395
R2 1.2395 1.2395 1.2395
R1 1.2395 1.2395 1.2395 1.2395
PP 1.2395 1.2395 1.2395 1.2395
S1 1.2395 1.2395 1.2395 1.2395
S2 1.2395 1.2395 1.2395
S3 1.2395 1.2395 1.2395
S4 1.2395 1.2395 1.2395
Weekly Pivots for week ending 07-Apr-2006
Classic Woodie Camarilla DeMark
R4 1.3033 1.2907 1.2507
R3 1.2844 1.2718 1.2455
R2 1.2655 1.2655 1.2438
R1 1.2529 1.2529 1.2420 1.2498
PP 1.2466 1.2466 1.2466 1.2450
S1 1.2340 1.2340 1.2386 1.2309
S2 1.2277 1.2277 1.2368
S3 1.2088 1.2151 1.2351
S4 1.1899 1.1962 1.2299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2430 1.2393 0.0037 0.3% 0.0000 0.0% 5% False False
10 1.2592 1.2393 0.0199 1.6% 0.0000 0.0% 1% False False
20 1.2592 1.2261 0.0331 2.7% 0.0000 0.0% 40% False False
40 1.2592 1.2174 0.0418 3.4% 0.0000 0.0% 53% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2395
2.618 1.2395
1.618 1.2395
1.000 1.2395
0.618 1.2395
HIGH 1.2395
0.618 1.2395
0.500 1.2395
0.382 1.2395
LOW 1.2395
0.618 1.2395
1.000 1.2395
1.618 1.2395
2.618 1.2395
4.250 1.2395
Fisher Pivots for day following 13-Apr-2006
Pivot 1 day 3 day
R1 1.2395 1.2413
PP 1.2395 1.2407
S1 1.2395 1.2401

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

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