CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 22-Jun-2006
Day Change Summary
Previous Current
21-Jun-2006 22-Jun-2006 Change Change % Previous Week
Open 1.2936 1.2858 -0.0078 -0.6% 1.2881
High 1.2936 1.2858 -0.0078 -0.6% 1.2925
Low 1.2936 1.2858 -0.0078 -0.6% 1.2813
Close 1.2936 1.2858 -0.0078 -0.6% 1.2925
Range
ATR 0.0055 0.0057 0.0002 3.0% 0.0000
Volume
Daily Pivots for day following 22-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2858 1.2858 1.2858
R3 1.2858 1.2858 1.2858
R2 1.2858 1.2858 1.2858
R1 1.2858 1.2858 1.2858 1.2858
PP 1.2858 1.2858 1.2858 1.2858
S1 1.2858 1.2858 1.2858 1.2858
S2 1.2858 1.2858 1.2858
S3 1.2858 1.2858 1.2858
S4 1.2858 1.2858 1.2858
Weekly Pivots for week ending 16-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3224 1.3186 1.2987
R3 1.3112 1.3074 1.2956
R2 1.3000 1.3000 1.2946
R1 1.2962 1.2962 1.2935 1.2981
PP 1.2888 1.2888 1.2888 1.2897
S1 1.2850 1.2850 1.2915 1.2869
S2 1.2776 1.2776 1.2904
S3 1.2664 1.2738 1.2894
S4 1.2552 1.2626 1.2863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2936 1.2856 0.0080 0.6% 0.0000 0.0% 3% False False
10 1.2936 1.2813 0.0123 1.0% 0.0000 0.0% 37% False False
20 1.3193 1.2813 0.0380 3.0% 0.0000 0.0% 12% False False 1
40 1.3193 1.2813 0.0380 3.0% 0.0000 0.0% 12% False False 1
60 1.3193 1.2314 0.0879 6.8% 0.0000 0.0% 62% False False
80 1.3193 1.2201 0.0992 7.7% 0.0000 0.0% 66% False False
100 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 67% 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 1.2858
2.618 1.2858
1.618 1.2858
1.000 1.2858
0.618 1.2858
HIGH 1.2858
0.618 1.2858
0.500 1.2858
0.382 1.2858
LOW 1.2858
0.618 1.2858
1.000 1.2858
1.618 1.2858
2.618 1.2858
4.250 1.2858
Fisher Pivots for day following 22-Jun-2006
Pivot 1 day 3 day
R1 1.2858 1.2897
PP 1.2858 1.2884
S1 1.2858 1.2871

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

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