CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 28-Jun-2006
Day Change Summary
Previous Current
27-Jun-2006 28-Jun-2006 Change Change % Previous Week
Open 1.2856 1.2826 -0.0030 -0.2% 1.2856
High 1.2856 1.2826 -0.0030 -0.2% 1.2936
Low 1.2856 1.2826 -0.0030 -0.2% 1.2791
Close 1.2856 1.2826 -0.0030 -0.2% 1.2791
Range
ATR 0.0054 0.0052 -0.0002 -3.2% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 28-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2826 1.2826 1.2826
R3 1.2826 1.2826 1.2826
R2 1.2826 1.2826 1.2826
R1 1.2826 1.2826 1.2826 1.2826
PP 1.2826 1.2826 1.2826 1.2826
S1 1.2826 1.2826 1.2826 1.2826
S2 1.2826 1.2826 1.2826
S3 1.2826 1.2826 1.2826
S4 1.2826 1.2826 1.2826
Weekly Pivots for week ending 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3274 1.3178 1.2871
R3 1.3129 1.3033 1.2831
R2 1.2984 1.2984 1.2818
R1 1.2888 1.2888 1.2804 1.2864
PP 1.2839 1.2839 1.2839 1.2827
S1 1.2743 1.2743 1.2778 1.2719
S2 1.2694 1.2694 1.2764
S3 1.2549 1.2598 1.2751
S4 1.2404 1.2453 1.2711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2858 1.2791 0.0067 0.5% 0.0000 0.0% 52% False False
10 1.2936 1.2791 0.0145 1.1% 0.0000 0.0% 24% False False
20 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 9% False False 1
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 9% False False 1
60 1.3193 1.2393 0.0800 6.2% 0.0000 0.0% 54% False False 1
80 1.3193 1.2201 0.0992 7.7% 0.0000 0.0% 63% False False
100 1.3193 1.2174 0.1019 7.9% 0.0000 0.0% 64% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2826
2.618 1.2826
1.618 1.2826
1.000 1.2826
0.618 1.2826
HIGH 1.2826
0.618 1.2826
0.500 1.2826
0.382 1.2826
LOW 1.2826
0.618 1.2826
1.000 1.2826
1.618 1.2826
2.618 1.2826
4.250 1.2826
Fisher Pivots for day following 28-Jun-2006
Pivot 1 day 3 day
R1 1.2826 1.2841
PP 1.2826 1.2836
S1 1.2826 1.2831

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

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