CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 30-Jun-2006
Day Change Summary
Previous Current
29-Jun-2006 30-Jun-2006 Change Change % Previous Week
Open 1.2932 1.3047 0.0115 0.9% 1.2852
High 1.2932 1.3047 0.0115 0.9% 1.3047
Low 1.2932 1.3047 0.0115 0.9% 1.2826
Close 1.2932 1.3047 0.0115 0.9% 1.3047
Range
ATR 0.0056 0.0060 0.0004 7.5% 0.0000
Volume
Daily Pivots for day following 30-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3047 1.3047 1.3047
R3 1.3047 1.3047 1.3047
R2 1.3047 1.3047 1.3047
R1 1.3047 1.3047 1.3047 1.3047
PP 1.3047 1.3047 1.3047 1.3047
S1 1.3047 1.3047 1.3047 1.3047
S2 1.3047 1.3047 1.3047
S3 1.3047 1.3047 1.3047
S4 1.3047 1.3047 1.3047
Weekly Pivots for week ending 30-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3636 1.3563 1.3169
R3 1.3415 1.3342 1.3108
R2 1.3194 1.3194 1.3088
R1 1.3121 1.3121 1.3067 1.3158
PP 1.2973 1.2973 1.2973 1.2992
S1 1.2900 1.2900 1.3027 1.2937
S2 1.2752 1.2752 1.3006
S3 1.2531 1.2679 1.2986
S4 1.2310 1.2458 1.2925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3047 1.2826 0.0221 1.7% 0.0000 0.0% 100% True False
10 1.3047 1.2791 0.0256 2.0% 0.0000 0.0% 100% True False
20 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 64% False False
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 64% False False 1
60 1.3193 1.2393 0.0800 6.1% 0.0000 0.0% 82% False False 1
80 1.3193 1.2223 0.0970 7.4% 0.0000 0.0% 85% False False
100 1.3193 1.2174 0.1019 7.8% 0.0000 0.0% 86% 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 1.3047
2.618 1.3047
1.618 1.3047
1.000 1.3047
0.618 1.3047
HIGH 1.3047
0.618 1.3047
0.500 1.3047
0.382 1.3047
LOW 1.3047
0.618 1.3047
1.000 1.3047
1.618 1.3047
2.618 1.3047
4.250 1.3047
Fisher Pivots for day following 30-Jun-2006
Pivot 1 day 3 day
R1 1.3047 1.3010
PP 1.3047 1.2973
S1 1.3047 1.2937

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

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