CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 05-Jul-2006
Day Change Summary
Previous Current
03-Jul-2006 05-Jul-2006 Change Change % Previous Week
Open 1.3059 1.2998 -0.0061 -0.5% 1.2852
High 1.3059 1.2998 -0.0061 -0.5% 1.3047
Low 1.3059 1.2998 -0.0061 -0.5% 1.2826
Close 1.3059 1.2998 -0.0061 -0.5% 1.3047
Range
ATR 0.0057 0.0057 0.0000 0.5% 0.0000
Volume
Daily Pivots for day following 05-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2998 1.2998 1.2998
R3 1.2998 1.2998 1.2998
R2 1.2998 1.2998 1.2998
R1 1.2998 1.2998 1.2998 1.2998
PP 1.2998 1.2998 1.2998 1.2998
S1 1.2998 1.2998 1.2998 1.2998
S2 1.2998 1.2998 1.2998
S3 1.2998 1.2998 1.2998
S4 1.2998 1.2998 1.2998
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 1.3059 1.2826 0.0233 1.8% 0.0000 0.0% 74% False False
10 1.3059 1.2791 0.0268 2.1% 0.0000 0.0% 77% False False
20 1.3067 1.2791 0.0276 2.1% 0.0000 0.0% 75% False False
40 1.3193 1.2791 0.0402 3.1% 0.0000 0.0% 51% False False
60 1.3193 1.2393 0.0800 6.2% 0.0000 0.0% 76% False False 1
80 1.3193 1.2261 0.0932 7.2% 0.0000 0.0% 79% False False
100 1.3193 1.2174 0.1019 7.8% 0.0000 0.0% 81% 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 1.2998
2.618 1.2998
1.618 1.2998
1.000 1.2998
0.618 1.2998
HIGH 1.2998
0.618 1.2998
0.500 1.2998
0.382 1.2998
LOW 1.2998
0.618 1.2998
1.000 1.2998
1.618 1.2998
2.618 1.2998
4.250 1.2998
Fisher Pivots for day following 05-Jul-2006
Pivot 1 day 3 day
R1 1.2998 1.3029
PP 1.2998 1.3018
S1 1.2998 1.3008

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

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