CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 20-Jul-2006
Day Change Summary
Previous Current
19-Jul-2006 20-Jul-2006 Change Change % Previous Week
Open 1.2843 1.2878 0.0035 0.3% 1.2987
High 1.2845 1.2878 0.0033 0.3% 1.3026
Low 1.2723 1.2878 0.0155 1.2% 1.2903
Close 1.2843 1.2878 0.0035 0.3% 1.2903
Range 0.0122 0.0000 -0.0122 -100.0% 0.0123
ATR 0.0060 0.0058 -0.0002 -3.0% 0.0000
Volume
Daily Pivots for day following 20-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.2878 1.2878 1.2878
R3 1.2878 1.2878 1.2878
R2 1.2878 1.2878 1.2878
R1 1.2878 1.2878 1.2878 1.2878
PP 1.2878 1.2878 1.2878 1.2878
S1 1.2878 1.2878 1.2878 1.2878
S2 1.2878 1.2878 1.2878
S3 1.2878 1.2878 1.2878
S4 1.2878 1.2878 1.2878
Weekly Pivots for week ending 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3313 1.3231 1.2971
R3 1.3190 1.3108 1.2937
R2 1.3067 1.3067 1.2926
R1 1.2985 1.2985 1.2914 1.2965
PP 1.2944 1.2944 1.2944 1.2934
S1 1.2862 1.2862 1.2892 1.2842
S2 1.2821 1.2821 1.2880
S3 1.2698 1.2739 1.2869
S4 1.2575 1.2616 1.2835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2903 1.2723 0.0180 1.4% 0.0024 0.2% 86% False False
10 1.3075 1.2723 0.0352 2.7% 0.0012 0.1% 44% False False
20 1.3075 1.2723 0.0352 2.7% 0.0006 0.0% 44% False False
40 1.3193 1.2723 0.0470 3.6% 0.0003 0.0% 33% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 33% False False
80 1.3193 1.2298 0.0895 6.9% 0.0002 0.0% 65% False False 1
100 1.3193 1.2201 0.0992 7.7% 0.0001 0.0% 68% False False
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2878
2.618 1.2878
1.618 1.2878
1.000 1.2878
0.618 1.2878
HIGH 1.2878
0.618 1.2878
0.500 1.2878
0.382 1.2878
LOW 1.2878
0.618 1.2878
1.000 1.2878
1.618 1.2878
2.618 1.2878
4.250 1.2878
Fisher Pivots for day following 20-Jul-2006
Pivot 1 day 3 day
R1 1.2878 1.2852
PP 1.2878 1.2826
S1 1.2878 1.2801

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

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