CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 31-Jul-2006
Day Change Summary
Previous Current
28-Jul-2006 31-Jul-2006 Change Change % Previous Week
Open 1.2977 1.2998 0.0021 0.2% 1.2864
High 1.3000 1.2998 -0.0002 0.0% 1.3000
Low 1.3000 1.2998 -0.0002 0.0% 1.2817
Close 1.2977 1.2998 0.0021 0.2% 1.2977
Range
ATR 0.0062 0.0059 -0.0003 -4.7% 0.0000
Volume 0 2 2 1
Daily Pivots for day following 31-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 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1.3480 1.3412 1.3078
R3 1.3297 1.3229 1.3027
R2 1.3114 1.3114 1.3011
R1 1.3046 1.3046 1.2994 1.3080
PP 1.2931 1.2931 1.2931 1.2949
S1 1.2863 1.2863 1.2960 1.2897
S2 1.2748 1.2748 1.2943
S3 1.2565 1.2680 1.2927
S4 1.2382 1.2497 1.2876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3000 1.2817 0.0183 1.4% 0.0000 0.0% 99% False False
10 1.3000 1.2723 0.0277 2.1% 0.0012 0.1% 99% False False
20 1.3075 1.2723 0.0352 2.7% 0.0006 0.0% 78% False False
40 1.3193 1.2723 0.0470 3.6% 0.0003 0.0% 59% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 59% False False
80 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 76% False False
100 1.3193 1.2223 0.0970 7.5% 0.0001 0.0% 80% False False
120 1.3193 1.2174 0.1019 7.8% 0.0001 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0008
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 31-Jul-2006
Pivot 1 day 3 day
R1 1.2998 1.2995
PP 1.2998 1.2993
S1 1.2998 1.2990

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

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