CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 10-Aug-2006
Day Change Summary
Previous Current
09-Aug-2006 10-Aug-2006 Change Change % Previous Week
Open 1.3068 1.3004 -0.0064 -0.5% 1.2998
High 1.3090 1.3004 -0.0086 -0.7% 1.3091
Low 1.3090 1.3004 -0.0086 -0.7% 1.2998
Close 1.3068 1.3004 -0.0064 -0.5% 1.3091
Range
ATR 0.0046 0.0047 0.0001 2.8% 0.0000
Volume 0 4 4 4
Daily Pivots for day following 10-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3004 1.3004 1.3004
R3 1.3004 1.3004 1.3004
R2 1.3004 1.3004 1.3004
R1 1.3004 1.3004 1.3004 1.3004
PP 1.3004 1.3004 1.3004 1.3004
S1 1.3004 1.3004 1.3004 1.3004
S2 1.3004 1.3004 1.3004
S3 1.3004 1.3004 1.3004
S4 1.3004 1.3004 1.3004
Weekly Pivots for week ending 04-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3339 1.3308 1.3142
R3 1.3246 1.3215 1.3117
R2 1.3153 1.3153 1.3108
R1 1.3122 1.3122 1.3100 1.3138
PP 1.3060 1.3060 1.3060 1.3068
S1 1.3029 1.3029 1.3082 1.3045
S2 1.2967 1.2967 1.3074
S3 1.2874 1.2936 1.3065
S4 1.2781 1.2843 1.3040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3091 1.3004 0.0087 0.7% 0.0000 0.0% 0% False True
10 1.3091 1.2998 0.0093 0.7% 0.0000 0.0% 6% False False
20 1.3091 1.2723 0.0368 2.8% 0.0006 0.0% 76% False False
40 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 76% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 60% False False
80 1.3193 1.2607 0.0586 4.5% 0.0002 0.0% 68% False False
100 1.3193 1.2261 0.0932 7.2% 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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.3004
2.618 1.3004
1.618 1.3004
1.000 1.3004
0.618 1.3004
HIGH 1.3004
0.618 1.3004
0.500 1.3004
0.382 1.3004
LOW 1.3004
0.618 1.3004
1.000 1.3004
1.618 1.3004
2.618 1.3004
4.250 1.3004
Fisher Pivots for day following 10-Aug-2006
Pivot 1 day 3 day
R1 1.3004 1.3047
PP 1.3004 1.3033
S1 1.3004 1.3018

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

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