CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 15-Aug-2006
Day Change Summary
Previous Current
14-Aug-2006 15-Aug-2006 Change Change % Previous Week
Open 1.2921 1.2987 0.0066 0.5% 1.3053
High 1.2921 1.2987 0.0066 0.5% 1.3090
Low 1.2921 1.2987 0.0066 0.5% 1.2928
Close 1.2921 1.2987 0.0066 0.5% 1.2928
Range
ATR 0.0046 0.0048 0.0001 3.1% 0.0000
Volume 0 3 3 5
Daily Pivots for day following 15-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2987 1.2987 1.2987
R3 1.2987 1.2987 1.2987
R2 1.2987 1.2987 1.2987
R1 1.2987 1.2987 1.2987 1.2987
PP 1.2987 1.2987 1.2987 1.2987
S1 1.2987 1.2987 1.2987 1.2987
S2 1.2987 1.2987 1.2987
S3 1.2987 1.2987 1.2987
S4 1.2987 1.2987 1.2987
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3468 1.3360 1.3017
R3 1.3306 1.3198 1.2973
R2 1.3144 1.3144 1.2958
R1 1.3036 1.3036 1.2943 1.3009
PP 1.2982 1.2982 1.2982 1.2969
S1 1.2874 1.2874 1.2913 1.2847
S2 1.2820 1.2820 1.2898
S3 1.2658 1.2712 1.2883
S4 1.2496 1.2550 1.2839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2921 0.0169 1.3% 0.0000 0.0% 39% False False 1
10 1.3091 1.2921 0.0170 1.3% 0.0000 0.0% 39% False False 1
20 1.3091 1.2723 0.0368 2.8% 0.0006 0.0% 72% False False
40 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 72% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 56% False False
80 1.3193 1.2693 0.0500 3.9% 0.0002 0.0% 59% False False
100 1.3193 1.2298 0.0895 6.9% 0.0001 0.0% 77% False False
120 1.3193 1.2174 0.1019 7.8% 0.0001 0.0% 80% 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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.2987
2.618 1.2987
1.618 1.2987
1.000 1.2987
0.618 1.2987
HIGH 1.2987
0.618 1.2987
0.500 1.2987
0.382 1.2987
LOW 1.2987
0.618 1.2987
1.000 1.2987
1.618 1.2987
2.618 1.2987
4.250 1.2987
Fisher Pivots for day following 15-Aug-2006
Pivot 1 day 3 day
R1 1.2987 1.2976
PP 1.2987 1.2965
S1 1.2987 1.2954

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

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