CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Aug-2006
Day Change Summary
Previous Current
18-Aug-2006 21-Aug-2006 Change Change % Previous Week
Open 1.3023 1.3087 0.0064 0.5% 1.2921
High 1.3023 1.3087 0.0064 0.5% 1.3041
Low 1.3023 1.3087 0.0064 0.5% 1.2921
Close 1.3023 1.3096 0.0073 0.6% 1.3023
Range
ATR 0.0041 0.0043 0.0002 3.9% 0.0000
Volume 2 0 -2 -100.0% 5
Daily Pivots for day following 21-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3090 1.3093 1.3096
R3 1.3090 1.3093 1.3096
R2 1.3090 1.3090 1.3096
R1 1.3093 1.3093 1.3096 1.3092
PP 1.3090 1.3090 1.3090 1.3089
S1 1.3093 1.3093 1.3096 1.3092
S2 1.3090 1.3090 1.3096
S3 1.3090 1.3093 1.3096
S4 1.3090 1.3093 1.3096
Weekly Pivots for week ending 18-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3355 1.3309 1.3089
R3 1.3235 1.3189 1.3056
R2 1.3115 1.3115 1.3045
R1 1.3069 1.3069 1.3034 1.3092
PP 1.2995 1.2995 1.2995 1.3007
S1 1.2949 1.2949 1.3012 1.2972
S2 1.2875 1.2875 1.3001
S3 1.2755 1.2829 1.2990
S4 1.2635 1.2709 1.2957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3087 1.2987 0.0100 0.8% 0.0000 0.0% 109% True False 1
10 1.3090 1.2921 0.0169 1.3% 0.0000 0.0% 104% False False 1
20 1.3091 1.2817 0.0274 2.1% 0.0000 0.0% 102% False False
40 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 101% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 79% False False
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 79% False False
100 1.3193 1.2393 0.0800 6.1% 0.0001 0.0% 88% False False
120 1.3193 1.2201 0.0992 7.6% 0.0001 0.0% 90% 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 1.3087
2.618 1.3087
1.618 1.3087
1.000 1.3087
0.618 1.3087
HIGH 1.3087
0.618 1.3087
0.500 1.3087
0.382 1.3087
LOW 1.3087
0.618 1.3087
1.000 1.3087
1.618 1.3087
2.618 1.3087
4.250 1.3087
Fisher Pivots for day following 21-Aug-2006
Pivot 1 day 3 day
R1 1.3093 1.3082
PP 1.3090 1.3069
S1 1.3087 1.3055

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

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