CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 22-Aug-2006
Day Change Summary
Previous Current
21-Aug-2006 22-Aug-2006 Change Change % Previous Week
Open 1.3087 1.2993 -0.0094 -0.7% 1.2921
High 1.3087 1.2996 -0.0091 -0.7% 1.3041
Low 1.3087 1.2996 -0.0091 -0.7% 1.2921
Close 1.3096 1.2993 -0.0103 -0.8% 1.3023
Range
ATR 0.0043 0.0047 0.0004 9.4% 0.0000
Volume 0 7 7 5
Daily Pivots for day following 22-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2995 1.2994 1.2993
R3 1.2995 1.2994 1.2993
R2 1.2995 1.2995 1.2993
R1 1.2994 1.2994 1.2993 1.2993
PP 1.2995 1.2995 1.2995 1.2995
S1 1.2994 1.2994 1.2993 1.2993
S2 1.2995 1.2995 1.2993
S3 1.2995 1.2994 1.2993
S4 1.2995 1.2994 1.2993
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 1.2996 0.0091 0.7% 0.0000 0.0% -3% False True 1
10 1.3090 1.2921 0.0169 1.3% 0.0000 0.0% 43% False False 1
20 1.3091 1.2921 0.0170 1.3% 0.0000 0.0% 42% False False 1
40 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 73% False False
60 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 57% False False
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 57% False False
100 1.3193 1.2393 0.0800 6.2% 0.0001 0.0% 75% False False
120 1.3193 1.2201 0.0992 7.6% 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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.2996
2.618 1.2996
1.618 1.2996
1.000 1.2996
0.618 1.2996
HIGH 1.2996
0.618 1.2996
0.500 1.2996
0.382 1.2996
LOW 1.2996
0.618 1.2996
1.000 1.2996
1.618 1.2996
2.618 1.2996
4.250 1.2996
Fisher Pivots for day following 22-Aug-2006
Pivot 1 day 3 day
R1 1.2996 1.3042
PP 1.2995 1.3025
S1 1.2994 1.3009

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

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