CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 24-Aug-2006
Day Change Summary
Previous Current
23-Aug-2006 24-Aug-2006 Change Change % Previous Week
Open 1.2989 1.2957 -0.0032 -0.2% 1.2921
High 1.3008 1.2957 -0.0051 -0.4% 1.3041
Low 1.2980 1.2957 -0.0023 -0.2% 1.2921
Close 1.2989 1.2957 -0.0032 -0.2% 1.3023
Range 0.0028 0.0000 -0.0028 -100.0% 0.0120
ATR 0.0046 0.0045 -0.0001 -2.2% 0.0000
Volume 0 17 17 5
Daily Pivots for day following 24-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.2957 1.2957 1.2957
R3 1.2957 1.2957 1.2957
R2 1.2957 1.2957 1.2957
R1 1.2957 1.2957 1.2957 1.2957
PP 1.2957 1.2957 1.2957 1.2957
S1 1.2957 1.2957 1.2957 1.2957
S2 1.2957 1.2957 1.2957
S3 1.2957 1.2957 1.2957
S4 1.2957 1.2957 1.2957
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 1.2957 0.0130 1.0% 0.0006 0.0% 0% False True 5
10 1.3087 1.2921 0.0166 1.3% 0.0003 0.0% 22% False False 3
20 1.3091 1.2921 0.0170 1.3% 0.0001 0.0% 21% False False 1
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 64% False False 1
60 1.3193 1.2723 0.0470 3.6% 0.0003 0.0% 50% False False 1
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 50% False False 1
100 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 71% False False 1
120 1.3193 1.2201 0.0992 7.7% 0.0001 0.0% 76% False False 1
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2957
2.618 1.2957
1.618 1.2957
1.000 1.2957
0.618 1.2957
HIGH 1.2957
0.618 1.2957
0.500 1.2957
0.382 1.2957
LOW 1.2957
0.618 1.2957
1.000 1.2957
1.618 1.2957
2.618 1.2957
4.250 1.2957
Fisher Pivots for day following 24-Aug-2006
Pivot 1 day 3 day
R1 1.2957 1.2983
PP 1.2957 1.2974
S1 1.2957 1.2966

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

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