CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 30-Aug-2006
Day Change Summary
Previous Current
29-Aug-2006 30-Aug-2006 Change Change % Previous Week
Open 1.3023 1.3015 -0.0008 -0.1% 1.3087
High 1.3023 1.3015 -0.0008 -0.1% 1.3087
Low 1.3023 1.3015 -0.0008 -0.1% 1.2953
Close 1.3023 1.3021 -0.0002 0.0% 1.2953
Range
ATR 0.0041 0.0039 -0.0002 -5.7% 0.0000
Volume
Daily Pivots for day following 30-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3017 1.3019 1.3021
R3 1.3017 1.3019 1.3021
R2 1.3017 1.3017 1.3021
R1 1.3019 1.3019 1.3021 1.3018
PP 1.3017 1.3017 1.3017 1.3017
S1 1.3019 1.3019 1.3021 1.3018
S2 1.3017 1.3017 1.3021
S3 1.3017 1.3019 1.3021
S4 1.3017 1.3019 1.3021
Weekly Pivots for week ending 25-Aug-2006
Classic Woodie Camarilla DeMark
R4 1.3400 1.3310 1.3027
R3 1.3266 1.3176 1.2990
R2 1.3132 1.3132 1.2978
R1 1.3042 1.3042 1.2965 1.3020
PP 1.2998 1.2998 1.2998 1.2987
S1 1.2908 1.2908 1.2941 1.2886
S2 1.2864 1.2864 1.2928
S3 1.2730 1.2774 1.2916
S4 1.2596 1.2640 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3023 1.2953 0.0070 0.5% 0.0000 0.0% 97% False False 4
10 1.3087 1.2953 0.0134 1.0% 0.0003 0.0% 51% False False 3
20 1.3091 1.2921 0.0170 1.3% 0.0001 0.0% 59% False False 1
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 81% False False 1
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 81% False False
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 63% False False 1
100 1.3193 1.2393 0.0800 6.1% 0.0002 0.0% 79% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 82% False False 1
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3015
2.618 1.3015
1.618 1.3015
1.000 1.3015
0.618 1.3015
HIGH 1.3015
0.618 1.3015
0.500 1.3015
0.382 1.3015
LOW 1.3015
0.618 1.3015
1.000 1.3015
1.618 1.3015
2.618 1.3015
4.250 1.3015
Fisher Pivots for day following 30-Aug-2006
Pivot 1 day 3 day
R1 1.3019 1.3014
PP 1.3017 1.3007
S1 1.3015 1.3001

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

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