CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 01-Sep-2006
Day Change Summary
Previous Current
31-Aug-2006 01-Sep-2006 Change Change % Previous Week
Open 1.2995 1.3019 0.0024 0.2% 1.2978
High 1.2995 1.3019 0.0024 0.2% 1.3023
Low 1.2995 1.3019 0.0024 0.2% 1.2978
Close 1.2995 1.3019 0.0024 0.2% 1.3019
Range
ATR 0.0038 0.0037 -0.0001 -2.6% 0.0000
Volume 2 0 -2 -100.0% 6
Daily Pivots for day following 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3019 1.3019 1.3019
R3 1.3019 1.3019 1.3019
R2 1.3019 1.3019 1.3019
R1 1.3019 1.3019 1.3019 1.3019
PP 1.3019 1.3019 1.3019 1.3019
S1 1.3019 1.3019 1.3019 1.3019
S2 1.3019 1.3019 1.3019
S3 1.3019 1.3019 1.3019
S4 1.3019 1.3019 1.3019
Weekly Pivots for week ending 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3142 1.3125 1.3044
R3 1.3097 1.3080 1.3031
R2 1.3052 1.3052 1.3027
R1 1.3035 1.3035 1.3023 1.3044
PP 1.3007 1.3007 1.3007 1.3011
S1 1.2990 1.2990 1.3015 1.2999
S2 1.2962 1.2962 1.3011
S3 1.2917 1.2945 1.3007
S4 1.2872 1.2900 1.2994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3023 1.2978 0.0045 0.3% 0.0000 0.0% 91% False False 1
10 1.3087 1.2953 0.0134 1.0% 0.0003 0.0% 49% False False 3
20 1.3090 1.2921 0.0169 1.3% 0.0001 0.0% 58% False False 2
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 80% False False 1
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 80% False False
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 63% False False 1
100 1.3193 1.2395 0.0798 6.1% 0.0002 0.0% 78% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 81% 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.3019
2.618 1.3019
1.618 1.3019
1.000 1.3019
0.618 1.3019
HIGH 1.3019
0.618 1.3019
0.500 1.3019
0.382 1.3019
LOW 1.3019
0.618 1.3019
1.000 1.3019
1.618 1.3019
2.618 1.3019
4.250 1.3019
Fisher Pivots for day following 01-Sep-2006
Pivot 1 day 3 day
R1 1.3019 1.3015
PP 1.3019 1.3011
S1 1.3019 1.3007

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

View Archives - Comment on this page... - Back to Index of Symbols