CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 05-Sep-2006
Day Change Summary
Previous Current
01-Sep-2006 05-Sep-2006 Change Change % Previous Week
Open 1.3019 1.2998 -0.0021 -0.2% 1.2978
High 1.3019 1.2998 -0.0021 -0.2% 1.3023
Low 1.3019 1.2998 -0.0021 -0.2% 1.2978
Close 1.3019 1.2998 -0.0021 -0.2% 1.3019
Range
ATR 0.0037 0.0036 -0.0001 -3.1% 0.0000
Volume
Daily Pivots for day following 05-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2998 1.2998 1.2998
R3 1.2998 1.2998 1.2998
R2 1.2998 1.2998 1.2998
R1 1.2998 1.2998 1.2998 1.2998
PP 1.2998 1.2998 1.2998 1.2998
S1 1.2998 1.2998 1.2998 1.2998
S2 1.2998 1.2998 1.2998
S3 1.2998 1.2998 1.2998
S4 1.2998 1.2998 1.2998
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 1.2995 0.0028 0.2% 0.0000 0.0% 11% False False
10 1.3023 1.2953 0.0070 0.5% 0.0003 0.0% 64% False False 3
20 1.3090 1.2921 0.0169 1.3% 0.0001 0.0% 46% False False 2
40 1.3091 1.2723 0.0368 2.8% 0.0004 0.0% 75% False False 1
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 75% False False
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 59% False False
100 1.3193 1.2395 0.0798 6.1% 0.0002 0.0% 76% False False 1
120 1.3193 1.2261 0.0932 7.2% 0.0001 0.0% 79% 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 1.2998
2.618 1.2998
1.618 1.2998
1.000 1.2998
0.618 1.2998
HIGH 1.2998
0.618 1.2998
0.500 1.2998
0.382 1.2998
LOW 1.2998
0.618 1.2998
1.000 1.2998
1.618 1.2998
2.618 1.2998
4.250 1.2998
Fisher Pivots for day following 05-Sep-2006
Pivot 1 day 3 day
R1 1.2998 1.3007
PP 1.2998 1.3004
S1 1.2998 1.3001

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

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