CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 18-Sep-2006
Day Change Summary
Previous Current
15-Sep-2006 18-Sep-2006 Change Change % Previous Week
Open 1.2825 1.2865 0.0040 0.3% 1.2872
High 1.2825 1.2865 0.0040 0.3% 1.2889
Low 1.2825 1.2865 0.0040 0.3% 1.2825
Close 1.2825 1.2865 0.0040 0.3% 1.2825
Range
ATR 0.0034 0.0035 0.0000 1.2% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 18-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2865 1.2865 1.2865
R3 1.2865 1.2865 1.2865
R2 1.2865 1.2865 1.2865
R1 1.2865 1.2865 1.2865 1.2865
PP 1.2865 1.2865 1.2865 1.2865
S1 1.2865 1.2865 1.2865 1.2865
S2 1.2865 1.2865 1.2865
S3 1.2865 1.2865 1.2865
S4 1.2865 1.2865 1.2865
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3038 1.2996 1.2860
R3 1.2974 1.2932 1.2843
R2 1.2910 1.2910 1.2837
R1 1.2868 1.2868 1.2831 1.2857
PP 1.2846 1.2846 1.2846 1.2841
S1 1.2804 1.2804 1.2819 1.2793
S2 1.2782 1.2782 1.2813
S3 1.2718 1.2740 1.2807
S4 1.2654 1.2676 1.2790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2889 1.2825 0.0064 0.5% 0.0000 0.0% 63% False False 1
10 1.2998 1.2825 0.0173 1.3% 0.0000 0.0% 23% False False 2
20 1.3087 1.2825 0.0262 2.0% 0.0001 0.0% 15% False False 2
40 1.3091 1.2817 0.0274 2.1% 0.0001 0.0% 18% False False 1
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 39% False False 1
80 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 30% False False 1
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 30% False False 1
120 1.3193 1.2314 0.0879 6.8% 0.0001 0.0% 63% 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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.2865
2.618 1.2865
1.618 1.2865
1.000 1.2865
0.618 1.2865
HIGH 1.2865
0.618 1.2865
0.500 1.2865
0.382 1.2865
LOW 1.2865
0.618 1.2865
1.000 1.2865
1.618 1.2865
2.618 1.2865
4.250 1.2865
Fisher Pivots for day following 18-Sep-2006
Pivot 1 day 3 day
R1 1.2865 1.2862
PP 1.2865 1.2860
S1 1.2865 1.2857

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

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