CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 21-Sep-2006
Day Change Summary
Previous Current
20-Sep-2006 21-Sep-2006 Change Change % Previous Week
Open 1.2858 1.2946 0.0088 0.7% 1.2872
High 1.2858 1.2946 0.0088 0.7% 1.2889
Low 1.2858 1.2946 0.0088 0.7% 1.2825
Close 1.2858 1.2946 0.0088 0.7% 1.2825
Range
ATR 0.0034 0.0038 0.0004 11.2% 0.0000
Volume 10 1 -9 -90.0% 5
Daily Pivots for day following 21-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2946 1.2946 1.2946
R3 1.2946 1.2946 1.2946
R2 1.2946 1.2946 1.2946
R1 1.2946 1.2946 1.2946 1.2946
PP 1.2946 1.2946 1.2946 1.2946
S1 1.2946 1.2946 1.2946 1.2946
S2 1.2946 1.2946 1.2946
S3 1.2946 1.2946 1.2946
S4 1.2946 1.2946 1.2946
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 1.2946 1.2825 0.0121 0.9% 0.0009 0.1% 100% True False 3
10 1.2946 1.2825 0.0121 0.9% 0.0005 0.0% 100% True False 2
20 1.3023 1.2825 0.0198 1.5% 0.0002 0.0% 61% False False 2
40 1.3091 1.2825 0.0266 2.1% 0.0002 0.0% 45% False False 1
60 1.3091 1.2723 0.0368 2.8% 0.0003 0.0% 61% False False 1
80 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 47% False False 1
100 1.3193 1.2723 0.0470 3.6% 0.0002 0.0% 47% False False 1
120 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 69% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2946
2.618 1.2946
1.618 1.2946
1.000 1.2946
0.618 1.2946
HIGH 1.2946
0.618 1.2946
0.500 1.2946
0.382 1.2946
LOW 1.2946
0.618 1.2946
1.000 1.2946
1.618 1.2946
2.618 1.2946
4.250 1.2946
Fisher Pivots for day following 21-Sep-2006
Pivot 1 day 3 day
R1 1.2946 1.2927
PP 1.2946 1.2908
S1 1.2946 1.2889

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

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