CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Sep-2006
Day Change Summary
Previous Current
26-Sep-2006 27-Sep-2006 Change Change % Previous Week
Open 1.2856 1.2862 0.0006 0.0% 1.2865
High 1.2856 1.2862 0.0006 0.0% 1.2946
Low 1.2856 1.2862 0.0006 0.0% 1.2832
Close 1.2856 1.2862 0.0006 0.0% 1.2942
Range
ATR 0.0037 0.0035 -0.0002 -6.0% 0.0000
Volume 66 4 -62 -93.9% 20
Daily Pivots for day following 27-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.2862 1.2862 1.2862
R3 1.2862 1.2862 1.2862
R2 1.2862 1.2862 1.2862
R1 1.2862 1.2862 1.2862 1.2862
PP 1.2862 1.2862 1.2862 1.2862
S1 1.2862 1.2862 1.2862 1.2862
S2 1.2862 1.2862 1.2862
S3 1.2862 1.2862 1.2862
S4 1.2862 1.2862 1.2862
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3249 1.3209 1.3005
R3 1.3135 1.3095 1.2973
R2 1.3021 1.3021 1.2963
R1 1.2981 1.2981 1.2952 1.3001
PP 1.2907 1.2907 1.2907 1.2917
S1 1.2867 1.2867 1.2932 1.2887
S2 1.2793 1.2793 1.2921
S3 1.2679 1.2753 1.2911
S4 1.2565 1.2639 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2946 1.2856 0.0090 0.7% 0.0000 0.0% 7% False False 16
10 1.2946 1.2825 0.0121 0.9% 0.0005 0.0% 31% False False 10
20 1.3019 1.2825 0.0194 1.5% 0.0002 0.0% 19% False False 5
40 1.3091 1.2825 0.0266 2.1% 0.0002 0.0% 14% False False 3
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 38% False False 2
80 1.3108 1.2723 0.0385 3.0% 0.0002 0.0% 36% False False 2
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 30% False False 2
120 1.3193 1.2393 0.0800 6.2% 0.0002 0.0% 59% 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 1.2862
2.618 1.2862
1.618 1.2862
1.000 1.2862
0.618 1.2862
HIGH 1.2862
0.618 1.2862
0.500 1.2862
0.382 1.2862
LOW 1.2862
0.618 1.2862
1.000 1.2862
1.618 1.2862
2.618 1.2862
4.250 1.2862
Fisher Pivots for day following 27-Sep-2006
Pivot 1 day 3 day
R1 1.2862 1.2888
PP 1.2862 1.2879
S1 1.2862 1.2871

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

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