CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 04-Oct-2006
Day Change Summary
Previous Current
03-Oct-2006 04-Oct-2006 Change Change % Previous Week
Open 1.2878 1.2859 -0.0019 -0.1% 1.2920
High 1.2878 1.2835 -0.0043 -0.3% 1.2920
Low 1.2878 1.2835 -0.0043 -0.3% 1.2838
Close 1.2878 1.2859 -0.0019 -0.1% 1.2838
Range
ATR 0.0032 0.0033 0.0001 2.5% 0.0000
Volume 0 15 15 78
Daily Pivots for day following 04-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2843 1.2851 1.2859
R3 1.2843 1.2851 1.2859
R2 1.2843 1.2843 1.2859
R1 1.2851 1.2851 1.2859 1.2859
PP 1.2843 1.2843 1.2843 1.2847
S1 1.2851 1.2851 1.2859 1.2859
S2 1.2843 1.2843 1.2859
S3 1.2843 1.2851 1.2859
S4 1.2843 1.2851 1.2859
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 1.3111 1.3057 1.2883
R3 1.3029 1.2975 1.2861
R2 1.2947 1.2947 1.2853
R1 1.2893 1.2893 1.2846 1.2879
PP 1.2865 1.2865 1.2865 1.2859
S1 1.2811 1.2811 1.2830 1.2797
S2 1.2783 1.2783 1.2823
S3 1.2701 1.2729 1.2815
S4 1.2619 1.2647 1.2793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2890 1.2835 0.0055 0.4% 0.0000 0.0% 44% False True 3
10 1.2946 1.2835 0.0111 0.9% 0.0000 0.0% 22% False True 9
20 1.2946 1.2825 0.0121 0.9% 0.0002 0.0% 28% False False 6
40 1.3090 1.2825 0.0265 2.1% 0.0002 0.0% 13% False False 4
60 1.3091 1.2723 0.0368 2.9% 0.0003 0.0% 37% False False 3
80 1.3091 1.2723 0.0368 2.9% 0.0002 0.0% 37% False False 2
100 1.3193 1.2723 0.0470 3.7% 0.0002 0.0% 29% False False 2
120 1.3193 1.2552 0.0641 5.0% 0.0002 0.0% 48% False False 2
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 1.2835
2.618 1.2835
1.618 1.2835
1.000 1.2835
0.618 1.2835
HIGH 1.2835
0.618 1.2835
0.500 1.2835
0.382 1.2835
LOW 1.2835
0.618 1.2835
1.000 1.2835
1.618 1.2835
2.618 1.2835
4.250 1.2835
Fisher Pivots for day following 04-Oct-2006
Pivot 1 day 3 day
R1 1.2851 1.2863
PP 1.2843 1.2861
S1 1.2835 1.2860

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

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