CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 16-Oct-2006
Day Change Summary
Previous Current
13-Oct-2006 16-Oct-2006 Change Change % Previous Week
Open 1.2642 1.2664 0.0022 0.2% 1.2753
High 1.2655 1.2664 0.0009 0.1% 1.2753
Low 1.2642 1.2664 0.0022 0.2% 1.2642
Close 1.2655 1.2664 0.0009 0.1% 1.2655
Range 0.0013 0.0000 -0.0013 -100.0% 0.0111
ATR 0.0037 0.0035 -0.0002 -5.4% 0.0000
Volume 4 6 2 50.0% 9
Daily Pivots for day following 16-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2664 1.2664 1.2664
R3 1.2664 1.2664 1.2664
R2 1.2664 1.2664 1.2664
R1 1.2664 1.2664 1.2664 1.2664
PP 1.2664 1.2664 1.2664 1.2664
S1 1.2664 1.2664 1.2664 1.2664
S2 1.2664 1.2664 1.2664
S3 1.2664 1.2664 1.2664
S4 1.2664 1.2664 1.2664
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3016 1.2947 1.2716
R3 1.2905 1.2836 1.2686
R2 1.2794 1.2794 1.2675
R1 1.2725 1.2725 1.2665 1.2704
PP 1.2683 1.2683 1.2683 1.2673
S1 1.2614 1.2614 1.2645 1.2593
S2 1.2572 1.2572 1.2635
S3 1.2461 1.2503 1.2624
S4 1.2350 1.2392 1.2594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2690 1.2642 0.0048 0.4% 0.0011 0.1% 46% False False 2
10 1.2878 1.2642 0.0236 1.9% 0.0005 0.0% 9% False False 5
20 1.2946 1.2642 0.0304 2.4% 0.0005 0.0% 7% False False 7
40 1.3087 1.2642 0.0445 3.5% 0.0003 0.0% 5% False False 5
60 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 5% False False 3
80 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 5% False False 2
100 1.3193 1.2642 0.0551 4.4% 0.0002 0.0% 4% False False 2
120 1.3193 1.2642 0.0551 4.4% 0.0002 0.0% 4% False False 2
Crabel Price Patterns
NR True
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 -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2664
2.618 1.2664
1.618 1.2664
1.000 1.2664
0.618 1.2664
HIGH 1.2664
0.618 1.2664
0.500 1.2664
0.382 1.2664
LOW 1.2664
0.618 1.2664
1.000 1.2664
1.618 1.2664
2.618 1.2664
4.250 1.2664
Fisher Pivots for day following 16-Oct-2006
Pivot 1 day 3 day
R1 1.2664 1.2666
PP 1.2664 1.2665
S1 1.2664 1.2665

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

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