CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 27-Oct-2006
Day Change Summary
Previous Current
26-Oct-2006 27-Oct-2006 Change Change % Previous Week
Open 1.2822 1.2865 0.0043 0.3% 1.2686
High 1.2822 1.2865 0.0043 0.3% 1.2865
Low 1.2822 1.2865 0.0043 0.3% 1.2686
Close 1.2822 1.2865 0.0043 0.3% 1.2865
Range
ATR 0.0039 0.0039 0.0000 0.8% 0.0000
Volume
Daily Pivots for day following 27-Oct-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 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3342 1.3283 1.2963
R3 1.3163 1.3104 1.2914
R2 1.2984 1.2984 1.2898
R1 1.2925 1.2925 1.2881 1.2955
PP 1.2805 1.2805 1.2805 1.2820
S1 1.2746 1.2746 1.2849 1.2776
S2 1.2626 1.2626 1.2832
S3 1.2447 1.2567 1.2816
S4 1.2268 1.2388 1.2767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2865 1.2686 0.0179 1.4% 0.0000 0.0% 100% True False
10 1.2865 1.2664 0.0201 1.6% 0.0000 0.0% 100% True False 2
20 1.2890 1.2642 0.0248 1.9% 0.0003 0.0% 90% False False 3
40 1.3019 1.2642 0.0377 2.9% 0.0002 0.0% 59% False False 4
60 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 50% False False 3
80 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 50% False False 2
100 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 50% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0002 0.0% 40% 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 0.0000
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 27-Oct-2006
Pivot 1 day 3 day
R1 1.2865 1.2845
PP 1.2865 1.2825
S1 1.2865 1.2805

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

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