CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 14-Nov-2006
Day Change Summary
Previous Current
13-Nov-2006 14-Nov-2006 Change Change % Previous Week
Open 1.2929 1.2941 0.0012 0.1% 1.2846
High 1.2930 1.2941 0.0011 0.1% 1.2965
Low 1.2930 1.2941 0.0011 0.1% 1.2846
Close 1.2929 1.2941 0.0012 0.1% 1.2965
Range
ATR 0.0036 0.0034 -0.0002 -4.8% 0.0000
Volume 4 9 5 125.0% 21
Daily Pivots for day following 14-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.2941 1.2941 1.2941
R3 1.2941 1.2941 1.2941
R2 1.2941 1.2941 1.2941
R1 1.2941 1.2941 1.2941 1.2941
PP 1.2941 1.2941 1.2941 1.2941
S1 1.2941 1.2941 1.2941 1.2941
S2 1.2941 1.2941 1.2941
S3 1.2941 1.2941 1.2941
S4 1.2941 1.2941 1.2941
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3282 1.3243 1.3030
R3 1.3163 1.3124 1.2998
R2 1.3044 1.3044 1.2987
R1 1.3005 1.3005 1.2976 1.3025
PP 1.2925 1.2925 1.2925 1.2935
S1 1.2886 1.2886 1.2954 1.2906
S2 1.2806 1.2806 1.2943
S3 1.2687 1.2767 1.2932
S4 1.2568 1.2648 1.2900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2965 1.2895 0.0070 0.5% 0.0000 0.0% 66% False False 5
10 1.2965 1.2835 0.0130 1.0% 0.0000 0.0% 82% False False 5
20 1.2965 1.2671 0.0294 2.3% 0.0004 0.0% 92% False False 2
40 1.2965 1.2642 0.0323 2.5% 0.0003 0.0% 93% False False 5
60 1.3023 1.2642 0.0381 2.9% 0.0003 0.0% 78% False False 4
80 1.3091 1.2642 0.0449 3.5% 0.0002 0.0% 67% False False 3
100 1.3091 1.2642 0.0449 3.5% 0.0003 0.0% 67% False False 2
120 1.3193 1.2642 0.0551 4.3% 0.0003 0.0% 54% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.2941
2.618 1.2941
1.618 1.2941
1.000 1.2941
0.618 1.2941
HIGH 1.2941
0.618 1.2941
0.500 1.2941
0.382 1.2941
LOW 1.2941
0.618 1.2941
1.000 1.2941
1.618 1.2941
2.618 1.2941
4.250 1.2941
Fisher Pivots for day following 14-Nov-2006
Pivot 1 day 3 day
R1 1.2941 1.2948
PP 1.2941 1.2945
S1 1.2941 1.2943

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

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