CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 1.3360 1.3441 0.0081 0.6% 1.3245
High 1.3375 1.3448 0.0073 0.5% 1.3448
Low 1.3375 1.3448 0.0073 0.5% 1.3241
Close 1.3360 1.3441 0.0081 0.6% 1.3441
Range
ATR 0.0047 0.0050 0.0003 6.4% 0.0000
Volume 4 224 220 5,500.0% 357
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3446 1.3443 1.3441
R3 1.3446 1.3443 1.3441
R2 1.3446 1.3446 1.3441
R1 1.3443 1.3443 1.3441 1.3441
PP 1.3446 1.3446 1.3446 1.3445
S1 1.3443 1.3443 1.3441 1.3441
S2 1.3446 1.3446 1.3441
S3 1.3446 1.3443 1.3441
S4 1.3446 1.3443 1.3441
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3998 1.3926 1.3555
R3 1.3791 1.3719 1.3498
R2 1.3584 1.3584 1.3479
R1 1.3512 1.3512 1.3460 1.3548
PP 1.3377 1.3377 1.3377 1.3395
S1 1.3305 1.3305 1.3422 1.3341
S2 1.3170 1.3170 1.3403
S3 1.2963 1.3098 1.3384
S4 1.2756 1.2891 1.3327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3448 1.3241 0.0207 1.5% 0.0010 0.1% 97% True False 71
10 1.3448 1.2928 0.0520 3.9% 0.0005 0.0% 99% True False 36
20 1.3448 1.2835 0.0613 4.6% 0.0003 0.0% 99% True False 19
40 1.3448 1.2642 0.0806 6.0% 0.0004 0.0% 99% True False 11
60 1.3448 1.2642 0.0806 6.0% 0.0004 0.0% 99% True False 9
80 1.3448 1.2642 0.0806 6.0% 0.0003 0.0% 99% True False 8
100 1.3448 1.2642 0.0806 6.0% 0.0004 0.0% 99% True False 6
120 1.3448 1.2642 0.0806 6.0% 0.0003 0.0% 99% True False 5
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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.3448
2.618 1.3448
1.618 1.3448
1.000 1.3448
0.618 1.3448
HIGH 1.3448
0.618 1.3448
0.500 1.3448
0.382 1.3448
LOW 1.3448
0.618 1.3448
1.000 1.3448
1.618 1.3448
2.618 1.3448
4.250 1.3448
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 1.3448 1.3415
PP 1.3446 1.3389
S1 1.3443 1.3363

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

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