CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 13-Dec-2006
Day Change Summary
Previous Current
12-Dec-2006 13-Dec-2006 Change Change % Previous Week
Open 1.3340 1.3306 -0.0034 -0.3% 1.3420
High 1.3385 1.3306 -0.0079 -0.6% 1.3460
Low 1.3340 1.3306 -0.0034 -0.3% 1.3310
Close 1.3377 1.3306 -0.0071 -0.5% 1.3302
Range 0.0045 0.0000 -0.0045 -100.0% 0.0150
ATR 0.0052 0.0054 0.0001 2.5% 0.0000
Volume 14 31 17 121.4% 1,008
Daily Pivots for day following 13-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3306 1.3306 1.3306
R3 1.3306 1.3306 1.3306
R2 1.3306 1.3306 1.3306
R1 1.3306 1.3306 1.3306 1.3306
PP 1.3306 1.3306 1.3306 1.3306
S1 1.3306 1.3306 1.3306 1.3306
S2 1.3306 1.3306 1.3306
S3 1.3306 1.3306 1.3306
S4 1.3306 1.3306 1.3306
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3807 1.3705 1.3385
R3 1.3657 1.3555 1.3343
R2 1.3507 1.3507 1.3330
R1 1.3405 1.3405 1.3316 1.3381
PP 1.3357 1.3357 1.3357 1.3346
S1 1.3255 1.3255 1.3288 1.3231
S2 1.3207 1.3207 1.3275
S3 1.3057 1.3105 1.3261
S4 1.2907 1.2955 1.3220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3460 1.3290 0.0170 1.3% 0.0056 0.4% 9% False False 68
10 1.3460 1.3290 0.0170 1.3% 0.0036 0.3% 9% False False 135
20 1.3460 1.2912 0.0548 4.1% 0.0021 0.2% 72% False False 74
40 1.3460 1.2671 0.0789 5.9% 0.0012 0.1% 80% False False 38
60 1.3460 1.2642 0.0818 6.1% 0.0009 0.1% 81% False False 28
80 1.3460 1.2642 0.0818 6.1% 0.0008 0.1% 81% False False 22
100 1.3460 1.2642 0.0818 6.1% 0.0006 0.0% 81% False False 17
120 1.3460 1.2642 0.0818 6.1% 0.0006 0.0% 81% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3306
2.618 1.3306
1.618 1.3306
1.000 1.3306
0.618 1.3306
HIGH 1.3306
0.618 1.3306
0.500 1.3306
0.382 1.3306
LOW 1.3306
0.618 1.3306
1.000 1.3306
1.618 1.3306
2.618 1.3306
4.250 1.3306
Fisher Pivots for day following 13-Dec-2006
Pivot 1 day 3 day
R1 1.3306 1.3338
PP 1.3306 1.3327
S1 1.3306 1.3317

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

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