CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 1.3306 1.3254 -0.0052 -0.4% 1.3420
High 1.3306 1.3254 -0.0052 -0.4% 1.3460
Low 1.3306 1.3254 -0.0052 -0.4% 1.3310
Close 1.3306 1.3254 -0.0052 -0.4% 1.3302
Range
ATR 0.0054 0.0054 0.0000 -0.2% 0.0000
Volume 31 112 81 261.3% 1,008
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3254 1.3254 1.3254
R3 1.3254 1.3254 1.3254
R2 1.3254 1.3254 1.3254
R1 1.3254 1.3254 1.3254 1.3254
PP 1.3254 1.3254 1.3254 1.3254
S1 1.3254 1.3254 1.3254 1.3254
S2 1.3254 1.3254 1.3254
S3 1.3254 1.3254 1.3254
S4 1.3254 1.3254 1.3254
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 1.3254 0.0206 1.6% 0.0053 0.4% 0% False True 61
10 1.3460 1.3254 0.0206 1.6% 0.0036 0.3% 0% False True 146
20 1.3460 1.2912 0.0548 4.1% 0.0021 0.2% 62% False False 80
40 1.3460 1.2686 0.0774 5.8% 0.0012 0.1% 73% False False 41
60 1.3460 1.2642 0.0818 6.2% 0.0009 0.1% 75% False False 30
80 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 75% False False 23
100 1.3460 1.2642 0.0818 6.2% 0.0006 0.0% 75% False False 18
120 1.3460 1.2642 0.0818 6.2% 0.0006 0.0% 75% False False 15
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3254
2.618 1.3254
1.618 1.3254
1.000 1.3254
0.618 1.3254
HIGH 1.3254
0.618 1.3254
0.500 1.3254
0.382 1.3254
LOW 1.3254
0.618 1.3254
1.000 1.3254
1.618 1.3254
2.618 1.3254
4.250 1.3254
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 1.3254 1.3320
PP 1.3254 1.3298
S1 1.3254 1.3276

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

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