CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 1.3274 1.3214 -0.0060 -0.5% 1.3172
High 1.3272 1.3214 -0.0058 -0.4% 1.3310
Low 1.3245 1.3214 -0.0031 -0.2% 1.3160
Close 1.3274 1.3214 -0.0060 -0.5% 1.3214
Range 0.0027 0.0000 -0.0027 -100.0% 0.0150
ATR 0.0056 0.0057 0.0000 0.4% 0.0000
Volume 336 106 -230 -68.5% 1,904
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3214 1.3214 1.3214
R3 1.3214 1.3214 1.3214
R2 1.3214 1.3214 1.3214
R1 1.3214 1.3214 1.3214 1.3214
PP 1.3214 1.3214 1.3214 1.3214
S1 1.3214 1.3214 1.3214 1.3214
S2 1.3214 1.3214 1.3214
S3 1.3214 1.3214 1.3214
S4 1.3214 1.3214 1.3214
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3678 1.3596 1.3297
R3 1.3528 1.3446 1.3255
R2 1.3378 1.3378 1.3242
R1 1.3296 1.3296 1.3228 1.3337
PP 1.3228 1.3228 1.3228 1.3249
S1 1.3146 1.3146 1.3200 1.3187
S2 1.3078 1.3078 1.3187
S3 1.2928 1.2996 1.3173
S4 1.2778 1.2846 1.3132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3310 1.3160 0.0150 1.1% 0.0039 0.3% 36% False False 380
10 1.3385 1.3160 0.0225 1.7% 0.0031 0.2% 24% False False 218
20 1.3460 1.3160 0.0300 2.3% 0.0031 0.2% 18% False False 177
40 1.3460 1.2830 0.0630 4.8% 0.0017 0.1% 61% False False 90
60 1.3460 1.2642 0.0818 6.2% 0.0012 0.1% 70% False False 61
80 1.3460 1.2642 0.0818 6.2% 0.0010 0.1% 70% False False 47
100 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 70% False False 38
120 1.3460 1.2642 0.0818 6.2% 0.0008 0.1% 70% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3214
2.618 1.3214
1.618 1.3214
1.000 1.3214
0.618 1.3214
HIGH 1.3214
0.618 1.3214
0.500 1.3214
0.382 1.3214
LOW 1.3214
0.618 1.3214
1.000 1.3214
1.618 1.3214
2.618 1.3214
4.250 1.3214
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 1.3214 1.3262
PP 1.3214 1.3246
S1 1.3214 1.3230

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

View Archives - Comment on this page... - Back to Index of Symbols