CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 06-Dec-2006
Day Change Summary
Previous Current
05-Dec-2006 06-Dec-2006 Change Change % Previous Week
Open 1.3472 1.3429 -0.0043 -0.3% 1.3282
High 1.3472 1.3429 -0.0043 -0.3% 1.3399
Low 1.3472 1.3429 -0.0043 -0.3% 1.3282
Close 1.3472 1.3429 -0.0043 -0.3% 1.3478
Range
ATR 0.0035 0.0035 0.0001 1.7% 0.0000
Volume 101 1 -100 -99.0% 27
Daily Pivots for day following 06-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3429 1.3429 1.3429
R3 1.3429 1.3429 1.3429
R2 1.3429 1.3429 1.3429
R1 1.3429 1.3429 1.3429 1.3429
PP 1.3429 1.3429 1.3429 1.3429
S1 1.3429 1.3429 1.3429 1.3429
S2 1.3429 1.3429 1.3429
S3 1.3429 1.3429 1.3429
S4 1.3429 1.3429 1.3429
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.3737 1.3725 1.3542
R3 1.3620 1.3608 1.3510
R2 1.3503 1.3503 1.3499
R1 1.3491 1.3491 1.3489 1.3497
PP 1.3386 1.3386 1.3386 1.3390
S1 1.3374 1.3374 1.3467 1.3380
S2 1.3269 1.3269 1.3457
S3 1.3152 1.3257 1.3446
S4 1.3035 1.3140 1.3414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3472 1.3399 0.0073 0.5% 0.0000 0.0% 41% False False 21
10 1.3472 1.3076 0.0396 2.9% 0.0000 0.0% 89% False False 13
20 1.3472 1.2933 0.0539 4.0% 0.0000 0.0% 92% False False 6
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3429
2.618 1.3429
1.618 1.3429
1.000 1.3429
0.618 1.3429
HIGH 1.3429
0.618 1.3429
0.500 1.3429
0.382 1.3429
LOW 1.3429
0.618 1.3429
1.000 1.3429
1.618 1.3429
2.618 1.3429
4.250 1.3429
Fisher Pivots for day following 06-Dec-2006
Pivot 1 day 3 day
R1 1.3429 1.3451
PP 1.3429 1.3443
S1 1.3429 1.3436

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

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