CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 23-Jun-2006
Day Change Summary
Previous Current
22-Jun-2006 23-Jun-2006 Change Change % Previous Week
Open 1.2798 1.2731 -0.0067 -0.5% 1.2796
High 1.2798 1.2731 -0.0067 -0.5% 1.2876
Low 1.2798 1.2731 -0.0067 -0.5% 1.2731
Close 1.2798 1.2731 -0.0067 -0.5% 1.2731
Range
ATR 0.0055 0.0056 0.0001 1.5% 0.0000
Volume 1 0 -1 -100.0% 45
Daily Pivots for day following 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.2731 1.2731 1.2731
R3 1.2731 1.2731 1.2731
R2 1.2731 1.2731 1.2731
R1 1.2731 1.2731 1.2731 1.2731
PP 1.2731 1.2731 1.2731 1.2731
S1 1.2731 1.2731 1.2731 1.2731
S2 1.2731 1.2731 1.2731
S3 1.2731 1.2731 1.2731
S4 1.2731 1.2731 1.2731
Weekly Pivots for week ending 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 1.3214 1.3118 1.2811
R3 1.3069 1.2973 1.2771
R2 1.2924 1.2924 1.2758
R1 1.2828 1.2828 1.2744 1.2804
PP 1.2779 1.2779 1.2779 1.2767
S1 1.2683 1.2683 1.2718 1.2659
S2 1.2634 1.2634 1.2704
S3 1.2489 1.2538 1.2691
S4 1.2344 1.2393 1.2651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2876 1.2731 0.0145 1.1% 0.0000 0.0% 0% False True 9
10 1.2876 1.2731 0.0145 1.1% 0.0001 0.0% 0% False True 5
20 1.3135 1.2731 0.0404 3.2% 0.0000 0.0% 0% False True 3
40 1.3135 1.2731 0.0404 3.2% 0.0000 0.0% 0% False True 2
60 1.3135 1.2316 0.0819 6.4% 0.0002 0.0% 51% False False 2
80 1.3135 1.2143 0.0992 7.8% 0.0001 0.0% 59% False False 2
100 1.3135 1.2116 0.1019 8.0% 0.0001 0.0% 60% False False 1
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 1.2731
2.618 1.2731
1.618 1.2731
1.000 1.2731
0.618 1.2731
HIGH 1.2731
0.618 1.2731
0.500 1.2731
0.382 1.2731
LOW 1.2731
0.618 1.2731
1.000 1.2731
1.618 1.2731
2.618 1.2731
4.250 1.2731
Fisher Pivots for day following 23-Jun-2006
Pivot 1 day 3 day
R1 1.2731 1.2804
PP 1.2731 1.2779
S1 1.2731 1.2755

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

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