CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 1.3486 1.3497 0.0011 0.1% 1.3433
High 1.3480 1.3496 0.0016 0.1% 1.3454
Low 1.3480 1.3496 0.0016 0.1% 1.3382
Close 1.3486 1.3497 0.0011 0.1% 1.3452
Range
ATR
Volume 244 64 -180 -73.8% 241
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3496 1.3497 1.3497
R3 1.3496 1.3497 1.3497
R2 1.3496 1.3496 1.3497
R1 1.3497 1.3497 1.3497 1.3497
PP 1.3496 1.3496 1.3496 1.3497
S1 1.3497 1.3497 1.3497 1.3497
S2 1.3496 1.3496 1.3497
S3 1.3496 1.3497 1.3497
S4 1.3496 1.3497 1.3497
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3645 1.3621 1.3492
R3 1.3573 1.3549 1.3472
R2 1.3501 1.3501 1.3465
R1 1.3477 1.3477 1.3459 1.3489
PP 1.3429 1.3429 1.3429 1.3436
S1 1.3405 1.3405 1.3445 1.3417
S2 1.3357 1.3357 1.3439
S3 1.3285 1.3333 1.3432
S4 1.3213 1.3261 1.3412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3496 1.3382 0.0114 0.8% 0.0002 0.0% 101% True False 103
10 1.3578 1.3382 0.0196 1.5% 0.0006 0.0% 59% False False 100
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 1.3496
2.618 1.3496
1.618 1.3496
1.000 1.3496
0.618 1.3496
HIGH 1.3496
0.618 1.3496
0.500 1.3496
0.382 1.3496
LOW 1.3496
0.618 1.3496
1.000 1.3496
1.618 1.3496
2.618 1.3496
4.250 1.3496
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 1.3497 1.3488
PP 1.3496 1.3479
S1 1.3496 1.3470

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

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