CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 26-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2006 |
26-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2723 |
1.2744 |
0.0021 |
0.2% |
1.2552 |
High |
1.2723 |
1.2744 |
0.0021 |
0.2% |
1.2677 |
Low |
1.2723 |
1.2744 |
0.0021 |
0.2% |
1.2552 |
Close |
1.2723 |
1.2744 |
0.0021 |
0.2% |
1.2632 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
9 |
0 |
-9 |
-100.0% |
0 |
|
Daily Pivots for day following 26-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2744 |
1.2744 |
1.2744 |
|
R3 |
1.2744 |
1.2744 |
1.2744 |
|
R2 |
1.2744 |
1.2744 |
1.2744 |
|
R1 |
1.2744 |
1.2744 |
1.2744 |
1.2744 |
PP |
1.2744 |
1.2744 |
1.2744 |
1.2744 |
S1 |
1.2744 |
1.2744 |
1.2744 |
1.2744 |
S2 |
1.2744 |
1.2744 |
1.2744 |
|
S3 |
1.2744 |
1.2744 |
1.2744 |
|
S4 |
1.2744 |
1.2744 |
1.2744 |
|
|
Weekly Pivots for week ending 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2995 |
1.2939 |
1.2701 |
|
R3 |
1.2870 |
1.2814 |
1.2666 |
|
R2 |
1.2745 |
1.2745 |
1.2655 |
|
R1 |
1.2689 |
1.2689 |
1.2643 |
1.2717 |
PP |
1.2620 |
1.2620 |
1.2620 |
1.2635 |
S1 |
1.2564 |
1.2564 |
1.2621 |
1.2592 |
S2 |
1.2495 |
1.2495 |
1.2609 |
|
S3 |
1.2370 |
1.2439 |
1.2598 |
|
S4 |
1.2245 |
1.2314 |
1.2563 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2744 |
1.2607 |
0.0137 |
1.1% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.2744 |
1.2395 |
0.0349 |
2.7% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.2744 |
1.2314 |
0.0430 |
3.4% |
0.0000 |
0.0% |
100% |
True |
False |
|
40 |
1.2744 |
1.2201 |
0.0543 |
4.3% |
0.0000 |
0.0% |
100% |
True |
False |
|
60 |
1.2744 |
1.2174 |
0.0570 |
4.5% |
0.0000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2744 |
2.618 |
1.2744 |
1.618 |
1.2744 |
1.000 |
1.2744 |
0.618 |
1.2744 |
HIGH |
1.2744 |
0.618 |
1.2744 |
0.500 |
1.2744 |
0.382 |
1.2744 |
LOW |
1.2744 |
0.618 |
1.2744 |
1.000 |
1.2744 |
1.618 |
1.2744 |
2.618 |
1.2744 |
4.250 |
1.2744 |
|
|
Fisher Pivots for day following 26-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2744 |
1.2736 |
PP |
1.2744 |
1.2727 |
S1 |
1.2744 |
1.2719 |
|