CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 04-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2006 |
04-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.2911 |
1.2996 |
0.0085 |
0.7% |
1.2693 |
High |
1.2911 |
1.2996 |
0.0085 |
0.7% |
1.2893 |
Low |
1.2911 |
1.2996 |
0.0085 |
0.7% |
1.2693 |
Close |
1.2911 |
1.2996 |
0.0085 |
0.7% |
1.2893 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
Volume |
1 |
5 |
4 |
400.0% |
13 |
|
Daily Pivots for day following 04-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2996 |
1.2996 |
1.2996 |
|
R3 |
1.2996 |
1.2996 |
1.2996 |
|
R2 |
1.2996 |
1.2996 |
1.2996 |
|
R1 |
1.2996 |
1.2996 |
1.2996 |
1.2996 |
PP |
1.2996 |
1.2996 |
1.2996 |
1.2996 |
S1 |
1.2996 |
1.2996 |
1.2996 |
1.2996 |
S2 |
1.2996 |
1.2996 |
1.2996 |
|
S3 |
1.2996 |
1.2996 |
1.2996 |
|
S4 |
1.2996 |
1.2996 |
1.2996 |
|
|
Weekly Pivots for week ending 28-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3426 |
1.3360 |
1.3003 |
|
R3 |
1.3226 |
1.3160 |
1.2948 |
|
R2 |
1.3026 |
1.3026 |
1.2930 |
|
R1 |
1.2960 |
1.2960 |
1.2911 |
1.2993 |
PP |
1.2826 |
1.2826 |
1.2826 |
1.2843 |
S1 |
1.2760 |
1.2760 |
1.2875 |
1.2793 |
S2 |
1.2626 |
1.2626 |
1.2856 |
|
S3 |
1.2426 |
1.2560 |
1.2838 |
|
S4 |
1.2226 |
1.2360 |
1.2783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2996 |
1.2893 |
0.0103 |
0.8% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.2996 |
1.2632 |
0.0364 |
2.8% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.2996 |
1.2393 |
0.0603 |
4.6% |
0.0000 |
0.0% |
100% |
True |
False |
|
40 |
1.2996 |
1.2223 |
0.0773 |
5.9% |
0.0000 |
0.0% |
100% |
True |
False |
|
60 |
1.2996 |
1.2174 |
0.0822 |
6.3% |
0.0000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2996 |
2.618 |
1.2996 |
1.618 |
1.2996 |
1.000 |
1.2996 |
0.618 |
1.2996 |
HIGH |
1.2996 |
0.618 |
1.2996 |
0.500 |
1.2996 |
0.382 |
1.2996 |
LOW |
1.2996 |
0.618 |
1.2996 |
1.000 |
1.2996 |
1.618 |
1.2996 |
2.618 |
1.2996 |
4.250 |
1.2996 |
|
|
Fisher Pivots for day following 04-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2996 |
1.2982 |
PP |
1.2996 |
1.2968 |
S1 |
1.2996 |
1.2954 |
|