CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 09-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2006 |
09-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.2985 |
1.3034 |
0.0049 |
0.4% |
1.2894 |
High |
1.2985 |
1.3034 |
0.0049 |
0.4% |
1.3017 |
Low |
1.2985 |
1.3034 |
0.0049 |
0.4% |
1.2894 |
Close |
1.2985 |
1.3034 |
0.0049 |
0.4% |
1.3017 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0045 |
0.0000 |
0.7% |
0.0000 |
Volume |
0 |
3 |
3 |
|
12 |
|
Daily Pivots for day following 09-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3034 |
1.3034 |
1.3034 |
|
R3 |
1.3034 |
1.3034 |
1.3034 |
|
R2 |
1.3034 |
1.3034 |
1.3034 |
|
R1 |
1.3034 |
1.3034 |
1.3034 |
1.3034 |
PP |
1.3034 |
1.3034 |
1.3034 |
1.3034 |
S1 |
1.3034 |
1.3034 |
1.3034 |
1.3034 |
S2 |
1.3034 |
1.3034 |
1.3034 |
|
S3 |
1.3034 |
1.3034 |
1.3034 |
|
S4 |
1.3034 |
1.3034 |
1.3034 |
|
|
Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3345 |
1.3304 |
1.3085 |
|
R3 |
1.3222 |
1.3181 |
1.3051 |
|
R2 |
1.3099 |
1.3099 |
1.3040 |
|
R1 |
1.3058 |
1.3058 |
1.3028 |
1.3079 |
PP |
1.2976 |
1.2976 |
1.2976 |
1.2986 |
S1 |
1.2935 |
1.2935 |
1.3006 |
1.2956 |
S2 |
1.2853 |
1.2853 |
1.2994 |
|
S3 |
1.2730 |
1.2812 |
1.2983 |
|
S4 |
1.2607 |
1.2689 |
1.2949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3034 |
1.2911 |
0.0123 |
0.9% |
0.0000 |
0.0% |
100% |
True |
False |
3 |
10 |
1.3034 |
1.2744 |
0.0290 |
2.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.3034 |
1.2395 |
0.0639 |
4.9% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
40 |
1.3034 |
1.2261 |
0.0773 |
5.9% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
60 |
1.3034 |
1.2174 |
0.0860 |
6.6% |
0.0000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3034 |
2.618 |
1.3034 |
1.618 |
1.3034 |
1.000 |
1.3034 |
0.618 |
1.3034 |
HIGH |
1.3034 |
0.618 |
1.3034 |
0.500 |
1.3034 |
0.382 |
1.3034 |
LOW |
1.3034 |
0.618 |
1.3034 |
1.000 |
1.3034 |
1.618 |
1.3034 |
2.618 |
1.3034 |
4.250 |
1.3034 |
|
|
Fisher Pivots for day following 09-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3034 |
1.3026 |
PP |
1.3034 |
1.3018 |
S1 |
1.3034 |
1.3010 |
|