CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 17-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2006 |
17-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.3136 |
1.3029 |
-0.0107 |
-0.8% |
1.2985 |
High |
1.3136 |
1.3029 |
-0.0107 |
-0.8% |
1.3184 |
Low |
1.3136 |
1.3029 |
-0.0107 |
-0.8% |
1.2985 |
Close |
1.3136 |
1.3029 |
-0.0107 |
-0.8% |
1.3184 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0053 |
0.0004 |
8.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3029 |
1.3029 |
1.3029 |
|
R3 |
1.3029 |
1.3029 |
1.3029 |
|
R2 |
1.3029 |
1.3029 |
1.3029 |
|
R1 |
1.3029 |
1.3029 |
1.3029 |
1.3029 |
PP |
1.3029 |
1.3029 |
1.3029 |
1.3029 |
S1 |
1.3029 |
1.3029 |
1.3029 |
1.3029 |
S2 |
1.3029 |
1.3029 |
1.3029 |
|
S3 |
1.3029 |
1.3029 |
1.3029 |
|
S4 |
1.3029 |
1.3029 |
1.3029 |
|
|
Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3715 |
1.3648 |
1.3293 |
|
R3 |
1.3516 |
1.3449 |
1.3239 |
|
R2 |
1.3317 |
1.3317 |
1.3220 |
|
R1 |
1.3250 |
1.3250 |
1.3202 |
1.3284 |
PP |
1.3118 |
1.3118 |
1.3118 |
1.3134 |
S1 |
1.3051 |
1.3051 |
1.3166 |
1.3085 |
S2 |
1.2919 |
1.2919 |
1.3148 |
|
S3 |
1.2720 |
1.2852 |
1.3129 |
|
S4 |
1.2521 |
1.2653 |
1.3075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3184 |
1.3029 |
0.0155 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.3184 |
1.2985 |
0.0199 |
1.5% |
0.0000 |
0.0% |
22% |
False |
False |
2 |
20 |
1.3184 |
1.2607 |
0.0577 |
4.4% |
0.0000 |
0.0% |
73% |
False |
False |
1 |
40 |
1.3184 |
1.2261 |
0.0923 |
7.1% |
0.0000 |
0.0% |
83% |
False |
False |
1 |
60 |
1.3184 |
1.2174 |
0.1010 |
7.8% |
0.0000 |
0.0% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3029 |
2.618 |
1.3029 |
1.618 |
1.3029 |
1.000 |
1.3029 |
0.618 |
1.3029 |
HIGH |
1.3029 |
0.618 |
1.3029 |
0.500 |
1.3029 |
0.382 |
1.3029 |
LOW |
1.3029 |
0.618 |
1.3029 |
1.000 |
1.3029 |
1.618 |
1.3029 |
2.618 |
1.3029 |
4.250 |
1.3029 |
|
|
Fisher Pivots for day following 17-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3029 |
1.3083 |
PP |
1.3029 |
1.3065 |
S1 |
1.3029 |
1.3047 |
|