CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 22-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2006 |
22-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.3054 |
1.3144 |
0.0090 |
0.7% |
1.3085 |
High |
1.3054 |
1.3144 |
0.0090 |
0.7% |
1.3136 |
Low |
1.3054 |
1.3144 |
0.0090 |
0.7% |
1.3029 |
Close |
1.3054 |
1.3144 |
0.0090 |
0.7% |
1.3054 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0057 |
0.0003 |
4.6% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
1 |
|
Daily Pivots for day following 22-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3144 |
1.3144 |
1.3144 |
|
R3 |
1.3144 |
1.3144 |
1.3144 |
|
R2 |
1.3144 |
1.3144 |
1.3144 |
|
R1 |
1.3144 |
1.3144 |
1.3144 |
1.3144 |
PP |
1.3144 |
1.3144 |
1.3144 |
1.3144 |
S1 |
1.3144 |
1.3144 |
1.3144 |
1.3144 |
S2 |
1.3144 |
1.3144 |
1.3144 |
|
S3 |
1.3144 |
1.3144 |
1.3144 |
|
S4 |
1.3144 |
1.3144 |
1.3144 |
|
|
Weekly Pivots for week ending 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3394 |
1.3331 |
1.3113 |
|
R3 |
1.3287 |
1.3224 |
1.3083 |
|
R2 |
1.3180 |
1.3180 |
1.3074 |
|
R1 |
1.3117 |
1.3117 |
1.3064 |
1.3095 |
PP |
1.3073 |
1.3073 |
1.3073 |
1.3062 |
S1 |
1.3010 |
1.3010 |
1.3044 |
1.2988 |
S2 |
1.2966 |
1.2966 |
1.3034 |
|
S3 |
1.2859 |
1.2903 |
1.3025 |
|
S4 |
1.2752 |
1.2796 |
1.2995 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3144 |
1.3029 |
0.0115 |
0.9% |
0.0000 |
0.0% |
100% |
True |
False |
|
10 |
1.3184 |
1.3029 |
0.0155 |
1.2% |
0.0000 |
0.0% |
74% |
False |
False |
1 |
20 |
1.3184 |
1.2723 |
0.0461 |
3.5% |
0.0000 |
0.0% |
91% |
False |
False |
1 |
40 |
1.3184 |
1.2298 |
0.0886 |
6.7% |
0.0000 |
0.0% |
95% |
False |
False |
1 |
60 |
1.3184 |
1.2174 |
0.1010 |
7.7% |
0.0000 |
0.0% |
96% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3144 |
2.618 |
1.3144 |
1.618 |
1.3144 |
1.000 |
1.3144 |
0.618 |
1.3144 |
HIGH |
1.3144 |
0.618 |
1.3144 |
0.500 |
1.3144 |
0.382 |
1.3144 |
LOW |
1.3144 |
0.618 |
1.3144 |
1.000 |
1.3144 |
1.618 |
1.3144 |
2.618 |
1.3144 |
4.250 |
1.3144 |
|
|
Fisher Pivots for day following 22-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3144 |
1.3129 |
PP |
1.3144 |
1.3114 |
S1 |
1.3144 |
1.3099 |
|