CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 30-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2006 |
30-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.2991 |
1.3146 |
0.0155 |
1.2% |
1.3144 |
High |
1.2991 |
1.3146 |
0.0155 |
1.2% |
1.3147 |
Low |
1.2991 |
1.3146 |
0.0155 |
1.2% |
1.2991 |
Close |
1.2991 |
1.3146 |
0.0155 |
1.2% |
1.2991 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0063 |
0.0007 |
12.7% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3146 |
1.3146 |
1.3146 |
|
R3 |
1.3146 |
1.3146 |
1.3146 |
|
R2 |
1.3146 |
1.3146 |
1.3146 |
|
R1 |
1.3146 |
1.3146 |
1.3146 |
1.3146 |
PP |
1.3146 |
1.3146 |
1.3146 |
1.3146 |
S1 |
1.3146 |
1.3146 |
1.3146 |
1.3146 |
S2 |
1.3146 |
1.3146 |
1.3146 |
|
S3 |
1.3146 |
1.3146 |
1.3146 |
|
S4 |
1.3146 |
1.3146 |
1.3146 |
|
|
Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3511 |
1.3407 |
1.3077 |
|
R3 |
1.3355 |
1.3251 |
1.3034 |
|
R2 |
1.3199 |
1.3199 |
1.3020 |
|
R1 |
1.3095 |
1.3095 |
1.3005 |
1.3069 |
PP |
1.3043 |
1.3043 |
1.3043 |
1.3030 |
S1 |
1.2939 |
1.2939 |
1.2977 |
1.2913 |
S2 |
1.2887 |
1.2887 |
1.2962 |
|
S3 |
1.2731 |
1.2783 |
1.2948 |
|
S4 |
1.2575 |
1.2627 |
1.2905 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3147 |
1.2991 |
0.0156 |
1.2% |
0.0000 |
0.0% |
99% |
False |
False |
|
10 |
1.3147 |
1.2991 |
0.0156 |
1.2% |
0.0000 |
0.0% |
99% |
False |
False |
|
20 |
1.3184 |
1.2911 |
0.0273 |
2.1% |
0.0000 |
0.0% |
86% |
False |
False |
1 |
40 |
1.3184 |
1.2393 |
0.0791 |
6.0% |
0.0000 |
0.0% |
95% |
False |
False |
|
60 |
1.3184 |
1.2201 |
0.0983 |
7.5% |
0.0000 |
0.0% |
96% |
False |
False |
|
80 |
1.3184 |
1.2174 |
0.1010 |
7.7% |
0.0000 |
0.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3146 |
2.618 |
1.3146 |
1.618 |
1.3146 |
1.000 |
1.3146 |
0.618 |
1.3146 |
HIGH |
1.3146 |
0.618 |
1.3146 |
0.500 |
1.3146 |
0.382 |
1.3146 |
LOW |
1.3146 |
0.618 |
1.3146 |
1.000 |
1.3146 |
1.618 |
1.3146 |
2.618 |
1.3146 |
4.250 |
1.3146 |
|
|
Fisher Pivots for day following 30-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3146 |
1.3120 |
PP |
1.3146 |
1.3094 |
S1 |
1.3146 |
1.3069 |
|