CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 02-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2006 |
02-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.3073 |
1.3190 |
0.0117 |
0.9% |
1.3146 |
High |
1.3073 |
1.3190 |
0.0117 |
0.9% |
1.3190 |
Low |
1.3073 |
1.3190 |
0.0117 |
0.9% |
1.3073 |
Close |
1.3073 |
1.3190 |
0.0117 |
0.9% |
1.3190 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0063 |
0.0004 |
7.0% |
0.0000 |
Volume |
8 |
0 |
-8 |
-100.0% |
8 |
|
Daily Pivots for day following 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3190 |
1.3190 |
1.3190 |
|
R3 |
1.3190 |
1.3190 |
1.3190 |
|
R2 |
1.3190 |
1.3190 |
1.3190 |
|
R1 |
1.3190 |
1.3190 |
1.3190 |
1.3190 |
PP |
1.3190 |
1.3190 |
1.3190 |
1.3190 |
S1 |
1.3190 |
1.3190 |
1.3190 |
1.3190 |
S2 |
1.3190 |
1.3190 |
1.3190 |
|
S3 |
1.3190 |
1.3190 |
1.3190 |
|
S4 |
1.3190 |
1.3190 |
1.3190 |
|
|
Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3502 |
1.3463 |
1.3254 |
|
R3 |
1.3385 |
1.3346 |
1.3222 |
|
R2 |
1.3268 |
1.3268 |
1.3211 |
|
R1 |
1.3229 |
1.3229 |
1.3201 |
1.3249 |
PP |
1.3151 |
1.3151 |
1.3151 |
1.3161 |
S1 |
1.3112 |
1.3112 |
1.3179 |
1.3132 |
S2 |
1.3034 |
1.3034 |
1.3169 |
|
S3 |
1.2917 |
1.2995 |
1.3158 |
|
S4 |
1.2800 |
1.2878 |
1.3126 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3190 |
1.2991 |
0.0199 |
1.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.3190 |
1.2991 |
0.0199 |
1.5% |
0.0000 |
0.0% |
100% |
True |
False |
|
20 |
1.3190 |
1.2985 |
0.0205 |
1.6% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
40 |
1.3190 |
1.2393 |
0.0797 |
6.0% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
60 |
1.3190 |
1.2223 |
0.0967 |
7.3% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
80 |
1.3190 |
1.2174 |
0.1016 |
7.7% |
0.0000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3190 |
2.618 |
1.3190 |
1.618 |
1.3190 |
1.000 |
1.3190 |
0.618 |
1.3190 |
HIGH |
1.3190 |
0.618 |
1.3190 |
0.500 |
1.3190 |
0.382 |
1.3190 |
LOW |
1.3190 |
0.618 |
1.3190 |
1.000 |
1.3190 |
1.618 |
1.3190 |
2.618 |
1.3190 |
4.250 |
1.3190 |
|
|
Fisher Pivots for day following 02-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3190 |
1.3171 |
PP |
1.3190 |
1.3151 |
S1 |
1.3190 |
1.3132 |
|