CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 06-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2006 |
06-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.3193 |
1.3108 |
-0.0085 |
-0.6% |
1.3146 |
High |
1.3193 |
1.3108 |
-0.0085 |
-0.6% |
1.3190 |
Low |
1.3193 |
1.3108 |
-0.0085 |
-0.6% |
1.3073 |
Close |
1.3193 |
1.3108 |
-0.0085 |
-0.6% |
1.3190 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0061 |
0.0002 |
3.2% |
0.0000 |
Volume |
0 |
7 |
7 |
|
8 |
|
Daily Pivots for day following 06-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3108 |
1.3108 |
1.3108 |
|
R3 |
1.3108 |
1.3108 |
1.3108 |
|
R2 |
1.3108 |
1.3108 |
1.3108 |
|
R1 |
1.3108 |
1.3108 |
1.3108 |
1.3108 |
PP |
1.3108 |
1.3108 |
1.3108 |
1.3108 |
S1 |
1.3108 |
1.3108 |
1.3108 |
1.3108 |
S2 |
1.3108 |
1.3108 |
1.3108 |
|
S3 |
1.3108 |
1.3108 |
1.3108 |
|
S4 |
1.3108 |
1.3108 |
1.3108 |
|
|
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 |
1.3193 |
1.3073 |
0.0120 |
0.9% |
0.0000 |
0.0% |
29% |
False |
False |
3 |
10 |
1.3193 |
1.2991 |
0.0202 |
1.5% |
0.0000 |
0.0% |
58% |
False |
False |
1 |
20 |
1.3193 |
1.2991 |
0.0202 |
1.5% |
0.0000 |
0.0% |
58% |
False |
False |
1 |
40 |
1.3193 |
1.2393 |
0.0800 |
6.1% |
0.0000 |
0.0% |
89% |
False |
False |
1 |
60 |
1.3193 |
1.2261 |
0.0932 |
7.1% |
0.0000 |
0.0% |
91% |
False |
False |
1 |
80 |
1.3193 |
1.2174 |
0.1019 |
7.8% |
0.0000 |
0.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3108 |
2.618 |
1.3108 |
1.618 |
1.3108 |
1.000 |
1.3108 |
0.618 |
1.3108 |
HIGH |
1.3108 |
0.618 |
1.3108 |
0.500 |
1.3108 |
0.382 |
1.3108 |
LOW |
1.3108 |
0.618 |
1.3108 |
1.000 |
1.3108 |
1.618 |
1.3108 |
2.618 |
1.3108 |
4.250 |
1.3108 |
|
|
Fisher Pivots for day following 06-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3108 |
1.3151 |
PP |
1.3108 |
1.3136 |
S1 |
1.3108 |
1.3122 |
|